NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 20-Jun-2017
Day Change Summary
Previous Current
19-Jun-2017 20-Jun-2017 Change Change % Previous Week
Open 45.35 44.85 -0.50 -1.1% 46.48
High 45.72 45.17 -0.55 -1.2% 47.36
Low 44.76 43.48 -1.28 -2.9% 44.92
Close 44.92 44.02 -0.90 -2.0% 45.41
Range 0.96 1.69 0.73 76.0% 2.44
ATR 1.26 1.29 0.03 2.5% 0.00
Volume 18,052 84,700 66,648 369.2% 189,633
Daily Pivots for day following 20-Jun-2017
Classic Woodie Camarilla DeMark
R4 49.29 48.35 44.95
R3 47.60 46.66 44.48
R2 45.91 45.91 44.33
R1 44.97 44.97 44.17 44.60
PP 44.22 44.22 44.22 44.04
S1 43.28 43.28 43.87 42.91
S2 42.53 42.53 43.71
S3 40.84 41.59 43.56
S4 39.15 39.90 43.09
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 47.00 43.48 3.52 8.0% 1.14 2.6% 15% False True 45,644
10 48.62 43.48 5.14 11.7% 1.17 2.6% 11% False True 46,169
20 52.50 43.48 9.02 20.5% 1.36 3.1% 6% False True 41,723
40 52.50 43.48 9.02 20.5% 1.31 3.0% 6% False True 33,941
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.35
2.618 49.59
1.618 47.90
1.000 46.86
0.618 46.21
HIGH 45.17
0.618 44.52
0.500 44.33
0.382 44.13
LOW 43.48
0.618 42.44
1.000 41.79
1.618 40.75
2.618 39.06
4.250 36.30
Fisher Pivots for day following 20-Jun-2017
Pivot 1 day 3 day
R1 44.33 44.60
PP 44.22 44.41
S1 44.12 44.21

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

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