NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 22-Jun-2017
Day Change Summary
Previous Current
21-Jun-2017 22-Jun-2017 Change Change % Previous Week
Open 43.89 42.99 -0.90 -2.1% 46.48
High 44.62 43.74 -0.88 -2.0% 47.36
Low 42.51 42.71 0.20 0.5% 44.92
Close 42.96 43.19 0.23 0.5% 45.41
Range 2.11 1.03 -1.08 -51.2% 2.44
ATR 1.35 1.33 -0.02 -1.7% 0.00
Volume 77,629 31,144 -46,485 -59.9% 189,633
Daily Pivots for day following 22-Jun-2017
Classic Woodie Camarilla DeMark
R4 46.30 45.78 43.76
R3 45.27 44.75 43.47
R2 44.24 44.24 43.38
R1 43.72 43.72 43.28 43.98
PP 43.21 43.21 43.21 43.35
S1 42.69 42.69 43.10 42.95
S2 42.18 42.18 43.00
S3 41.15 41.66 42.91
S4 40.12 40.63 42.62
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 45.72 42.51 3.21 7.4% 1.29 3.0% 21% False False 47,163
10 47.36 42.51 4.85 11.2% 1.17 2.7% 14% False False 43,211
20 52.50 42.51 9.99 23.1% 1.43 3.3% 7% False False 43,627
40 52.50 42.51 9.99 23.1% 1.34 3.1% 7% False False 35,733
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 0.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 48.12
2.618 46.44
1.618 45.41
1.000 44.77
0.618 44.38
HIGH 43.74
0.618 43.35
0.500 43.23
0.382 43.10
LOW 42.71
0.618 42.07
1.000 41.68
1.618 41.04
2.618 40.01
4.250 38.33
Fisher Pivots for day following 22-Jun-2017
Pivot 1 day 3 day
R1 43.23 43.84
PP 43.21 43.62
S1 43.20 43.41

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

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