NYMEX Light Sweet Crude Oil Future October 2017

Trading Metrics calculated at close of trading on 08-Sep-2017

Day Change Summary
	Previous	Current
	07-Sep-2017	08-Sep-2017	Change	Change %	Previous Week
Open	49.14	49.09	-0.05	-0.1%	47.28
High	49.33	49.26	-0.07	-0.1%	49.42
Low	48.63	47.27	-1.36	-2.8%	47.15
Close	49.09	47.48	-1.61	-3.3%	47.48
Range	0.70	1.99	1.29	184.3%	2.27
ATR	1.22	1.27	0.06	4.5%	0.00
Volume	702,514	843,760	141,246	20.1%	3,078,045

Daily Pivots for day following 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	53.97	52.72	48.57
R3	51.98	50.73	48.03
R2	49.99	49.99	47.84
R1	48.74	48.74	47.66	48.37
PP	48.00	48.00	48.00	47.82
S1	46.75	46.75	47.30	46.38
S2	46.01	46.01	47.12
S3	44.02	44.76	46.93
S4	42.03	42.77	46.39

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	54.83	53.42	48.73
R3	52.56	51.15	48.10
R2	50.29	50.29	47.90
R1	48.88	48.88	47.69	49.59
PP	48.02	48.02	48.02	48.37
S1	46.61	46.61	47.27	47.32
S2	45.75	45.75	47.06
S3	43.48	44.34	46.86
S4	41.21	42.07	46.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.42	46.56	2.86	6.0%	1.24	2.6%	32%	False	False	798,750
10	49.42	45.58	3.84	8.1%	1.28	2.7%	49%	False	False	823,582
20	49.42	45.58	3.84	8.1%	1.26	2.7%	49%	False	False	688,517
40	50.51	45.58	4.93	10.4%	1.24	2.6%	39%	False	False	422,483
60	50.51	42.51	8.00	16.8%	1.26	2.6%	62%	False	False	299,771
80	52.50	42.51	9.99	21.0%	1.29	2.7%	50%	False	False	234,451

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	0.23
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	57.72
2.618	54.47
1.618	52.48
1.000	51.25
0.618	50.49
HIGH	49.26
0.618	48.50
0.500	48.27
0.382	48.03
LOW	47.27
0.618	46.04
1.000	45.28
1.618	44.05
2.618	42.06
4.250	38.81

Fisher Pivots for day following 08-Sep-2017
Pivot	1 day	3 day
R1	48.27	48.35
PP	48.00	48.06
S1	47.74	47.77

Download as Excel Spreadsheet

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

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