NYMEX Light Sweet Crude Oil Future January 2019


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 49.34 50.23 0.89 1.8% 48.52
High 50.35 50.23 -0.12 -0.2% 50.35
Low 48.90 50.23 1.33 2.7% 48.43
Close 50.11 50.23 0.12 0.2% 50.23
Range 1.45 0.00 -1.45 -100.0% 1.92
ATR 0.63 0.60 -0.04 -5.8% 0.00
Volume 1,205 401 -804 -66.7% 4,826
Daily Pivots for day following 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 50.23 50.23 50.23
R3 50.23 50.23 50.23
R2 50.23 50.23 50.23
R1 50.23 50.23 50.23 50.23
PP 50.23 50.23 50.23 50.23
S1 50.23 50.23 50.23 50.23
S2 50.23 50.23 50.23
S3 50.23 50.23 50.23
S4 50.23 50.23 50.23
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 55.43 54.75 51.29
R3 53.51 52.83 50.76
R2 51.59 51.59 50.58
R1 50.91 50.91 50.41 51.25
PP 49.67 49.67 49.67 49.84
S1 48.99 48.99 50.05 49.33
S2 47.75 47.75 49.88
S3 45.83 47.07 49.70
S4 43.91 45.15 49.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.35 48.43 1.92 3.8% 0.29 0.6% 94% False False 965
10 50.35 48.28 2.07 4.1% 0.15 0.3% 94% False False 934
20 50.35 47.96 2.39 4.8% 0.07 0.1% 95% False False 990
40 50.54 47.73 2.81 5.6% 0.07 0.1% 89% False False 1,070
60 50.54 46.00 4.54 9.0% 0.07 0.1% 93% False False 944
80 51.43 46.00 5.43 10.8% 0.06 0.1% 78% False False 785
100 54.08 46.00 8.08 16.1% 0.07 0.1% 52% False False 718
120 54.08 46.00 8.08 16.1% 0.06 0.1% 52% False False 632
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.23
2.618 50.23
1.618 50.23
1.000 50.23
0.618 50.23
HIGH 50.23
0.618 50.23
0.500 50.23
0.382 50.23
LOW 50.23
0.618 50.23
1.000 50.23
1.618 50.23
2.618 50.23
4.250 50.23
Fisher Pivots for day following 01-Sep-2017
Pivot 1 day 3 day
R1 50.23 49.95
PP 50.23 49.67
S1 50.23 49.39

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

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