NYMEX Light Sweet Crude Oil Future December 2017


Trading Metrics calculated at close of trading on 27-Oct-2017
Day Change Summary
Previous Current
26-Oct-2017 27-Oct-2017 Change Change % Previous Week
Open 52.19 52.80 0.61 1.2% 52.07
High 52.86 54.20 1.34 2.5% 54.20
Low 51.91 52.25 0.34 0.7% 51.55
Close 52.64 53.90 1.26 2.4% 53.90
Range 0.95 1.95 1.00 105.3% 2.65
ATR 1.01 1.07 0.07 6.7% 0.00
Volume 594,647 730,915 136,268 22.9% 3,300,417
Daily Pivots for day following 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 59.30 58.55 54.97
R3 57.35 56.60 54.44
R2 55.40 55.40 54.26
R1 54.65 54.65 54.08 55.03
PP 53.45 53.45 53.45 53.64
S1 52.70 52.70 53.72 53.08
S2 51.50 51.50 53.54
S3 49.55 50.75 53.36
S4 47.60 48.80 52.83
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 61.17 60.18 55.36
R3 58.52 57.53 54.63
R2 55.87 55.87 54.39
R1 54.88 54.88 54.14 55.38
PP 53.22 53.22 53.22 53.46
S1 52.23 52.23 53.66 52.73
S2 50.57 50.57 53.41
S3 47.92 49.58 53.17
S4 45.27 46.93 52.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.20 51.55 2.65 4.9% 1.05 2.0% 89% True False 660,083
10 54.20 50.87 3.33 6.2% 1.03 1.9% 91% True False 605,539
20 54.20 49.44 4.76 8.8% 1.06 2.0% 94% True False 416,393
40 54.20 48.05 6.15 11.4% 1.04 1.9% 95% True False 300,251
60 54.20 46.59 7.61 14.1% 1.08 2.0% 96% True False 246,088
80 54.20 44.52 9.68 18.0% 1.12 2.1% 97% True False 209,741
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 62.49
2.618 59.31
1.618 57.36
1.000 56.15
0.618 55.41
HIGH 54.20
0.618 53.46
0.500 53.23
0.382 52.99
LOW 52.25
0.618 51.04
1.000 50.30
1.618 49.09
2.618 47.14
4.250 43.96
Fisher Pivots for day following 27-Oct-2017
Pivot 1 day 3 day
R1 53.68 53.62
PP 53.45 53.33
S1 53.23 53.05

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

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