NYMEX Light Sweet Crude Oil Future December 2017


Trading Metrics calculated at close of trading on 22-Sep-2017
Day Change Summary
Previous Current
21-Sep-2017 22-Sep-2017 Change Change % Previous Week
Open 51.04 51.12 0.08 0.2% 50.70
High 51.13 51.13 0.00 0.0% 51.41
Low 50.45 50.68 0.23 0.5% 50.04
Close 50.93 51.03 0.10 0.2% 51.03
Range 0.68 0.45 -0.23 -33.8% 1.37
ATR 1.09 1.04 -0.05 -4.2% 0.00
Volume 157,736 130,071 -27,665 -17.5% 804,059
Daily Pivots for day following 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 52.30 52.11 51.28
R3 51.85 51.66 51.15
R2 51.40 51.40 51.11
R1 51.21 51.21 51.07 51.08
PP 50.95 50.95 50.95 50.88
S1 50.76 50.76 50.99 50.63
S2 50.50 50.50 50.95
S3 50.05 50.31 50.91
S4 49.60 49.86 50.78
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 54.94 54.35 51.78
R3 53.57 52.98 51.41
R2 52.20 52.20 51.28
R1 51.61 51.61 51.16 51.91
PP 50.83 50.83 50.83 50.97
S1 50.24 50.24 50.90 50.54
S2 49.46 49.46 50.78
S3 48.09 48.87 50.65
S4 46.72 47.50 50.28
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% 0.85 1.7% 72% False False 160,811
10 51.41 48.09 3.32 6.5% 0.92 1.8% 89% False False 159,801
20 51.41 46.59 4.82 9.4% 1.03 2.0% 92% False False 185,960
40 51.41 46.59 4.82 9.4% 1.10 2.2% 92% False False 148,825
60 51.41 44.52 6.89 13.5% 1.17 2.3% 94% False False 128,831
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 53.04
2.618 52.31
1.618 51.86
1.000 51.58
0.618 51.41
HIGH 51.13
0.618 50.96
0.500 50.91
0.382 50.85
LOW 50.68
0.618 50.40
1.000 50.23
1.618 49.95
2.618 49.50
4.250 48.77
Fisher Pivots for day following 22-Sep-2017
Pivot 1 day 3 day
R1 50.99 51.00
PP 50.95 50.96
S1 50.91 50.93

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

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