NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 02-Jun-2017
Day Change Summary
Previous Current
01-Jun-2017 02-Jun-2017 Change Change % Previous Week
Open 49.16 48.66 -0.50 -1.0% 50.46
High 49.70 48.77 -0.93 -1.9% 50.82
Low 48.53 47.36 -1.17 -2.4% 47.36
Close 48.94 48.20 -0.74 -1.5% 48.20
Range 1.17 1.41 0.24 20.5% 3.46
ATR 1.42 1.43 0.01 0.8% 0.00
Volume 37,583 42,720 5,137 13.7% 149,475
Daily Pivots for day following 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 52.34 51.68 48.98
R3 50.93 50.27 48.59
R2 49.52 49.52 48.46
R1 48.86 48.86 48.33 48.49
PP 48.11 48.11 48.11 47.92
S1 47.45 47.45 48.07 47.08
S2 46.70 46.70 47.94
S3 45.29 46.04 47.81
S4 43.88 44.63 47.42
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 59.17 57.15 50.10
R3 55.71 53.69 49.15
R2 52.25 52.25 48.83
R1 50.23 50.23 48.52 49.51
PP 48.79 48.79 48.79 48.44
S1 46.77 46.77 47.88 46.05
S2 45.33 45.33 47.57
S3 41.87 43.31 47.25
S4 38.41 39.85 46.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.82 47.36 3.46 7.2% 1.47 3.0% 24% False True 36,635
10 52.50 47.36 5.14 10.7% 1.46 3.0% 16% False True 36,564
20 52.50 45.02 7.48 15.5% 1.41 2.9% 43% False False 32,549
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.76
2.618 52.46
1.618 51.05
1.000 50.18
0.618 49.64
HIGH 48.77
0.618 48.23
0.500 48.07
0.382 47.90
LOW 47.36
0.618 46.49
1.000 45.95
1.618 45.08
2.618 43.67
4.250 41.37
Fisher Pivots for day following 02-Jun-2017
Pivot 1 day 3 day
R1 48.16 48.82
PP 48.11 48.61
S1 48.07 48.41

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

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