NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 07-Aug-2017
Day Change Summary
Previous Current
04-Aug-2017 07-Aug-2017 Change Change % Previous Week
Open 49.12 49.72 0.60 1.2% 49.97
High 49.78 49.87 0.09 0.2% 50.51
Low 48.66 48.70 0.04 0.1% 48.49
Close 49.73 49.57 -0.16 -0.3% 49.73
Range 1.12 1.17 0.05 4.5% 2.02
ATR 1.28 1.27 -0.01 -0.6% 0.00
Volume 116,133 217,067 100,934 86.9% 818,664
Daily Pivots for day following 07-Aug-2017
Classic Woodie Camarilla DeMark
R4 52.89 52.40 50.21
R3 51.72 51.23 49.89
R2 50.55 50.55 49.78
R1 50.06 50.06 49.68 49.72
PP 49.38 49.38 49.38 49.21
S1 48.89 48.89 49.46 48.55
S2 48.21 48.21 49.36
S3 47.04 47.72 49.25
S4 45.87 46.55 48.93
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 55.64 54.70 50.84
R3 53.62 52.68 50.29
R2 51.60 51.60 50.10
R1 50.66 50.66 49.92 50.12
PP 49.58 49.58 49.58 49.31
S1 48.64 48.64 49.54 48.10
S2 47.56 47.56 49.36
S3 45.54 46.62 49.17
S4 43.52 44.60 48.62
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% 1.31 2.6% 53% False False 173,112
10 50.51 46.53 3.98 8.0% 1.29 2.6% 76% False False 175,352
20 50.51 44.23 6.28 12.7% 1.26 2.5% 85% False False 128,971
40 50.51 42.51 8.00 16.1% 1.26 2.5% 88% False False 88,342
60 52.50 42.51 9.99 20.2% 1.30 2.6% 71% False False 71,336
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 54.84
2.618 52.93
1.618 51.76
1.000 51.04
0.618 50.59
HIGH 49.87
0.618 49.42
0.500 49.29
0.382 49.15
LOW 48.70
0.618 47.98
1.000 47.53
1.618 46.81
2.618 45.64
4.250 43.73
Fisher Pivots for day following 07-Aug-2017
Pivot 1 day 3 day
R1 49.48 49.51
PP 49.38 49.44
S1 49.29 49.38

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

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