NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 24-Jul-2017
Day Change Summary
Previous Current
21-Jul-2017 24-Jul-2017 Change Change % Previous Week
Open 47.02 45.78 -1.24 -2.6% 47.01
High 47.38 46.68 -0.70 -1.5% 47.91
Low 45.73 45.58 -0.15 -0.3% 45.73
Close 45.95 46.51 0.56 1.2% 45.95
Range 1.65 1.10 -0.55 -33.3% 2.18
ATR 1.29 1.28 -0.01 -1.1% 0.00
Volume 68,279 92,769 24,490 35.9% 386,220
Daily Pivots for day following 24-Jul-2017
Classic Woodie Camarilla DeMark
R4 49.56 49.13 47.12
R3 48.46 48.03 46.81
R2 47.36 47.36 46.71
R1 46.93 46.93 46.61 47.15
PP 46.26 46.26 46.26 46.36
S1 45.83 45.83 46.41 46.05
S2 45.16 45.16 46.31
S3 44.06 44.73 46.21
S4 42.96 43.63 45.91
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 53.07 51.69 47.15
R3 50.89 49.51 46.55
R2 48.71 48.71 46.35
R1 47.33 47.33 46.15 46.93
PP 46.53 46.53 46.53 46.33
S1 45.15 45.15 45.75 44.75
S2 44.35 44.35 45.55
S3 42.17 42.97 45.35
S4 39.99 40.79 44.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.91 45.58 2.33 5.0% 1.18 2.5% 40% False True 81,933
10 47.91 44.23 3.68 7.9% 1.23 2.6% 62% False False 82,590
20 47.91 43.13 4.78 10.3% 1.30 2.8% 71% False False 65,684
40 50.82 42.51 8.31 17.9% 1.29 2.8% 48% False False 55,067
60 52.50 42.51 9.99 21.5% 1.32 2.8% 40% False False 46,326
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.36
2.618 49.56
1.618 48.46
1.000 47.78
0.618 47.36
HIGH 46.68
0.618 46.26
0.500 46.13
0.382 46.00
LOW 45.58
0.618 44.90
1.000 44.48
1.618 43.80
2.618 42.70
4.250 40.91
Fisher Pivots for day following 24-Jul-2017
Pivot 1 day 3 day
R1 46.38 46.75
PP 46.26 46.67
S1 46.13 46.59

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

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