NYMEX Light Sweet Crude Oil Future November 2017


Trading Metrics calculated at close of trading on 05-Sep-2017
Day Change Summary
Previous Current
01-Sep-2017 05-Sep-2017 Change Change % Previous Week
Open 47.87 48.00 0.13 0.3% 48.23
High 48.03 49.42 1.39 2.9% 48.47
Low 47.39 47.72 0.33 0.7% 46.14
Close 47.99 49.14 1.15 2.4% 47.99
Range 0.64 1.70 1.06 165.6% 2.33
ATR 1.20 1.24 0.04 3.0% 0.00
Volume 313,275 241,849 -71,426 -22.8% 1,663,681
Daily Pivots for day following 05-Sep-2017
Classic Woodie Camarilla DeMark
R4 53.86 53.20 50.08
R3 52.16 51.50 49.61
R2 50.46 50.46 49.45
R1 49.80 49.80 49.30 50.13
PP 48.76 48.76 48.76 48.93
S1 48.10 48.10 48.98 48.43
S2 47.06 47.06 48.83
S3 45.36 46.40 48.67
S4 43.66 44.70 48.21
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 54.52 53.59 49.27
R3 52.19 51.26 48.63
R2 49.86 49.86 48.42
R1 48.93 48.93 48.20 48.23
PP 47.53 47.53 47.53 47.19
S1 46.60 46.60 47.78 45.90
S2 45.20 45.20 47.56
S3 42.87 44.27 47.35
S4 40.54 41.94 46.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.42 46.14 3.28 6.7% 1.24 2.5% 91% True False 316,226
10 49.42 46.14 3.28 6.7% 1.17 2.4% 91% True False 253,474
20 50.47 46.14 4.33 8.8% 1.22 2.5% 69% False False 176,929
40 50.62 44.48 6.14 12.5% 1.22 2.5% 76% False False 116,780
60 50.62 42.80 7.82 15.9% 1.23 2.5% 81% False False 87,690
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.65
2.618 53.87
1.618 52.17
1.000 51.12
0.618 50.47
HIGH 49.42
0.618 48.77
0.500 48.57
0.382 48.37
LOW 47.72
0.618 46.67
1.000 46.02
1.618 44.97
2.618 43.27
4.250 40.50
Fisher Pivots for day following 05-Sep-2017
Pivot 1 day 3 day
R1 48.95 48.69
PP 48.76 48.23
S1 48.57 47.78

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

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