NYMEX Light Sweet Crude Oil Future January 2019


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 50.25 50.21 -0.04 -0.1% 50.20
High 50.25 50.21 -0.04 -0.1% 50.54
Low 50.25 50.19 -0.06 -0.1% 49.79
Close 50.25 50.21 -0.04 -0.1% 50.25
Range 0.00 0.02 0.02 0.75
ATR 0.48 0.45 -0.03 -6.3% 0.00
Volume 1,180 1,426 246 20.8% 5,979
Daily Pivots for day following 07-Aug-2017
Classic Woodie Camarilla DeMark
R4 50.26 50.26 50.22
R3 50.24 50.24 50.22
R2 50.22 50.22 50.21
R1 50.22 50.22 50.21 50.22
PP 50.20 50.20 50.20 50.21
S1 50.20 50.20 50.21 50.20
S2 50.18 50.18 50.21
S3 50.16 50.18 50.20
S4 50.14 50.16 50.20
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 52.44 52.10 50.66
R3 51.69 51.35 50.46
R2 50.94 50.94 50.39
R1 50.60 50.60 50.32 50.77
PP 50.19 50.19 50.19 50.28
S1 49.85 49.85 50.18 50.02
S2 49.44 49.44 50.11
S3 48.69 49.10 50.04
S4 47.94 48.35 49.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.25 49.79 0.46 0.9% 0.02 0.0% 91% False False 1,150
10 50.54 49.45 1.09 2.2% 0.05 0.1% 70% False False 1,269
20 50.54 47.97 2.57 5.1% 0.06 0.1% 87% False False 1,115
40 50.54 46.00 4.54 9.0% 0.06 0.1% 93% False False 951
60 51.43 46.00 5.43 10.8% 0.05 0.1% 78% False False 736
80 54.08 46.00 8.08 16.1% 0.07 0.1% 52% False False 665
100 54.08 46.00 8.08 16.1% 0.06 0.1% 52% False False 575
120 54.80 46.00 8.80 17.5% 0.06 0.1% 48% False False 508
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 50.30
2.618 50.26
1.618 50.24
1.000 50.23
0.618 50.22
HIGH 50.21
0.618 50.20
0.500 50.20
0.382 50.20
LOW 50.19
0.618 50.18
1.000 50.17
1.618 50.16
2.618 50.14
4.250 50.11
Fisher Pivots for day following 07-Aug-2017
Pivot 1 day 3 day
R1 50.21 50.15
PP 50.20 50.08
S1 50.20 50.02

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

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