NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 14-Jul-2017
Day Change Summary
Previous Current
13-Jul-2017 14-Jul-2017 Change Change % Previous Week
Open 48.35 48.98 0.63 1.3% 47.73
High 48.50 48.98 0.48 1.0% 48.98
Low 48.34 48.98 0.64 1.3% 47.73
Close 48.50 48.98 0.48 1.0% 48.98
Range 0.16 0.00 -0.16 -100.0% 1.25
ATR 0.55 0.55 -0.01 -0.9% 0.00
Volume 1,039 1,231 192 18.5% 5,538
Daily Pivots for day following 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 48.98 48.98 48.98
R3 48.98 48.98 48.98
R2 48.98 48.98 48.98
R1 48.98 48.98 48.98 48.98
PP 48.98 48.98 48.98 48.98
S1 48.98 48.98 48.98 48.98
S2 48.98 48.98 48.98
S3 48.98 48.98 48.98
S4 48.98 48.98 48.98
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 52.31 51.90 49.67
R3 51.06 50.65 49.32
R2 49.81 49.81 49.21
R1 49.40 49.40 49.09 49.61
PP 48.56 48.56 48.56 48.67
S1 48.15 48.15 48.87 48.36
S2 47.31 47.31 48.75
S3 46.06 46.90 48.64
S4 44.81 45.65 48.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.98 47.73 1.25 2.6% 0.08 0.2% 100% True False 1,107
10 49.83 47.32 2.51 5.1% 0.11 0.2% 66% False False 1,100
20 49.83 46.00 3.83 7.8% 0.07 0.1% 78% False False 889
40 51.43 46.00 5.43 11.1% 0.06 0.1% 55% False False 610
60 51.85 46.00 5.85 11.9% 0.08 0.2% 51% False False 525
80 54.08 46.00 8.08 16.5% 0.06 0.1% 37% False False 479
100 54.64 46.00 8.64 17.6% 0.06 0.1% 34% False False 414
120 56.34 46.00 10.34 21.1% 0.08 0.2% 29% False False 364
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 0.00
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 48.98
2.618 48.98
1.618 48.98
1.000 48.98
0.618 48.98
HIGH 48.98
0.618 48.98
0.500 48.98
0.382 48.98
LOW 48.98
0.618 48.98
1.000 48.98
1.618 48.98
2.618 48.98
4.250 48.98
Fisher Pivots for day following 14-Jul-2017
Pivot 1 day 3 day
R1 48.98 48.84
PP 48.98 48.69
S1 48.98 48.55

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

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