NYMEX Light Sweet Crude Oil Future October 2017


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 46.31 45.95 -0.36 -0.8% 48.89
High 46.72 47.47 0.75 1.6% 48.91
Low 45.84 45.58 -0.26 -0.6% 47.06
Close 45.96 47.23 1.27 2.8% 47.87
Range 0.88 1.89 1.01 114.8% 1.85
ATR 1.23 1.28 0.05 3.8% 0.00
Volume 895,643 882,983 -12,660 -1.4% 3,928,980
Daily Pivots for day following 31-Aug-2017
Classic Woodie Camarilla DeMark
R4 52.43 51.72 48.27
R3 50.54 49.83 47.75
R2 48.65 48.65 47.58
R1 47.94 47.94 47.40 48.30
PP 46.76 46.76 46.76 46.94
S1 46.05 46.05 47.06 46.41
S2 44.87 44.87 46.88
S3 42.98 44.16 46.71
S4 41.09 42.27 46.19
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 48.20 45.58 2.62 5.5% 1.31 2.8% 63% False True 848,414
10 48.91 45.58 3.33 7.1% 1.34 2.8% 50% False True 825,766
20 50.35 45.58 4.77 10.1% 1.24 2.6% 35% False True 545,624
40 50.51 44.01 6.50 13.8% 1.27 2.7% 50% False False 331,947
60 50.51 42.51 8.00 16.9% 1.24 2.6% 59% False False 236,546
80 52.50 42.51 9.99 21.2% 1.29 2.7% 47% False False 186,472
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.50
2.618 52.42
1.618 50.53
1.000 49.36
0.618 48.64
HIGH 47.47
0.618 46.75
0.500 46.53
0.382 46.30
LOW 45.58
0.618 44.41
1.000 43.69
1.618 42.52
2.618 40.63
4.250 37.55
Fisher Pivots for day following 31-Aug-2017
Pivot 1 day 3 day
R1 47.00 47.00
PP 46.76 46.76
S1 46.53 46.53

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

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