NYMEX Light Sweet Crude Oil Future November 2017


Trading Metrics calculated at close of trading on 27-Jul-2017
Day Change Summary
Previous Current
26-Jul-2017 27-Jul-2017 Change Change % Previous Week
Open 48.76 48.89 0.13 0.3% 47.27
High 49.11 49.49 0.38 0.8% 48.12
Low 48.14 48.48 0.34 0.7% 45.97
Close 48.99 49.32 0.33 0.7% 46.19
Range 0.97 1.01 0.04 4.1% 2.15
ATR 1.30 1.28 -0.02 -1.6% 0.00
Volume 79,714 67,354 -12,360 -15.5% 161,616
Daily Pivots for day following 27-Jul-2017
Classic Woodie Camarilla DeMark
R4 52.13 51.73 49.88
R3 51.12 50.72 49.60
R2 50.11 50.11 49.51
R1 49.71 49.71 49.41 49.91
PP 49.10 49.10 49.10 49.20
S1 48.70 48.70 49.23 48.90
S2 48.09 48.09 49.13
S3 47.08 47.69 49.04
S4 46.07 46.68 48.76
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 53.21 51.85 47.37
R3 51.06 49.70 46.78
R2 48.91 48.91 46.58
R1 47.55 47.55 46.39 47.16
PP 46.76 46.76 46.76 46.56
S1 45.40 45.40 45.99 45.01
S2 44.61 44.61 45.80
S3 42.46 43.25 45.60
S4 40.31 41.10 45.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.49 45.83 3.66 7.4% 1.37 2.8% 95% True False 62,053
10 49.49 45.83 3.66 7.4% 1.18 2.4% 95% True False 49,182
20 49.49 44.26 5.23 10.6% 1.32 2.7% 97% True False 40,882
40 49.84 42.80 7.04 14.3% 1.26 2.6% 93% False False 35,924
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.78
2.618 52.13
1.618 51.12
1.000 50.50
0.618 50.11
HIGH 49.49
0.618 49.10
0.500 48.99
0.382 48.87
LOW 48.48
0.618 47.86
1.000 47.47
1.618 46.85
2.618 45.84
4.250 44.19
Fisher Pivots for day following 27-Jul-2017
Pivot 1 day 3 day
R1 49.21 48.92
PP 49.10 48.52
S1 48.99 48.12

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

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