NYMEX Light Sweet Crude Oil Future January 2018


Trading Metrics calculated at close of trading on 01-Sep-2017
Day Change Summary
Previous Current
31-Aug-2017 01-Sep-2017 Change Change % Previous Week
Open 47.28 49.00 1.72 3.6% 48.71
High 49.04 49.15 0.11 0.2% 49.15
Low 46.95 48.58 1.63 3.5% 46.95
Close 49.00 48.99 -0.01 0.0% 48.99
Range 2.09 0.57 -1.52 -72.7% 2.20
ATR 1.16 1.12 -0.04 -3.6% 0.00
Volume 107,257 106,885 -372 -0.3% 601,518
Daily Pivots for day following 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 50.62 50.37 49.30
R3 50.05 49.80 49.15
R2 49.48 49.48 49.09
R1 49.23 49.23 49.04 49.07
PP 48.91 48.91 48.91 48.83
S1 48.66 48.66 48.94 48.50
S2 48.34 48.34 48.89
S3 47.77 48.09 48.83
S4 47.20 47.52 48.68
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 54.96 54.18 50.20
R3 52.76 51.98 49.60
R2 50.56 50.56 49.39
R1 49.78 49.78 49.19 50.17
PP 48.36 48.36 48.36 48.56
S1 47.58 47.58 48.79 47.97
S2 46.16 46.16 48.59
S3 43.96 45.38 48.39
S4 41.76 43.18 47.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.15 46.95 2.20 4.5% 1.20 2.5% 93% True False 120,303
10 49.22 46.95 2.27 4.6% 1.11 2.3% 90% False False 84,686
20 50.62 46.95 3.67 7.5% 1.12 2.3% 56% False False 62,367
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0.18
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 51.57
2.618 50.64
1.618 50.07
1.000 49.72
0.618 49.50
HIGH 49.15
0.618 48.93
0.500 48.87
0.382 48.80
LOW 48.58
0.618 48.23
1.000 48.01
1.618 47.66
2.618 47.09
4.250 46.16
Fisher Pivots for day following 01-Sep-2017
Pivot 1 day 3 day
R1 48.95 48.68
PP 48.91 48.36
S1 48.87 48.05

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

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