NYMEX Light Sweet Crude Oil Future November 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 46.88 46.51 -0.37 -0.8% 49.05
High 47.31 48.12 0.81 1.7% 49.06
Low 46.41 46.14 -0.27 -0.6% 47.32
Close 46.51 47.96 1.45 3.1% 48.12
Range 0.90 1.98 1.08 120.0% 1.74
ATR 1.19 1.24 0.06 4.8% 0.00
Volume 354,470 317,070 -37,400 -10.6% 783,777
Daily Pivots for day following 31-Aug-2017
Classic Woodie Camarilla DeMark
R4 53.35 52.63 49.05
R3 51.37 50.65 48.50
R2 49.39 49.39 48.32
R1 48.67 48.67 48.14 49.03
PP 47.41 47.41 47.41 47.59
S1 46.69 46.69 47.78 47.05
S2 45.43 45.43 47.60
S3 43.45 44.71 47.42
S4 41.47 42.73 46.87
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 53.39 52.49 49.08
R3 51.65 50.75 48.60
R2 49.91 49.91 48.44
R1 49.01 49.01 48.28 48.59
PP 48.17 48.17 48.17 47.96
S1 47.27 47.27 47.96 46.85
S2 46.43 46.43 47.80
S3 44.69 45.53 47.64
S4 42.95 43.79 47.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.47 46.14 2.33 4.9% 1.25 2.6% 78% False True 297,267
10 49.06 46.14 2.92 6.1% 1.30 2.7% 62% False True 224,258
20 50.47 46.14 4.33 9.0% 1.21 2.5% 42% False True 156,140
40 50.62 44.26 6.36 13.3% 1.23 2.6% 58% False False 104,541
60 50.62 42.80 7.82 16.3% 1.22 2.5% 66% False False 79,527
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 56.54
2.618 53.30
1.618 51.32
1.000 50.10
0.618 49.34
HIGH 48.12
0.618 47.36
0.500 47.13
0.382 46.90
LOW 46.14
0.618 44.92
1.000 44.16
1.618 42.94
2.618 40.96
4.250 37.73
Fisher Pivots for day following 31-Aug-2017
Pivot 1 day 3 day
R1 47.68 47.68
PP 47.41 47.41
S1 47.13 47.13

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

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