NYMEX Light Sweet Crude Oil Future March 2018

Trading Metrics calculated at close of trading on 21-Nov-2017

Day Change Summary
	Previous	Current
	20-Nov-2017	21-Nov-2017	Change	Change %	Previous Week
Open	56.93	56.58	-0.35	-0.6%	57.48
High	57.00	57.31	0.31	0.5%	57.65
Low	55.90	56.50	0.60	1.1%	55.30
Close	56.60	56.96	0.36	0.6%	56.87
Range	1.10	0.81	-0.29	-26.4%	2.35
ATR	1.04	1.03	-0.02	-1.6%	0.00
Volume	80,183	115,068	34,885	43.5%	347,261

Daily Pivots for day following 21-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	59.35	58.97	57.41
R3	58.54	58.16	57.18
R2	57.73	57.73	57.11
R1	57.35	57.35	57.03	57.54
PP	56.92	56.92	56.92	57.02
S1	56.54	56.54	56.89	56.73
S2	56.11	56.11	56.81
S3	55.30	55.73	56.74
S4	54.49	54.92	56.51

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	63.66	62.61	58.16
R3	61.31	60.26	57.52
R2	58.96	58.96	57.30
R1	57.91	57.91	57.09	57.26
PP	56.61	56.61	56.61	56.28
S1	55.56	55.56	56.65	54.91
S2	54.26	54.26	56.44
S3	51.91	53.21	56.22
S4	49.56	50.86	55.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.31	55.36	1.95	3.4%	0.90	1.6%	82%	True	False	85,800
10	58.34	55.30	3.04	5.3%	1.02	1.8%	55%	False	False	77,996
20	58.34	52.39	5.95	10.4%	1.04	1.8%	77%	False	False	77,699
40	58.34	50.07	8.27	14.5%	0.99	1.7%	83%	False	False	58,767

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	False
Stretch	0.18
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	60.75
2.618	59.43
1.618	58.62
1.000	58.12
0.618	57.81
HIGH	57.31
0.618	57.00
0.500	56.91
0.382	56.81
LOW	56.50
0.618	56.00
1.000	55.69
1.618	55.19
2.618	54.38
4.250	53.06

Fisher Pivots for day following 21-Nov-2017
Pivot	1 day	3 day
R1	56.94	56.79
PP	56.92	56.62
S1	56.91	56.45

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