NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 15-Jun-2017
Day Change Summary
Previous Current
14-Jun-2017 15-Jun-2017 Change Change % Previous Week
Open 47.25 47.48 0.23 0.5% 48.37
High 47.30 47.48 0.18 0.4% 48.64
Low 47.07 47.48 0.41 0.9% 47.36
Close 47.26 47.48 0.22 0.5% 47.98
Range 0.23 0.00 -0.23 -100.0% 1.28
ATR 0.53 0.51 -0.02 -4.2% 0.00
Volume 853 141 -712 -83.5% 2,296
Daily Pivots for day following 15-Jun-2017
Classic Woodie Camarilla DeMark
R4 47.48 47.48 47.48
R3 47.48 47.48 47.48
R2 47.48 47.48 47.48
R1 47.48 47.48 47.48 47.48
PP 47.48 47.48 47.48 47.48
S1 47.48 47.48 47.48 47.48
S2 47.48 47.48 47.48
S3 47.48 47.48 47.48
S4 47.48 47.48 47.48
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 51.83 51.19 48.68
R3 50.55 49.91 48.33
R2 49.27 49.27 48.21
R1 48.63 48.63 48.10 48.31
PP 47.99 47.99 47.99 47.84
S1 47.35 47.35 47.86 47.03
S2 46.71 46.71 47.75
S3 45.43 46.07 47.63
S4 44.15 44.79 47.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.33 47.07 1.26 2.7% 0.05 0.1% 33% False False 317
10 48.64 47.07 1.57 3.3% 0.05 0.1% 26% False False 403
20 51.43 47.07 4.36 9.2% 0.04 0.1% 9% False False 331
40 51.85 47.07 4.78 10.1% 0.09 0.2% 9% False False 343
60 54.08 47.07 7.01 14.8% 0.06 0.1% 6% False False 342
80 54.64 47.07 7.57 15.9% 0.06 0.1% 5% False False 295
100 56.34 47.07 9.27 19.5% 0.08 0.2% 4% False False 259
120 57.21 47.07 10.14 21.4% 0.06 0.1% 4% False False 232
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 False
Bear Hook False
Bull Hook False
Stretch 0.01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.48
2.618 47.48
1.618 47.48
1.000 47.48
0.618 47.48
HIGH 47.48
0.618 47.48
0.500 47.48
0.382 47.48
LOW 47.48
0.618 47.48
1.000 47.48
1.618 47.48
2.618 47.48
4.250 47.48
Fisher Pivots for day following 15-Jun-2017
Pivot 1 day 3 day
R1 47.48 47.70
PP 47.48 47.63
S1 47.48 47.55

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

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