NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 25-Aug-2017
Day Change Summary
Previous Current
24-Aug-2017 25-Aug-2017 Change Change % Previous Week
Open 48.36 47.62 -0.74 -1.5% 48.89
High 48.43 47.91 -0.52 -1.1% 48.91
Low 47.06 47.39 0.33 0.7% 47.06
Close 47.43 47.87 0.44 0.9% 47.87
Range 1.37 0.52 -0.85 -62.0% 1.85
ATR 1.25 1.20 -0.05 -4.2% 0.00
Volume 831,358 646,518 -184,840 -22.2% 3,928,980
Daily Pivots for day following 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 49.28 49.10 48.16
R3 48.76 48.58 48.01
R2 48.24 48.24 47.97
R1 48.06 48.06 47.92 48.15
PP 47.72 47.72 47.72 47.77
S1 47.54 47.54 47.82 47.63
S2 47.20 47.20 47.77
S3 46.68 47.02 47.73
S4 46.16 46.50 47.58
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 53.50 52.53 48.89
R3 51.65 50.68 48.38
R2 49.80 49.80 48.21
R1 48.83 48.83 48.04 48.39
PP 47.95 47.95 47.95 47.73
S1 46.98 46.98 47.70 46.54
S2 46.10 46.10 47.53
S3 44.25 45.13 47.36
S4 42.40 43.28 46.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.91 47.06 1.85 3.9% 1.08 2.3% 44% False False 785,796
10 49.31 46.62 2.69 5.6% 1.20 2.5% 46% False False 597,558
20 50.51 46.62 3.89 8.1% 1.21 2.5% 32% False False 400,973
40 50.51 44.01 6.50 13.6% 1.28 2.7% 59% False False 246,810
60 50.51 42.51 8.00 16.7% 1.25 2.6% 67% False False 179,991
80 52.50 42.51 9.99 20.9% 1.31 2.7% 54% False False 142,968
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 89 trading days
Fibonacci Retracements and Extensions
4.250 50.12
2.618 49.27
1.618 48.75
1.000 48.43
0.618 48.23
HIGH 47.91
0.618 47.71
0.500 47.65
0.382 47.59
LOW 47.39
0.618 47.07
1.000 46.87
1.618 46.55
2.618 46.03
4.250 45.18
Fisher Pivots for day following 25-Aug-2017
Pivot 1 day 3 day
R1 47.80 47.84
PP 47.72 47.81
S1 47.65 47.78

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

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