NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 26-Jun-2017
Day Change Summary
Previous Current
23-Jun-2017 26-Jun-2017 Change Change % Previous Week
Open 43.24 43.63 0.39 0.9% 45.35
High 43.69 44.13 0.44 1.0% 45.72
Low 43.00 43.13 0.13 0.3% 42.51
Close 43.51 43.84 0.33 0.8% 43.51
Range 0.69 1.00 0.31 44.9% 3.21
ATR 1.28 1.26 -0.02 -1.6% 0.00
Volume 65,322 33,535 -31,787 -48.7% 276,847
Daily Pivots for day following 26-Jun-2017
Classic Woodie Camarilla DeMark
R4 46.70 46.27 44.39
R3 45.70 45.27 44.12
R2 44.70 44.70 44.02
R1 44.27 44.27 43.93 44.49
PP 43.70 43.70 43.70 43.81
S1 43.27 43.27 43.75 43.49
S2 42.70 42.70 43.66
S3 41.70 42.27 43.57
S4 40.70 41.27 43.29
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 53.54 51.74 45.28
R3 50.33 48.53 44.39
R2 47.12 47.12 44.10
R1 45.32 45.32 43.80 44.62
PP 43.91 43.91 43.91 43.56
S1 42.11 42.11 43.22 41.41
S2 40.70 40.70 42.92
S3 37.49 38.90 42.63
S4 34.28 35.69 41.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.17 42.51 2.66 6.1% 1.30 3.0% 50% False False 58,466
10 47.15 42.51 4.64 10.6% 1.15 2.6% 29% False False 47,197
20 50.82 42.51 8.31 19.0% 1.26 2.9% 16% False False 44,441
40 52.50 42.51 9.99 22.8% 1.33 3.0% 13% False False 36,988
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.38
2.618 46.75
1.618 45.75
1.000 45.13
0.618 44.75
HIGH 44.13
0.618 43.75
0.500 43.63
0.382 43.51
LOW 43.13
0.618 42.51
1.000 42.13
1.618 41.51
2.618 40.51
4.250 38.88
Fisher Pivots for day following 26-Jun-2017
Pivot 1 day 3 day
R1 43.77 43.70
PP 43.70 43.56
S1 43.63 43.42

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

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