NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 25-Jul-2017
Day Change Summary
Previous Current
24-Jul-2017 25-Jul-2017 Change Change % Previous Week
Open 45.62 46.46 0.84 1.8% 46.89
High 46.53 48.66 2.13 4.6% 47.74
Low 45.40 46.38 0.98 2.2% 45.54
Close 46.34 47.89 1.55 3.3% 45.77
Range 1.13 2.28 1.15 101.8% 2.20
ATR 1.30 1.37 0.07 5.6% 0.00
Volume 707,910 885,700 177,790 25.1% 3,373,699
Daily Pivots for day following 25-Jul-2017
Classic Woodie Camarilla DeMark
R4 54.48 53.47 49.14
R3 52.20 51.19 48.52
R2 49.92 49.92 48.31
R1 48.91 48.91 48.10 49.42
PP 47.64 47.64 47.64 47.90
S1 46.63 46.63 47.68 47.14
S2 45.36 45.36 47.47
S3 43.08 44.35 47.26
S4 40.80 42.07 46.64
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 52.95 51.56 46.98
R3 50.75 49.36 46.38
R2 48.55 48.55 46.17
R1 47.16 47.16 45.97 46.76
PP 46.35 46.35 46.35 46.15
S1 44.96 44.96 45.57 44.56
S2 44.15 44.15 45.37
S3 41.95 42.76 45.17
S4 39.75 40.56 44.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.66 45.40 3.26 6.8% 1.43 3.0% 76% True False 786,056
10 48.66 45.16 3.50 7.3% 1.29 2.7% 78% True False 593,825
20 48.66 43.55 5.11 10.7% 1.38 2.9% 85% True False 390,260
40 50.70 42.27 8.43 17.6% 1.33 2.8% 67% False False 249,162
60 52.38 42.27 10.11 21.1% 1.38 2.9% 56% False False 184,912
80 54.77 42.27 12.50 26.1% 1.29 2.7% 45% False False 150,112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 58.35
2.618 54.63
1.618 52.35
1.000 50.94
0.618 50.07
HIGH 48.66
0.618 47.79
0.500 47.52
0.382 47.25
LOW 46.38
0.618 44.97
1.000 44.10
1.618 42.69
2.618 40.41
4.250 36.69
Fisher Pivots for day following 25-Jul-2017
Pivot 1 day 3 day
R1 47.77 47.60
PP 47.64 47.32
S1 47.52 47.03

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

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