NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 02-Aug-2017
Day Change Summary
Previous Current
01-Aug-2017 02-Aug-2017 Change Change % Previous Week
Open 49.96 50.21 0.25 0.5% 48.41
High 49.96 50.21 0.25 0.5% 50.04
Low 49.90 50.21 0.31 0.6% 48.41
Close 49.96 50.21 0.25 0.5% 50.04
Range 0.06 0.00 -0.06 -100.0% 1.63
ATR 0.51 0.49 -0.02 -3.6% 0.00
Volume 958 579 -379 -39.6% 6,029
Daily Pivots for day following 02-Aug-2017
Classic Woodie Camarilla DeMark
R4 50.21 50.21 50.21
R3 50.21 50.21 50.21
R2 50.21 50.21 50.21
R1 50.21 50.21 50.21 50.21
PP 50.21 50.21 50.21 50.21
S1 50.21 50.21 50.21 50.21
S2 50.21 50.21 50.21
S3 50.21 50.21 50.21
S4 50.21 50.21 50.21
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 54.39 53.84 50.94
R3 52.76 52.21 50.49
R2 51.13 51.13 50.34
R1 50.58 50.58 50.19 50.86
PP 49.50 49.50 49.50 49.63
S1 48.95 48.95 49.89 49.23
S2 47.87 47.87 49.74
S3 46.24 47.32 49.59
S4 44.61 45.69 49.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.54 49.89 0.65 1.3% 0.09 0.2% 49% False False 1,249
10 50.54 47.97 2.57 5.1% 0.04 0.1% 87% False False 1,249
20 50.54 47.32 3.22 6.4% 0.06 0.1% 90% False False 1,245
40 50.54 46.00 4.54 9.0% 0.06 0.1% 93% False False 887
60 51.43 46.00 5.43 10.8% 0.05 0.1% 78% False False 673
80 54.08 46.00 8.08 16.1% 0.07 0.1% 52% False False 622
100 54.08 46.00 8.08 16.1% 0.06 0.1% 52% False False 534
120 55.79 46.00 9.79 19.5% 0.06 0.1% 43% False False 474
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 50.21
2.618 50.21
1.618 50.21
1.000 50.21
0.618 50.21
HIGH 50.21
0.618 50.21
0.500 50.21
0.382 50.21
LOW 50.21
0.618 50.21
1.000 50.21
1.618 50.21
2.618 50.21
4.250 50.21
Fisher Pivots for day following 02-Aug-2017
Pivot 1 day 3 day
R1 50.21 50.22
PP 50.21 50.22
S1 50.21 50.21

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

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