NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 12-Jul-2017
Day Change Summary
Previous Current
11-Jul-2017 12-Jul-2017 Change Change % Previous Week
Open 44.76 45.90 1.14 2.5% 46.51
High 45.98 46.65 0.67 1.5% 47.52
Low 44.03 45.28 1.25 2.8% 43.96
Close 45.23 45.66 0.43 1.0% 44.39
Range 1.95 1.37 -0.58 -29.7% 3.56
ATR 1.41 1.41 0.00 0.0% 0.00
Volume 312,580 300,437 -12,143 -3.9% 700,776
Daily Pivots for day following 12-Jul-2017
Classic Woodie Camarilla DeMark
R4 49.97 49.19 46.41
R3 48.60 47.82 46.04
R2 47.23 47.23 45.91
R1 46.45 46.45 45.79 46.16
PP 45.86 45.86 45.86 45.72
S1 45.08 45.08 45.53 44.79
S2 44.49 44.49 45.41
S3 43.12 43.71 45.28
S4 41.75 42.34 44.91
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 46.73 43.83 2.90 6.4% 1.51 3.3% 63% False False 258,005
10 47.52 43.83 3.69 8.1% 1.50 3.3% 50% False False 202,833
20 47.52 42.27 5.25 11.5% 1.35 3.0% 65% False False 165,950
40 52.38 42.27 10.11 22.1% 1.37 3.0% 34% False False 121,719
60 54.12 42.27 11.85 26.0% 1.37 3.0% 29% False False 98,802
Crabel Price Patterns
NR True
NR4 False
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.47
2.618 50.24
1.618 48.87
1.000 48.02
0.618 47.50
HIGH 46.65
0.618 46.13
0.500 45.97
0.382 45.80
LOW 45.28
0.618 44.43
1.000 43.91
1.618 43.06
2.618 41.69
4.250 39.46
Fisher Pivots for day following 12-Jul-2017
Pivot 1 day 3 day
R1 45.97 45.52
PP 45.86 45.38
S1 45.76 45.24

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

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