NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 19-Jul-2017
Day Change Summary
Previous Current
18-Jul-2017 19-Jul-2017 Change Change % Previous Week
Open 46.17 46.48 0.31 0.7% 44.50
High 47.14 47.46 0.32 0.7% 46.93
Low 46.02 46.32 0.30 0.7% 43.83
Close 46.59 47.32 0.73 1.6% 46.75
Range 1.12 1.14 0.02 1.8% 3.10
ATR 1.33 1.31 -0.01 -1.0% 0.00
Volume 639,640 846,615 206,975 32.4% 1,552,859
Daily Pivots for day following 19-Jul-2017
Classic Woodie Camarilla DeMark
R4 50.45 50.03 47.95
R3 49.31 48.89 47.63
R2 48.17 48.17 47.53
R1 47.75 47.75 47.42 47.96
PP 47.03 47.03 47.03 47.14
S1 46.61 46.61 47.22 46.82
S2 45.89 45.89 47.11
S3 44.75 45.47 47.01
S4 43.61 44.33 46.69
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 55.14 54.04 48.46
R3 52.04 50.94 47.60
R2 48.94 48.94 47.32
R1 47.84 47.84 47.03 48.39
PP 45.84 45.84 45.84 46.11
S1 44.74 44.74 46.47 45.29
S2 42.74 42.74 46.18
S3 39.64 41.64 45.90
S4 36.54 38.54 45.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.46 45.16 2.30 4.9% 1.09 2.3% 94% True False 510,830
10 47.46 43.83 3.63 7.7% 1.30 2.7% 96% True False 384,418
20 47.52 42.27 5.25 11.1% 1.33 2.8% 96% False False 264,521
40 52.38 42.27 10.11 21.4% 1.36 2.9% 50% False False 179,496
60 52.38 42.27 10.11 21.4% 1.35 2.8% 50% False False 136,745
80 54.77 42.27 12.50 26.4% 1.26 2.7% 40% False False 113,274
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 0.37
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.31
2.618 50.44
1.618 49.30
1.000 48.60
0.618 48.16
HIGH 47.46
0.618 47.02
0.500 46.89
0.382 46.76
LOW 46.32
0.618 45.62
1.000 45.18
1.618 44.48
2.618 43.34
4.250 41.48
Fisher Pivots for day following 19-Jul-2017
Pivot 1 day 3 day
R1 47.18 47.13
PP 47.03 46.93
S1 46.89 46.74

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

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