NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 20-Jul-2017
Day Change Summary
Previous Current
19-Jul-2017 20-Jul-2017 Change Change % Previous Week
Open 46.62 47.44 0.82 1.8% 44.73
High 47.62 47.91 0.29 0.6% 47.07
Low 46.49 47.00 0.51 1.1% 44.01
Close 47.50 47.10 -0.40 -0.8% 46.92
Range 1.13 0.91 -0.22 -19.5% 3.06
ATR 1.29 1.27 -0.03 -2.1% 0.00
Volume 83,094 77,884 -5,210 -6.3% 412,384
Daily Pivots for day following 20-Jul-2017
Classic Woodie Camarilla DeMark
R4 50.07 49.49 47.60
R3 49.16 48.58 47.35
R2 48.25 48.25 47.27
R1 47.67 47.67 47.18 47.51
PP 47.34 47.34 47.34 47.25
S1 46.76 46.76 47.02 46.60
S2 46.43 46.43 46.93
S3 45.52 45.85 46.85
S4 44.61 44.94 46.60
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 55.18 54.11 48.60
R3 52.12 51.05 47.76
R2 49.06 49.06 47.48
R1 47.99 47.99 47.20 48.53
PP 46.00 46.00 46.00 46.27
S1 44.93 44.93 46.64 45.47
S2 42.94 42.94 46.36
S3 39.88 41.87 46.08
S4 36.82 38.81 45.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.91 46.13 1.78 3.8% 1.01 2.1% 54% True False 82,347
10 47.91 44.01 3.90 8.3% 1.24 2.6% 79% True False 78,404
20 47.91 42.71 5.20 11.0% 1.25 2.6% 84% True False 62,455
40 52.50 42.51 9.99 21.2% 1.33 2.8% 46% False False 53,211
60 52.50 42.51 9.99 21.2% 1.31 2.8% 46% False False 44,375
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.34
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 51.78
2.618 50.29
1.618 49.38
1.000 48.82
0.618 48.47
HIGH 47.91
0.618 47.56
0.500 47.46
0.382 47.35
LOW 47.00
0.618 46.44
1.000 46.09
1.618 45.53
2.618 44.62
4.250 43.13
Fisher Pivots for day following 20-Jul-2017
Pivot 1 day 3 day
R1 47.46 47.09
PP 47.34 47.07
S1 47.22 47.06

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

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