NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 10-May-2017
Day Change Summary
Previous Current
09-May-2017 10-May-2017 Change Change % Previous Week
Open 47.59 47.22 -0.37 -0.8% 49.99
High 47.80 48.69 0.89 1.9% 50.07
Low 46.57 47.06 0.49 1.1% 44.76
Close 46.92 48.29 1.37 2.9% 47.20
Range 1.23 1.63 0.40 32.5% 5.31
ATR 1.28 1.32 0.03 2.7% 0.00
Volume 50,898 50,441 -457 -0.9% 270,453
Daily Pivots for day following 10-May-2017
Classic Woodie Camarilla DeMark
R4 52.90 52.23 49.19
R3 51.27 50.60 48.74
R2 49.64 49.64 48.59
R1 48.97 48.97 48.44 49.31
PP 48.01 48.01 48.01 48.18
S1 47.34 47.34 48.14 47.68
S2 46.38 46.38 47.99
S3 44.75 45.71 47.84
S4 43.12 44.08 47.39
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 63.27 60.55 50.12
R3 57.96 55.24 48.66
R2 52.65 52.65 48.17
R1 49.93 49.93 47.69 48.64
PP 47.34 47.34 47.34 46.70
S1 44.62 44.62 46.71 43.33
S2 42.03 42.03 46.23
S3 36.72 39.31 45.74
S4 31.41 34.00 44.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.69 44.76 3.93 8.1% 1.86 3.9% 90% True False 62,458
10 50.56 44.76 5.80 12.0% 1.49 3.1% 61% False False 53,964
20 54.77 44.76 10.01 20.7% 1.28 2.6% 35% False False 51,086
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.62
2.618 52.96
1.618 51.33
1.000 50.32
0.618 49.70
HIGH 48.69
0.618 48.07
0.500 47.88
0.382 47.68
LOW 47.06
0.618 46.05
1.000 45.43
1.618 44.42
2.618 42.79
4.250 40.13
Fisher Pivots for day following 10-May-2017
Pivot 1 day 3 day
R1 48.15 48.07
PP 48.01 47.85
S1 47.88 47.63

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

View Archives - Comment on this page... - Back to Index of Symbols