NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 20-Sep-2017
Day Change Summary
Previous Current
19-Sep-2017 20-Sep-2017 Change Change % Previous Week
Open 49.91 49.84 -0.07 -0.1% 47.58
High 50.42 50.65 0.23 0.5% 50.50
Low 49.33 49.75 0.42 0.9% 47.00
Close 49.48 50.41 0.93 1.9% 49.89
Range 1.09 0.90 -0.19 -17.4% 3.50
ATR 1.19 1.19 0.00 -0.1% 0.00
Volume 143,379 25,215 -118,164 -82.4% 3,300,065
Daily Pivots for day following 20-Sep-2017
Classic Woodie Camarilla DeMark
R4 52.97 52.59 50.91
R3 52.07 51.69 50.66
R2 51.17 51.17 50.58
R1 50.79 50.79 50.49 50.98
PP 50.27 50.27 50.27 50.37
S1 49.89 49.89 50.33 50.08
S2 49.37 49.37 50.25
S3 48.47 48.99 50.16
S4 47.57 48.09 49.92
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 59.63 58.26 51.82
R3 56.13 54.76 50.85
R2 52.63 52.63 50.53
R1 51.26 51.26 50.21 51.95
PP 49.13 49.13 49.13 49.47
S1 47.76 47.76 49.57 48.45
S2 45.63 45.63 49.25
S3 42.13 44.26 48.93
S4 38.63 40.76 47.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.65 49.15 1.50 3.0% 1.04 2.1% 84% True False 300,166
10 50.65 47.00 3.65 7.2% 1.12 2.2% 93% True False 520,453
20 50.65 45.58 5.07 10.1% 1.18 2.3% 95% True False 671,357
40 50.65 45.58 5.07 10.1% 1.20 2.4% 95% True False 494,048
60 50.65 43.80 6.85 13.6% 1.25 2.5% 96% True False 354,416
80 50.82 42.51 8.31 16.5% 1.25 2.5% 95% False False 276,922
100 52.50 42.51 9.99 19.8% 1.28 2.5% 79% False False 227,445
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.48
2.618 53.01
1.618 52.11
1.000 51.55
0.618 51.21
HIGH 50.65
0.618 50.31
0.500 50.20
0.382 50.09
LOW 49.75
0.618 49.19
1.000 48.85
1.618 48.29
2.618 47.39
4.250 45.93
Fisher Pivots for day following 20-Sep-2017
Pivot 1 day 3 day
R1 50.34 50.25
PP 50.27 50.08
S1 50.20 49.92

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

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