NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 14-Sep-2017
Day Change Summary
Previous Current
13-Sep-2017 14-Sep-2017 Change Change % Previous Week
Open 48.34 49.31 0.97 2.0% 47.28
High 49.40 50.50 1.10 2.2% 49.42
Low 48.12 49.15 1.03 2.1% 47.15
Close 49.30 49.89 0.59 1.2% 47.48
Range 1.28 1.35 0.07 5.5% 2.27
ATR 1.24 1.24 0.01 0.7% 0.00
Volume 706,925 709,035 2,110 0.3% 3,078,045
Daily Pivots for day following 14-Sep-2017
Classic Woodie Camarilla DeMark
R4 53.90 53.24 50.63
R3 52.55 51.89 50.26
R2 51.20 51.20 50.14
R1 50.54 50.54 50.01 50.87
PP 49.85 49.85 49.85 50.01
S1 49.19 49.19 49.77 49.52
S2 48.50 48.50 49.64
S3 47.15 47.84 49.52
S4 45.80 46.49 49.15
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 50.50 47.00 3.50 7.0% 1.32 2.6% 83% True False 742,045
10 50.50 45.58 4.92 9.9% 1.27 2.5% 88% True False 774,320
20 50.50 45.58 4.92 9.9% 1.25 2.5% 88% True False 777,775
40 50.51 45.58 4.93 9.9% 1.25 2.5% 87% False False 485,799
60 50.51 42.51 8.00 16.0% 1.27 2.5% 92% False False 344,680
80 52.50 42.51 9.99 20.0% 1.29 2.6% 74% False False 268,941
100 52.50 42.51 9.99 20.0% 1.29 2.6% 74% False False 220,384
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 56.24
2.618 54.03
1.618 52.68
1.000 51.85
0.618 51.33
HIGH 50.50
0.618 49.98
0.500 49.83
0.382 49.67
LOW 49.15
0.618 48.32
1.000 47.80
1.618 46.97
2.618 45.62
4.250 43.41
Fisher Pivots for day following 14-Sep-2017
Pivot 1 day 3 day
R1 49.87 49.63
PP 49.85 49.37
S1 49.83 49.12

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

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