NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 10-Jul-2017
Day Change Summary
Previous Current
07-Jul-2017 10-Jul-2017 Change Change % Previous Week
Open 45.56 44.50 -1.06 -2.3% 46.51
High 45.61 45.03 -0.58 -1.3% 47.52
Low 43.96 43.83 -0.13 -0.3% 43.96
Close 44.39 44.60 0.21 0.5% 44.39
Range 1.65 1.20 -0.45 -27.3% 3.56
ATR 1.39 1.37 -0.01 -1.0% 0.00
Volume 209,560 269,330 59,770 28.5% 700,776
Daily Pivots for day following 10-Jul-2017
Classic Woodie Camarilla DeMark
R4 48.09 47.54 45.26
R3 46.89 46.34 44.93
R2 45.69 45.69 44.82
R1 45.14 45.14 44.71 45.42
PP 44.49 44.49 44.49 44.62
S1 43.94 43.94 44.49 44.22
S2 43.29 43.29 44.38
S3 42.09 42.74 44.27
S4 40.89 41.54 43.94
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 55.97 53.74 46.35
R3 52.41 50.18 45.37
R2 48.85 48.85 45.04
R1 46.62 46.62 44.72 45.96
PP 45.29 45.29 45.29 44.96
S1 43.06 43.06 44.06 42.40
S2 41.73 41.73 43.74
S3 38.17 39.50 43.41
S4 34.61 35.94 42.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.52 43.83 3.69 8.3% 1.64 3.7% 21% False True 194,021
10 47.52 42.87 4.65 10.4% 1.39 3.1% 37% False False 166,305
20 47.52 42.27 5.25 11.8% 1.28 2.9% 44% False False 144,631
40 52.38 42.27 10.11 22.7% 1.35 3.0% 23% False False 109,112
60 54.55 42.27 12.28 27.5% 1.33 3.0% 19% False False 89,740
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 50.13
2.618 48.17
1.618 46.97
1.000 46.23
0.618 45.77
HIGH 45.03
0.618 44.57
0.500 44.43
0.382 44.29
LOW 43.83
0.618 43.09
1.000 42.63
1.618 41.89
2.618 40.69
4.250 38.73
Fisher Pivots for day following 10-Jul-2017
Pivot 1 day 3 day
R1 44.54 45.28
PP 44.49 45.05
S1 44.43 44.83

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

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