NYMEX Light Sweet Crude Oil Future January 2018


Trading Metrics calculated at close of trading on 28-Sep-2017
Day Change Summary
Previous Current
27-Sep-2017 28-Sep-2017 Change Change % Previous Week
Open 52.57 52.50 -0.07 -0.1% 51.04
High 52.82 53.27 0.45 0.9% 51.61
Low 52.16 51.74 -0.42 -0.8% 50.31
Close 52.63 52.09 -0.54 -1.0% 51.31
Range 0.66 1.53 0.87 131.8% 1.30
ATR 1.01 1.04 0.04 3.7% 0.00
Volume 60,513 73,953 13,440 22.2% 286,456
Daily Pivots for day following 28-Sep-2017
Classic Woodie Camarilla DeMark
R4 56.96 56.05 52.93
R3 55.43 54.52 52.51
R2 53.90 53.90 52.37
R1 52.99 52.99 52.23 52.68
PP 52.37 52.37 52.37 52.21
S1 51.46 51.46 51.95 51.15
S2 50.84 50.84 51.81
S3 49.31 49.93 51.67
S4 47.78 48.40 51.25
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 54.98 54.44 52.03
R3 53.68 53.14 51.67
R2 52.38 52.38 51.55
R1 51.84 51.84 51.43 52.11
PP 51.08 51.08 51.08 51.21
S1 50.54 50.54 51.19 50.81
S2 49.78 49.78 51.07
S3 48.48 49.24 50.95
S4 47.18 47.94 50.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.27 50.96 2.31 4.4% 1.05 2.0% 49% True False 65,412
10 53.27 50.31 2.96 5.7% 0.96 1.8% 60% True False 63,567
20 53.27 46.95 6.32 12.1% 1.04 2.0% 81% True False 73,364
40 53.27 46.95 6.32 12.1% 1.06 2.0% 81% True False 64,149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 59.77
2.618 57.28
1.618 55.75
1.000 54.80
0.618 54.22
HIGH 53.27
0.618 52.69
0.500 52.51
0.382 52.32
LOW 51.74
0.618 50.79
1.000 50.21
1.618 49.26
2.618 47.73
4.250 45.24
Fisher Pivots for day following 28-Sep-2017
Pivot 1 day 3 day
R1 52.51 52.51
PP 52.37 52.37
S1 52.23 52.23

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

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