NYMEX Light Sweet Crude Oil Future December 2017


Trading Metrics calculated at close of trading on 15-Nov-2017
Day Change Summary
Previous Current
14-Nov-2017 15-Nov-2017 Change Change % Previous Week
Open 56.72 55.06 -1.66 -2.9% 55.97
High 56.77 55.56 -1.21 -2.1% 57.92
Low 54.81 54.88 0.07 0.1% 55.66
Close 55.70 55.33 -0.37 -0.7% 56.74
Range 1.96 0.68 -1.28 -65.3% 2.26
ATR 1.14 1.12 -0.02 -2.0% 0.00
Volume 707,338 501,385 -205,953 -29.1% 3,739,292
Daily Pivots for day following 15-Nov-2017
Classic Woodie Camarilla DeMark
R4 57.30 56.99 55.70
R3 56.62 56.31 55.52
R2 55.94 55.94 55.45
R1 55.63 55.63 55.39 55.79
PP 55.26 55.26 55.26 55.33
S1 54.95 54.95 55.27 55.11
S2 54.58 54.58 55.21
S3 53.90 54.27 55.14
S4 53.22 53.59 54.96
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 63.55 62.41 57.98
R3 61.29 60.15 57.36
R2 59.03 59.03 57.15
R1 57.89 57.89 56.95 58.46
PP 56.77 56.77 56.77 57.06
S1 55.63 55.63 56.53 56.20
S2 54.51 54.51 56.33
S3 52.25 53.37 56.12
S4 49.99 51.11 55.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.53 54.81 2.72 4.9% 1.03 1.9% 19% False False 609,717
10 57.92 53.99 3.93 7.1% 1.17 2.1% 34% False False 667,663
20 57.92 50.87 7.05 12.7% 1.11 2.0% 63% False False 653,752
40 57.92 49.44 8.48 15.3% 1.06 1.9% 69% False False 453,604
60 57.92 46.59 11.33 20.5% 1.07 1.9% 77% False False 363,073
80 57.92 46.59 11.33 20.5% 1.10 2.0% 77% False False 300,880
100 57.92 44.35 13.57 24.5% 1.14 2.1% 81% False False 257,408
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 58.45
2.618 57.34
1.618 56.66
1.000 56.24
0.618 55.98
HIGH 55.56
0.618 55.30
0.500 55.22
0.382 55.14
LOW 54.88
0.618 54.46
1.000 54.20
1.618 53.78
2.618 53.10
4.250 51.99
Fisher Pivots for day following 15-Nov-2017
Pivot 1 day 3 day
R1 55.29 55.98
PP 55.26 55.76
S1 55.22 55.55

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

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