NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 08-Aug-2017
Day Change Summary
Previous Current
07-Aug-2017 08-Aug-2017 Change Change % Previous Week
Open 49.59 49.31 -0.28 -0.6% 49.85
High 49.73 49.79 0.06 0.1% 50.43
Low 48.54 48.86 0.32 0.7% 48.37
Close 49.39 49.17 -0.22 -0.4% 49.58
Range 1.19 0.93 -0.26 -21.8% 2.06
ATR 1.30 1.27 -0.03 -2.0% 0.00
Volume 831,374 924,240 92,866 11.2% 4,221,271
Daily Pivots for day following 08-Aug-2017
Classic Woodie Camarilla DeMark
R4 52.06 51.55 49.68
R3 51.13 50.62 49.43
R2 50.20 50.20 49.34
R1 49.69 49.69 49.26 49.48
PP 49.27 49.27 49.27 49.17
S1 48.76 48.76 49.08 48.55
S2 48.34 48.34 49.00
S3 47.41 47.83 48.91
S4 46.48 46.90 48.66
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 55.64 54.67 50.71
R3 53.58 52.61 50.15
R2 51.52 51.52 49.96
R1 50.55 50.55 49.77 50.01
PP 49.46 49.46 49.46 49.19
S1 48.49 48.49 49.39 47.95
S2 47.40 47.40 49.20
S3 45.34 46.43 49.01
S4 43.28 44.37 48.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.96 48.50 1.46 3.0% 1.11 2.3% 46% False False 837,352
10 50.43 47.86 2.57 5.2% 1.18 2.4% 51% False False 851,673
20 50.43 45.16 5.27 10.7% 1.23 2.5% 76% False False 722,749
40 50.43 42.27 8.16 16.6% 1.28 2.6% 85% False False 439,468
60 52.38 42.27 10.11 20.6% 1.33 2.7% 68% False False 318,120
80 54.41 42.27 12.14 24.7% 1.32 2.7% 57% False False 251,296
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 53.74
2.618 52.22
1.618 51.29
1.000 50.72
0.618 50.36
HIGH 49.79
0.618 49.43
0.500 49.33
0.382 49.22
LOW 48.86
0.618 48.29
1.000 47.93
1.618 47.36
2.618 46.43
4.250 44.91
Fisher Pivots for day following 08-Aug-2017
Pivot 1 day 3 day
R1 49.33 49.16
PP 49.27 49.15
S1 49.22 49.15

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

View Archives - Comment on this page... - Back to Index of Symbols