NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 31-Aug-2017
Day Change Summary
Previous Current
30-Aug-2017 31-Aug-2017 Change Change % Previous Week
Open 48.43 49.34 0.91 1.9% 48.28
High 48.43 50.35 1.92 4.0% 49.51
Low 48.43 48.90 0.47 1.0% 48.28
Close 48.43 50.11 1.68 3.5% 49.21
Range 0.00 1.45 1.45 1.23
ATR 0.53 0.63 0.10 18.6% 0.00
Volume 531 1,205 674 126.9% 4,517
Daily Pivots for day following 31-Aug-2017
Classic Woodie Camarilla DeMark
R4 54.14 53.57 50.91
R3 52.69 52.12 50.51
R2 51.24 51.24 50.38
R1 50.67 50.67 50.24 50.96
PP 49.79 49.79 49.79 49.93
S1 49.22 49.22 49.98 49.51
S2 48.34 48.34 49.84
S3 46.89 47.77 49.71
S4 45.44 46.32 49.31
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 52.69 52.18 49.89
R3 51.46 50.95 49.55
R2 50.23 50.23 49.44
R1 49.72 49.72 49.32 49.98
PP 49.00 49.00 49.00 49.13
S1 48.49 48.49 49.10 48.75
S2 47.77 47.77 48.98
S3 46.54 47.26 48.87
S4 45.31 46.03 48.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.35 48.43 1.92 3.8% 0.29 0.6% 88% True False 968
10 50.35 48.28 2.07 4.1% 0.15 0.3% 88% True False 945
20 50.35 47.96 2.39 4.8% 0.07 0.1% 90% True False 1,029
40 50.54 47.32 3.22 6.4% 0.07 0.1% 87% False False 1,165
60 50.54 46.00 4.54 9.1% 0.07 0.1% 91% False False 958
80 51.43 46.00 5.43 10.8% 0.06 0.1% 76% False False 782
100 54.08 46.00 8.08 16.1% 0.07 0.1% 51% False False 715
120 54.08 46.00 8.08 16.1% 0.06 0.1% 51% False False 630
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Widest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 56.51
2.618 54.15
1.618 52.70
1.000 51.80
0.618 51.25
HIGH 50.35
0.618 49.80
0.500 49.63
0.382 49.45
LOW 48.90
0.618 48.00
1.000 47.45
1.618 46.55
2.618 45.10
4.250 42.74
Fisher Pivots for day following 31-Aug-2017
Pivot 1 day 3 day
R1 49.95 49.87
PP 49.79 49.63
S1 49.63 49.39

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

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