NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 19-Jun-2017
Day Change Summary
Previous Current
16-Jun-2017 19-Jun-2017 Change Change % Previous Week
Open 44.96 45.35 0.39 0.9% 46.48
High 45.64 45.72 0.08 0.2% 47.36
Low 44.96 44.76 -0.20 -0.4% 44.92
Close 45.41 44.92 -0.49 -1.1% 45.41
Range 0.68 0.96 0.28 41.2% 2.44
ATR 1.28 1.26 -0.02 -1.8% 0.00
Volume 24,293 18,052 -6,241 -25.7% 189,633
Daily Pivots for day following 19-Jun-2017
Classic Woodie Camarilla DeMark
R4 48.01 47.43 45.45
R3 47.05 46.47 45.18
R2 46.09 46.09 45.10
R1 45.51 45.51 45.01 45.32
PP 45.13 45.13 45.13 45.04
S1 44.55 44.55 44.83 44.36
S2 44.17 44.17 44.74
S3 43.21 43.59 44.66
S4 42.25 42.63 44.39
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 53.22 51.75 46.75
R3 50.78 49.31 46.08
R2 48.34 48.34 45.86
R1 46.87 46.87 45.63 46.39
PP 45.90 45.90 45.90 45.65
S1 44.43 44.43 45.19 43.95
S2 43.46 43.46 44.96
S3 41.02 41.99 44.74
S4 38.58 39.55 44.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.15 44.76 2.39 5.3% 0.99 2.2% 7% False True 35,929
10 48.81 44.76 4.05 9.0% 1.14 2.5% 4% False True 41,064
20 52.50 44.76 7.74 17.2% 1.31 2.9% 2% False True 39,196
40 52.50 44.76 7.74 17.2% 1.30 2.9% 2% False True 32,404
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 49.80
2.618 48.23
1.618 47.27
1.000 46.68
0.618 46.31
HIGH 45.72
0.618 45.35
0.500 45.24
0.382 45.13
LOW 44.76
0.618 44.17
1.000 43.80
1.618 43.21
2.618 42.25
4.250 40.68
Fisher Pivots for day following 19-Jun-2017
Pivot 1 day 3 day
R1 45.24 45.24
PP 45.13 45.13
S1 45.03 45.03

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

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