NYMEX Light Sweet Crude Oil Future December 2017

Trading Metrics calculated at close of trading on 13-Sep-2017

Day Change Summary
	Previous	Current
	12-Sep-2017	13-Sep-2017	Change	Change %	Previous Week
Open	49.13	49.26	0.13	0.3%	48.50
High	49.40	50.17	0.77	1.6%	50.18
Low	48.72	49.02	0.30	0.6%	48.16
Close	49.17	50.10	0.93	1.9%	48.56
Range	0.68	1.15	0.47	69.1%	2.02
ATR	1.14	1.14	0.00	0.1%	0.00
Volume	119,773	176,401	56,628	47.3%	742,856

Daily Pivots for day following 13-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	53.21	52.81	50.73
R3	52.06	51.66	50.42
R2	50.91	50.91	50.31
R1	50.51	50.51	50.21	50.71
PP	49.76	49.76	49.76	49.87
S1	49.36	49.36	49.99	49.56
S2	48.61	48.61	49.89
S3	47.46	48.21	49.78
S4	46.31	47.06	49.47

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	55.03	53.81	49.67
R3	53.01	51.79	49.12
R2	50.99	50.99	48.93
R1	49.77	49.77	48.75	50.38
PP	48.97	48.97	48.97	49.27
S1	47.75	47.75	48.37	48.36
S2	46.95	46.95	48.19
S3	44.93	45.73	48.00
S4	42.91	43.71	47.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.17	48.09	2.08	4.2%	1.06	2.1%	97%	True	False	156,804
10	50.18	46.59	3.59	7.2%	1.14	2.3%	98%	False	False	191,225
20	50.18	46.59	3.59	7.2%	1.15	2.3%	98%	False	False	164,964
40	50.72	46.10	4.62	9.2%	1.17	2.3%	87%	False	False	135,970

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	0.28
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	55.06
2.618	53.18
1.618	52.03
1.000	51.32
0.618	50.88
HIGH	50.17
0.618	49.73
0.500	49.60
0.382	49.46
LOW	49.02
0.618	48.31
1.000	47.87
1.618	47.16
2.618	46.01
4.250	44.13

Fisher Pivots for day following 13-Sep-2017
Pivot	1 day	3 day
R1	49.93	49.78
PP	49.76	49.45
S1	49.60	49.13

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