NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 13-Jul-2017
Day Change Summary
Previous Current
12-Jul-2017 13-Jul-2017 Change Change % Previous Week
Open 45.90 45.62 -0.28 -0.6% 46.51
High 46.65 46.43 -0.22 -0.5% 47.52
Low 45.28 45.16 -0.12 -0.3% 43.96
Close 45.66 46.25 0.59 1.3% 44.39
Range 1.37 1.27 -0.10 -7.3% 3.56
ATR 1.41 1.40 -0.01 -0.7% 0.00
Volume 300,437 303,170 2,733 0.9% 700,776
Daily Pivots for day following 13-Jul-2017
Classic Woodie Camarilla DeMark
R4 49.76 49.27 46.95
R3 48.49 48.00 46.60
R2 47.22 47.22 46.48
R1 46.73 46.73 46.37 46.98
PP 45.95 45.95 45.95 46.07
S1 45.46 45.46 46.13 45.71
S2 44.68 44.68 46.02
S3 43.41 44.19 45.90
S4 42.14 42.92 45.55
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 46.65 43.83 2.82 6.1% 1.49 3.2% 86% False False 279,015
10 47.52 43.83 3.69 8.0% 1.50 3.2% 66% False False 219,165
20 47.52 42.27 5.25 11.4% 1.32 2.8% 76% False False 173,634
40 52.38 42.27 10.11 21.9% 1.38 3.0% 39% False False 127,838
60 53.82 42.27 11.55 25.0% 1.38 3.0% 34% False False 103,175
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 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 51.83
2.618 49.75
1.618 48.48
1.000 47.70
0.618 47.21
HIGH 46.43
0.618 45.94
0.500 45.80
0.382 45.65
LOW 45.16
0.618 44.38
1.000 43.89
1.618 43.11
2.618 41.84
4.250 39.76
Fisher Pivots for day following 13-Jul-2017
Pivot 1 day 3 day
R1 46.10 45.95
PP 45.95 45.64
S1 45.80 45.34

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

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