NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 03-Aug-2017
Day Change Summary
Previous Current
02-Aug-2017 03-Aug-2017 Change Change % Previous Week
Open 49.00 49.74 0.74 1.5% 45.78
High 49.78 50.09 0.31 0.6% 49.90
Low 48.70 48.95 0.25 0.5% 45.58
Close 49.73 49.19 -0.54 -1.1% 49.81
Range 1.08 1.14 0.06 5.6% 4.32
ATR 1.30 1.29 -0.01 -0.9% 0.00
Volume 165,463 156,678 -8,785 -5.3% 810,566
Daily Pivots for day following 03-Aug-2017
Classic Woodie Camarilla DeMark
R4 52.83 52.15 49.82
R3 51.69 51.01 49.50
R2 50.55 50.55 49.40
R1 49.87 49.87 49.29 49.64
PP 49.41 49.41 49.41 49.30
S1 48.73 48.73 49.09 48.50
S2 48.27 48.27 48.98
S3 47.13 47.59 48.88
S4 45.99 46.45 48.56
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 48.49 2.02 4.1% 1.27 2.6% 35% False False 171,426
10 50.51 45.58 4.93 10.0% 1.33 2.7% 73% False False 158,137
20 50.51 44.01 6.50 13.2% 1.29 2.6% 80% False False 118,270
40 50.51 42.51 8.00 16.3% 1.24 2.5% 84% False False 82,007
60 52.50 42.51 9.99 20.3% 1.30 2.6% 67% False False 66,754
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.94
2.618 53.07
1.618 51.93
1.000 51.23
0.618 50.79
HIGH 50.09
0.618 49.65
0.500 49.52
0.382 49.39
LOW 48.95
0.618 48.25
1.000 47.81
1.618 47.11
2.618 45.97
4.250 44.11
Fisher Pivots for day following 03-Aug-2017
Pivot 1 day 3 day
R1 49.52 49.50
PP 49.41 49.40
S1 49.30 49.29

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

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