NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 11-Jul-2017
Day Change Summary
Previous Current
10-Jul-2017 11-Jul-2017 Change Change % Previous Week
Open 44.50 44.76 0.26 0.6% 46.51
High 45.03 45.98 0.95 2.1% 47.52
Low 43.83 44.03 0.20 0.5% 43.96
Close 44.60 45.23 0.63 1.4% 44.39
Range 1.20 1.95 0.75 62.5% 3.56
ATR 1.37 1.41 0.04 3.0% 0.00
Volume 269,330 312,580 43,250 16.1% 700,776
Daily Pivots for day following 11-Jul-2017
Classic Woodie Camarilla DeMark
R4 50.93 50.03 46.30
R3 48.98 48.08 45.77
R2 47.03 47.03 45.59
R1 46.13 46.13 45.41 46.58
PP 45.08 45.08 45.08 45.31
S1 44.18 44.18 45.05 44.63
S2 43.13 43.13 44.87
S3 41.18 42.23 44.69
S4 39.23 40.28 44.16
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 8.2% 1.79 4.0% 38% False False 237,085
10 47.52 43.55 3.97 8.8% 1.48 3.3% 42% False False 186,696
20 47.52 42.27 5.25 11.6% 1.33 2.9% 56% False False 156,188
40 52.38 42.27 10.11 22.4% 1.38 3.1% 29% False False 115,805
60 54.41 42.27 12.14 26.8% 1.35 3.0% 24% False False 94,145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 54.27
2.618 51.09
1.618 49.14
1.000 47.93
0.618 47.19
HIGH 45.98
0.618 45.24
0.500 45.01
0.382 44.77
LOW 44.03
0.618 42.82
1.000 42.08
1.618 40.87
2.618 38.92
4.250 35.74
Fisher Pivots for day following 11-Jul-2017
Pivot 1 day 3 day
R1 45.16 45.12
PP 45.08 45.01
S1 45.01 44.91

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

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