NYMEX Light Sweet Crude Oil Future November 2017


Trading Metrics calculated at close of trading on 16-Oct-2017
Day Change Summary
Previous Current
13-Oct-2017 16-Oct-2017 Change Change % Previous Week
Open 50.73 51.43 0.70 1.4% 49.25
High 51.72 52.37 0.65 1.3% 51.72
Low 50.70 51.35 0.65 1.3% 49.13
Close 51.45 51.87 0.42 0.8% 51.45
Range 1.02 1.02 0.00 0.0% 2.59
ATR 1.12 1.11 -0.01 -0.6% 0.00
Volume 667,497 520,725 -146,772 -22.0% 3,218,636
Daily Pivots for day following 16-Oct-2017
Classic Woodie Camarilla DeMark
R4 54.92 54.42 52.43
R3 53.90 53.40 52.15
R2 52.88 52.88 52.06
R1 52.38 52.38 51.96 52.63
PP 51.86 51.86 51.86 51.99
S1 51.36 51.36 51.78 51.61
S2 50.84 50.84 51.68
S3 49.82 50.34 51.59
S4 48.80 49.32 51.31
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 58.54 57.58 52.87
R3 55.95 54.99 52.16
R2 53.36 53.36 51.92
R1 52.40 52.40 51.69 52.88
PP 50.77 50.77 50.77 51.01
S1 49.81 49.81 51.21 50.29
S2 48.18 48.18 50.98
S3 45.59 47.22 50.74
S4 43.00 44.63 50.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.37 49.54 2.83 5.5% 1.07 2.1% 82% True False 646,856
10 52.37 49.10 3.27 6.3% 1.06 2.0% 85% True False 619,843
20 52.86 49.10 3.76 7.2% 1.07 2.1% 74% False False 637,892
40 52.86 46.14 6.72 13.0% 1.11 2.1% 85% False False 464,609
60 52.86 45.83 7.03 13.6% 1.15 2.2% 86% False False 337,155
80 52.86 43.26 9.60 18.5% 1.18 2.3% 90% False False 260,770
Crabel Price Patterns
NR False
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 0.13
Fibonacci Retracements and Extensions
4.250 56.71
2.618 55.04
1.618 54.02
1.000 53.39
0.618 53.00
HIGH 52.37
0.618 51.98
0.500 51.86
0.382 51.74
LOW 51.35
0.618 50.72
1.000 50.33
1.618 49.70
2.618 48.68
4.250 47.02
Fisher Pivots for day following 16-Oct-2017
Pivot 1 day 3 day
R1 51.87 51.67
PP 51.86 51.46
S1 51.86 51.26

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

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