NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 09-Jun-2017
Day Change Summary
Previous Current
08-Jun-2017 09-Jun-2017 Change Change % Previous Week
Open 46.58 46.41 -0.17 -0.4% 48.23
High 46.87 46.84 -0.03 -0.1% 48.94
Low 45.98 45.97 -0.01 0.0% 45.97
Close 46.35 46.53 0.18 0.4% 46.53
Range 0.89 0.87 -0.02 -2.2% 2.97
ATR 1.45 1.41 -0.04 -2.9% 0.00
Volume 48,856 30,958 -17,898 -36.6% 239,341
Daily Pivots for day following 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 49.06 48.66 47.01
R3 48.19 47.79 46.77
R2 47.32 47.32 46.69
R1 46.92 46.92 46.61 47.12
PP 46.45 46.45 46.45 46.55
S1 46.05 46.05 46.45 46.25
S2 45.58 45.58 46.37
S3 44.71 45.18 46.29
S4 43.84 44.31 46.05
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 56.06 54.26 48.16
R3 53.09 51.29 47.35
R2 50.12 50.12 47.07
R1 48.32 48.32 46.80 47.74
PP 47.15 47.15 47.15 46.85
S1 45.35 45.35 46.26 44.77
S2 44.18 44.18 45.99
S3 41.21 42.38 45.71
S4 38.24 39.41 44.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.94 45.97 2.97 6.4% 1.39 3.0% 19% False True 47,868
10 50.82 45.97 4.85 10.4% 1.43 3.1% 12% False True 42,251
20 52.50 45.97 6.53 14.0% 1.39 3.0% 9% False True 37,323
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 50.54
2.618 49.12
1.618 48.25
1.000 47.71
0.618 47.38
HIGH 46.84
0.618 46.51
0.500 46.41
0.382 46.30
LOW 45.97
0.618 45.43
1.000 45.10
1.618 44.56
2.618 43.69
4.250 42.27
Fisher Pivots for day following 09-Jun-2017
Pivot 1 day 3 day
R1 46.49 47.30
PP 46.45 47.04
S1 46.41 46.79

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

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