NYMEX Light Sweet Crude Oil Future December 2017


Trading Metrics calculated at close of trading on 21-Sep-2017
Day Change Summary
Previous Current
20-Sep-2017 21-Sep-2017 Change Change % Previous Week
Open 50.54 51.04 0.50 1.0% 48.65
High 51.41 51.13 -0.28 -0.5% 51.15
Low 50.46 50.45 -0.01 0.0% 48.09
Close 51.04 50.93 -0.11 -0.2% 50.81
Range 0.95 0.68 -0.27 -28.4% 3.06
ATR 1.12 1.09 -0.03 -2.8% 0.00
Volume 209,453 157,736 -51,717 -24.7% 793,953
Daily Pivots for day following 21-Sep-2017
Classic Woodie Camarilla DeMark
R4 52.88 52.58 51.30
R3 52.20 51.90 51.12
R2 51.52 51.52 51.05
R1 51.22 51.22 50.99 51.03
PP 50.84 50.84 50.84 50.74
S1 50.54 50.54 50.87 50.35
S2 50.16 50.16 50.81
S3 49.48 49.86 50.74
S4 48.80 49.18 50.56
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 59.20 58.06 52.49
R3 56.14 55.00 51.65
R2 53.08 53.08 51.37
R1 51.94 51.94 51.09 52.51
PP 50.02 50.02 50.02 50.30
S1 48.88 48.88 50.53 49.45
S2 46.96 46.96 50.25
S3 43.90 45.82 49.97
S4 40.84 42.76 49.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.41 50.04 1.37 2.7% 0.91 1.8% 65% False False 166,751
10 51.41 48.09 3.32 6.5% 1.05 2.1% 86% False False 167,122
20 51.41 46.59 4.82 9.5% 1.07 2.1% 90% False False 185,393
40 51.41 46.59 4.82 9.5% 1.12 2.2% 90% False False 148,537
60 51.41 44.52 6.89 13.5% 1.18 2.3% 93% False False 127,949
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.29
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 54.02
2.618 52.91
1.618 52.23
1.000 51.81
0.618 51.55
HIGH 51.13
0.618 50.87
0.500 50.79
0.382 50.71
LOW 50.45
0.618 50.03
1.000 49.77
1.618 49.35
2.618 48.67
4.250 47.56
Fisher Pivots for day following 21-Sep-2017
Pivot 1 day 3 day
R1 50.88 50.87
PP 50.84 50.81
S1 50.79 50.75

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

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