NYMEX Light Sweet Crude Oil Future February 2018

Trading Metrics calculated at close of trading on 25-Sep-2017

Day Change Summary
	Previous	Current
	22-Sep-2017	25-Sep-2017	Change	Change %	Previous Week
Open	51.49	51.51	0.02	0.0%	51.16
High	51.53	52.89	1.36	2.6%	51.73
Low	51.14	51.25	0.11	0.2%	50.51
Close	51.47	52.84	1.37	2.7%	51.47
Range	0.39	1.64	1.25	320.5%	1.22
ATR	0.92	0.97	0.05	5.5%	0.00
Volume	40,826	47,439	6,613	16.2%	171,102

Daily Pivots for day following 25-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	57.25	56.68	53.74
R3	55.61	55.04	53.29
R2	53.97	53.97	53.14
R1	53.40	53.40	52.99	53.69
PP	52.33	52.33	52.33	52.47
S1	51.76	51.76	52.69	52.05
S2	50.69	50.69	52.54
S3	49.05	50.12	52.39
S4	47.41	48.48	51.94

Weekly Pivots for week ending 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	54.90	54.40	52.14
R3	53.68	53.18	51.81
R2	52.46	52.46	51.69
R1	51.96	51.96	51.58	52.21
PP	51.24	51.24	51.24	51.36
S1	50.74	50.74	51.36	50.99
S2	50.02	50.02	51.25
S3	48.80	49.52	51.13
S4	47.58	48.30	50.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.89	50.51	2.38	4.5%	0.88	1.7%	98%	True	False	38,286
10	52.89	49.33	3.56	6.7%	0.89	1.7%	99%	True	False	38,708
20	52.89	47.30	5.59	10.6%	1.00	1.9%	99%	True	False	45,690

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	0.21
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	59.86
2.618	57.18
1.618	55.54
1.000	54.53
0.618	53.90
HIGH	52.89
0.618	52.26
0.500	52.07
0.382	51.88
LOW	51.25
0.618	50.24
1.000	49.61
1.618	48.60
2.618	46.96
4.250	44.28

Fisher Pivots for day following 25-Sep-2017
Pivot	1 day	3 day
R1	52.58	52.53
PP	52.33	52.21
S1	52.07	51.90

Download as Excel Spreadsheet

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

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