NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 30-Jun-2017
Day Change Summary
Previous Current
29-Jun-2017 30-Jun-2017 Change Change % Previous Week
Open 45.12 45.16 0.04 0.1% 43.38
High 45.70 46.59 0.89 1.9% 46.59
Low 44.91 45.14 0.23 0.5% 42.87
Close 45.20 46.29 1.09 2.4% 46.29
Range 0.79 1.45 0.66 83.5% 3.72
ATR 1.23 1.25 0.02 1.2% 0.00
Volume 150,423 154,936 4,513 3.0% 692,946
Daily Pivots for day following 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 50.36 49.77 47.09
R3 48.91 48.32 46.69
R2 47.46 47.46 46.56
R1 46.87 46.87 46.42 47.17
PP 46.01 46.01 46.01 46.15
S1 45.42 45.42 46.16 45.72
S2 44.56 44.56 46.02
S3 43.11 43.97 45.89
S4 41.66 42.52 45.49
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 56.41 55.07 48.34
R3 52.69 51.35 47.31
R2 48.97 48.97 46.97
R1 47.63 47.63 46.63 48.30
PP 45.25 45.25 45.25 45.59
S1 43.91 43.91 45.95 44.58
S2 41.53 41.53 45.61
S3 37.81 40.19 45.27
S4 34.09 36.47 44.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.59 42.87 3.72 8.0% 1.13 2.4% 92% True False 138,589
10 46.59 42.27 4.32 9.3% 1.23 2.7% 93% True False 141,367
20 48.80 42.27 6.53 14.1% 1.23 2.7% 62% False False 123,139
40 52.38 42.27 10.11 21.8% 1.34 2.9% 40% False False 92,013
60 54.77 42.27 12.50 27.0% 1.27 2.7% 32% False False 77,107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 52.75
2.618 50.39
1.618 48.94
1.000 48.04
0.618 47.49
HIGH 46.59
0.618 46.04
0.500 45.87
0.382 45.69
LOW 45.14
0.618 44.24
1.000 43.69
1.618 42.79
2.618 41.34
4.250 38.98
Fisher Pivots for day following 30-Jun-2017
Pivot 1 day 3 day
R1 46.15 45.94
PP 46.01 45.59
S1 45.87 45.24

These figures are updated between 7pm and 10pm EST after a trading day.

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