NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 22-Aug-2017
Day Change Summary
Previous Current
21-Aug-2017 22-Aug-2017 Change Change % Previous Week
Open 48.72 47.45 -1.27 -2.6% 48.79
High 48.75 48.03 -0.72 -1.5% 49.16
Low 47.03 47.20 0.17 0.4% 46.46
Close 47.37 47.64 0.27 0.6% 48.51
Range 1.72 0.83 -0.89 -51.7% 2.70
ATR 1.32 1.28 -0.03 -2.6% 0.00
Volume 129,192 28,373 -100,819 -78.0% 3,210,526
Daily Pivots for day following 22-Aug-2017
Classic Woodie Camarilla DeMark
R4 50.11 49.71 48.10
R3 49.28 48.88 47.87
R2 48.45 48.45 47.79
R1 48.05 48.05 47.72 48.25
PP 47.62 47.62 47.62 47.73
S1 47.22 47.22 47.56 47.42
S2 46.79 46.79 47.49
S3 45.96 46.39 47.41
S4 45.13 45.56 47.18
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 56.14 55.03 50.00
R3 53.44 52.33 49.25
R2 50.74 50.74 49.01
R1 49.63 49.63 48.76 48.84
PP 48.04 48.04 48.04 47.65
S1 46.93 46.93 48.26 46.14
S2 45.34 45.34 48.02
S3 42.64 44.23 47.77
S4 39.94 41.53 47.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.75 46.46 2.29 4.8% 1.31 2.8% 52% False False 366,898
10 50.22 46.46 3.76 7.9% 1.29 2.7% 31% False False 616,601
20 50.43 46.46 3.97 8.3% 1.23 2.6% 30% False False 734,137
40 50.43 43.55 6.88 14.4% 1.31 2.7% 59% False False 562,199
60 50.70 42.27 8.43 17.7% 1.30 2.7% 64% False False 410,820
80 52.38 42.27 10.11 21.2% 1.34 2.8% 53% False False 322,218
100 54.77 42.27 12.50 26.2% 1.28 2.7% 43% False False 266,917
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 51.56
2.618 50.20
1.618 49.37
1.000 48.86
0.618 48.54
HIGH 48.03
0.618 47.71
0.500 47.62
0.382 47.52
LOW 47.20
0.618 46.69
1.000 46.37
1.618 45.86
2.618 45.03
4.250 43.67
Fisher Pivots for day following 22-Aug-2017
Pivot 1 day 3 day
R1 47.63 47.77
PP 47.62 47.72
S1 47.62 47.68

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

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