NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 05-Jul-2017
Day Change Summary
Previous Current
03-Jul-2017 05-Jul-2017 Change Change % Previous Week
Open 46.71 47.40 0.69 1.5% 43.63
High 47.53 47.71 0.18 0.4% 46.79
Low 46.36 44.96 -1.40 -3.0% 43.13
Close 47.49 45.55 -1.94 -4.1% 46.51
Range 1.17 2.75 1.58 135.0% 3.66
ATR 1.22 1.33 0.11 8.9% 0.00
Volume 30,441 57,608 27,167 89.2% 225,460
Daily Pivots for day following 05-Jul-2017
Classic Woodie Camarilla DeMark
R4 54.32 52.69 47.06
R3 51.57 49.94 46.31
R2 48.82 48.82 46.05
R1 47.19 47.19 45.80 46.63
PP 46.07 46.07 46.07 45.80
S1 44.44 44.44 45.30 43.88
S2 43.32 43.32 45.05
S3 40.57 41.69 44.79
S4 37.82 38.94 44.04
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 56.46 55.14 48.52
R3 52.80 51.48 47.52
R2 49.14 49.14 47.18
R1 47.82 47.82 46.85 48.48
PP 45.48 45.48 45.48 45.81
S1 44.16 44.16 46.17 44.82
S2 41.82 41.82 45.84
S3 38.16 40.50 45.50
S4 34.50 36.84 44.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.71 44.17 3.54 7.8% 1.46 3.2% 39% True False 46,960
10 47.71 42.51 5.20 11.4% 1.33 2.9% 58% True False 48,760
20 48.62 42.51 6.11 13.4% 1.25 2.7% 50% False False 47,464
40 52.50 42.51 9.99 21.9% 1.30 2.9% 30% False False 40,348
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 59.40
2.618 54.91
1.618 52.16
1.000 50.46
0.618 49.41
HIGH 47.71
0.618 46.66
0.500 46.34
0.382 46.01
LOW 44.96
0.618 43.26
1.000 42.21
1.618 40.51
2.618 37.76
4.250 33.27
Fisher Pivots for day following 05-Jul-2017
Pivot 1 day 3 day
R1 46.34 46.34
PP 46.07 46.07
S1 45.81 45.81

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

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