NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 13-Sep-2017
Day Change Summary
Previous Current
12-Sep-2017 13-Sep-2017 Change Change % Previous Week
Open 48.12 48.34 0.22 0.5% 47.28
High 48.44 49.40 0.96 2.0% 49.42
Low 47.73 48.12 0.39 0.8% 47.15
Close 48.23 49.30 1.07 2.2% 47.48
Range 0.71 1.28 0.57 80.3% 2.27
ATR 1.23 1.24 0.00 0.3% 0.00
Volume 676,040 706,925 30,885 4.6% 3,078,045
Daily Pivots for day following 13-Sep-2017
Classic Woodie Camarilla DeMark
R4 52.78 52.32 50.00
R3 51.50 51.04 49.65
R2 50.22 50.22 49.53
R1 49.76 49.76 49.42 49.99
PP 48.94 48.94 48.94 49.06
S1 48.48 48.48 49.18 48.71
S2 47.66 47.66 49.07
S3 46.38 47.20 48.95
S4 45.10 45.92 48.60
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 49.40 47.00 2.40 4.9% 1.19 2.4% 96% True False 740,741
10 49.42 45.58 3.84 7.8% 1.22 2.5% 97% False False 792,981
20 49.42 45.58 3.84 7.8% 1.24 2.5% 97% False False 762,512
40 50.51 45.58 4.93 10.0% 1.24 2.5% 75% False False 470,150
60 50.51 42.51 8.00 16.2% 1.27 2.6% 85% False False 334,274
80 52.50 42.51 9.99 20.3% 1.28 2.6% 68% False False 260,505
100 52.50 42.51 9.99 20.3% 1.28 2.6% 68% False False 213,526
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 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.84
2.618 52.75
1.618 51.47
1.000 50.68
0.618 50.19
HIGH 49.40
0.618 48.91
0.500 48.76
0.382 48.61
LOW 48.12
0.618 47.33
1.000 46.84
1.618 46.05
2.618 44.77
4.250 42.68
Fisher Pivots for day following 13-Sep-2017
Pivot 1 day 3 day
R1 49.12 48.93
PP 48.94 48.57
S1 48.76 48.20

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

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