NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 21-Sep-2017
Day Change Summary
Previous Current
20-Sep-2017 21-Sep-2017 Change Change % Previous Week
Open 51.26 50.53 -0.73 -1.4% 49.86
High 51.26 51.29 0.03 0.1% 51.43
Low 51.26 50.53 -0.73 -1.4% 49.85
Close 51.26 51.29 0.03 0.1% 51.43
Range 0.00 0.76 0.76 1.58
ATR 0.45 0.47 0.02 4.9% 0.00
Volume 1,955 539 -1,416 -72.4% 5,155
Daily Pivots for day following 21-Sep-2017
Classic Woodie Camarilla DeMark
R4 53.32 53.06 51.71
R3 52.56 52.30 51.50
R2 51.80 51.80 51.43
R1 51.54 51.54 51.36 51.67
PP 51.04 51.04 51.04 51.10
S1 50.78 50.78 51.22 50.91
S2 50.28 50.28 51.15
S3 49.52 50.02 51.08
S4 48.76 49.26 50.87
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 55.64 55.12 52.30
R3 54.06 53.54 51.86
R2 52.48 52.48 51.72
R1 51.96 51.96 51.57 52.22
PP 50.90 50.90 50.90 51.04
S1 50.38 50.38 51.29 50.64
S2 49.32 49.32 51.14
S3 47.74 48.80 51.00
S4 46.16 47.22 50.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.43 50.53 0.90 1.8% 0.15 0.3% 84% False True 1,216
10 51.43 49.85 1.58 3.1% 0.13 0.2% 91% False False 1,210
20 51.43 48.43 3.00 5.8% 0.15 0.3% 95% False False 1,128
40 51.43 47.96 3.47 6.8% 0.09 0.2% 96% False False 1,140
60 51.43 47.32 4.11 8.0% 0.09 0.2% 97% False False 1,097
80 51.43 46.00 5.43 10.6% 0.07 0.1% 97% False False 950
100 51.43 46.00 5.43 10.6% 0.09 0.2% 97% False False 803
120 54.08 46.00 8.08 15.8% 0.07 0.1% 65% False False 760
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 54.52
2.618 53.28
1.618 52.52
1.000 52.05
0.618 51.76
HIGH 51.29
0.618 51.00
0.500 50.91
0.382 50.82
LOW 50.53
0.618 50.06
1.000 49.77
1.618 49.30
2.618 48.54
4.250 47.30
Fisher Pivots for day following 21-Sep-2017
Pivot 1 day 3 day
R1 51.16 51.16
PP 51.04 51.04
S1 50.91 50.91

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

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