NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 01-Aug-2017
Day Change Summary
Previous Current
31-Jul-2017 01-Aug-2017 Change Change % Previous Week
Open 49.97 50.30 0.33 0.7% 45.78
High 50.49 50.51 0.02 0.0% 49.90
Low 49.30 48.49 -0.81 -1.6% 45.58
Close 50.26 49.29 -0.97 -1.9% 49.81
Range 1.19 2.02 0.83 69.7% 4.32
ATR 1.27 1.32 0.05 4.2% 0.00
Volume 170,169 210,221 40,052 23.5% 810,566
Daily Pivots for day following 01-Aug-2017
Classic Woodie Camarilla DeMark
R4 55.49 54.41 50.40
R3 53.47 52.39 49.85
R2 51.45 51.45 49.66
R1 50.37 50.37 49.48 49.90
PP 49.43 49.43 49.43 49.20
S1 48.35 48.35 49.10 47.88
S2 47.41 47.41 48.92
S3 45.39 46.33 48.73
S4 43.37 44.31 48.18
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 61.39 59.92 52.19
R3 57.07 55.60 51.00
R2 52.75 52.75 50.60
R1 51.28 51.28 50.21 52.02
PP 48.43 48.43 48.43 48.80
S1 46.96 46.96 49.41 47.70
S2 44.11 44.11 49.02
S3 39.79 42.64 48.62
S4 35.47 38.32 47.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.51 47.98 2.53 5.1% 1.22 2.5% 52% True False 175,061
10 50.51 45.58 4.93 10.0% 1.32 2.7% 75% True False 142,021
20 50.51 44.01 6.50 13.2% 1.38 2.8% 81% True False 107,798
40 50.51 42.51 8.00 16.2% 1.28 2.6% 85% True False 77,032
60 52.50 42.51 9.99 20.3% 1.30 2.6% 68% False False 62,318
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 59.10
2.618 55.80
1.618 53.78
1.000 52.53
0.618 51.76
HIGH 50.51
0.618 49.74
0.500 49.50
0.382 49.26
LOW 48.49
0.618 47.24
1.000 46.47
1.618 45.22
2.618 43.20
4.250 39.91
Fisher Pivots for day following 01-Aug-2017
Pivot 1 day 3 day
R1 49.50 49.50
PP 49.43 49.43
S1 49.36 49.36

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

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