NYMEX Light Sweet Crude Oil Future November 2017


Trading Metrics calculated at close of trading on 02-Oct-2017
Day Change Summary
Previous Current
29-Sep-2017 02-Oct-2017 Change Change % Previous Week
Open 51.58 51.64 0.06 0.1% 50.68
High 51.77 51.71 -0.06 -0.1% 52.86
Low 51.25 50.07 -1.18 -2.3% 50.39
Close 51.67 50.58 -1.09 -2.1% 51.67
Range 0.52 1.64 1.12 215.4% 2.47
ATR 1.10 1.13 0.04 3.6% 0.00
Volume 551,982 600,933 48,951 8.9% 3,401,592
Daily Pivots for day following 02-Oct-2017
Classic Woodie Camarilla DeMark
R4 55.71 54.78 51.48
R3 54.07 53.14 51.03
R2 52.43 52.43 50.88
R1 51.50 51.50 50.73 51.15
PP 50.79 50.79 50.79 50.61
S1 49.86 49.86 50.43 49.51
S2 49.15 49.15 50.28
S3 47.51 48.22 50.13
S4 45.87 46.58 49.68
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 59.05 57.83 53.03
R3 56.58 55.36 52.35
R2 54.11 54.11 52.12
R1 52.89 52.89 51.90 53.50
PP 51.64 51.64 51.64 51.95
S1 50.42 50.42 51.44 51.03
S2 49.17 49.17 51.22
S3 46.70 47.95 50.99
S4 44.23 45.48 50.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.86 50.07 2.79 5.5% 1.10 2.2% 18% False True 660,256
10 52.86 49.73 3.13 6.2% 1.07 2.1% 27% False False 655,942
20 52.86 47.59 5.27 10.4% 1.11 2.2% 57% False False 496,924
40 52.86 46.14 6.72 13.3% 1.15 2.3% 66% False False 333,160
60 52.86 44.26 8.60 17.0% 1.18 2.3% 73% False False 240,061
80 52.86 42.80 10.06 19.9% 1.19 2.3% 77% False False 187,333
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.68
2.618 56.00
1.618 54.36
1.000 53.35
0.618 52.72
HIGH 51.71
0.618 51.08
0.500 50.89
0.382 50.70
LOW 50.07
0.618 49.06
1.000 48.43
1.618 47.42
2.618 45.78
4.250 43.10
Fisher Pivots for day following 02-Oct-2017
Pivot 1 day 3 day
R1 50.89 51.47
PP 50.79 51.17
S1 50.68 50.88

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

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