NYMEX Light Sweet Crude Oil Future December 2017


Trading Metrics calculated at close of trading on 20-Nov-2017
Day Change Summary
Previous Current
17-Nov-2017 20-Nov-2017 Change Change % Previous Week
Open 55.25 56.69 1.44 2.6% 56.90
High 56.68 56.76 0.08 0.1% 57.15
Low 55.18 55.57 0.39 0.7% 54.81
Close 56.55 56.09 -0.46 -0.8% 56.55
Range 1.50 1.19 -0.31 -20.7% 2.34
ATR 1.12 1.13 0.00 0.4% 0.00
Volume 133,497 26,588 -106,909 -80.1% 2,187,762
Daily Pivots for day following 20-Nov-2017
Classic Woodie Camarilla DeMark
R4 59.71 59.09 56.74
R3 58.52 57.90 56.42
R2 57.33 57.33 56.31
R1 56.71 56.71 56.20 56.43
PP 56.14 56.14 56.14 56.00
S1 55.52 55.52 55.98 55.24
S2 54.95 54.95 55.87
S3 53.76 54.33 55.76
S4 52.57 53.14 55.44
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 63.19 62.21 57.84
R3 60.85 59.87 57.19
R2 58.51 58.51 56.98
R1 57.53 57.53 56.76 56.85
PP 56.17 56.17 56.17 55.83
S1 55.19 55.19 56.34 54.51
S2 53.83 53.83 56.12
S3 51.49 52.85 55.91
S4 49.15 50.51 55.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.77 54.81 1.96 3.5% 1.20 2.1% 65% False False 316,546
10 57.92 54.81 3.11 5.5% 1.09 1.9% 41% False False 509,192
20 57.92 51.55 6.37 11.4% 1.13 2.0% 71% False False 575,043
40 57.92 49.44 8.48 15.1% 1.08 1.9% 78% False False 449,211
60 57.92 46.59 11.33 20.2% 1.08 1.9% 84% False False 364,156
80 57.92 46.59 11.33 20.2% 1.10 2.0% 84% False False 300,583
100 57.92 44.52 13.40 23.9% 1.14 2.0% 86% False False 258,945
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.82
2.618 59.88
1.618 58.69
1.000 57.95
0.618 57.50
HIGH 56.76
0.618 56.31
0.500 56.17
0.382 56.02
LOW 55.57
0.618 54.83
1.000 54.38
1.618 53.64
2.618 52.45
4.250 50.51
Fisher Pivots for day following 20-Nov-2017
Pivot 1 day 3 day
R1 56.17 56.01
PP 56.14 55.93
S1 56.12 55.85

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

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