NYMEX Light Sweet Crude Oil Future November 2017

Trading Metrics calculated at close of trading on 09-Oct-2017

Day Change Summary
	Previous	Current
	06-Oct-2017	09-Oct-2017	Change	Change %	Previous Week
Open	50.75	49.25	-1.50	-3.0%	51.64
High	50.82	49.79	-1.03	-2.0%	51.71
Low	49.10	49.13	0.03	0.1%	49.10
Close	49.29	49.58	0.29	0.6%	49.29
Range	1.72	0.66	-1.06	-61.6%	2.61
ATR	1.15	1.11	-0.03	-3.0%	0.00
Volume	743,114	505,079	-238,035	-32.0%	3,060,003

Daily Pivots for day following 09-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	51.48	51.19	49.94
R3	50.82	50.53	49.76
R2	50.16	50.16	49.70
R1	49.87	49.87	49.64	50.02
PP	49.50	49.50	49.50	49.57
S1	49.21	49.21	49.52	49.36
S2	48.84	48.84	49.46
S3	48.18	48.55	49.40
S4	47.52	47.89	49.22

Weekly Pivots for week ending 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	57.86	56.19	50.73
R3	55.25	53.58	50.01
R2	52.64	52.64	49.77
R1	50.97	50.97	49.53	50.50
PP	50.03	50.03	50.03	49.80
S1	48.36	48.36	49.05	47.89
S2	47.42	47.42	48.81
S3	44.81	45.75	48.57
S4	42.20	43.14	47.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.22	49.10	2.12	4.3%	1.05	2.1%	23%	False	False	592,829
10	52.86	49.10	3.76	7.6%	1.08	2.2%	13%	False	False	626,543
20	52.86	48.28	4.58	9.2%	1.05	2.1%	28%	False	False	576,586
40	52.86	46.14	6.72	13.6%	1.14	2.3%	51%	False	False	394,794
60	52.86	45.83	7.03	14.2%	1.15	2.3%	53%	False	False	285,944
80	52.86	42.80	10.06	20.3%	1.19	2.4%	67%	False	False	222,397

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	52.60
2.618	51.52
1.618	50.86
1.000	50.45
0.618	50.20
HIGH	49.79
0.618	49.54
0.500	49.46
0.382	49.38
LOW	49.13
0.618	48.72
1.000	48.47
1.618	48.06
2.618	47.40
4.250	46.33

Fisher Pivots for day following 09-Oct-2017
Pivot	1 day	3 day
R1	49.54	50.16
PP	49.50	49.97
S1	49.46	49.77

Download as Excel Spreadsheet

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

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