NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 23-Oct-2017
Day Change Summary
Previous Current
20-Oct-2017 23-Oct-2017 Change Change % Previous Week
Open 51.38 51.35 -0.03 -0.1% 51.79
High 51.38 51.35 -0.03 -0.1% 51.79
Low 51.38 51.28 -0.10 -0.2% 51.17
Close 51.38 51.28 -0.10 -0.2% 51.38
Range 0.00 0.07 0.07 0.62
ATR 0.41 0.39 -0.02 -5.4% 0.00
Volume 790 748 -42 -5.3% 4,319
Daily Pivots for day following 23-Oct-2017
Classic Woodie Camarilla DeMark
R4 51.51 51.47 51.32
R3 51.44 51.40 51.30
R2 51.37 51.37 51.29
R1 51.33 51.33 51.29 51.32
PP 51.30 51.30 51.30 51.30
S1 51.26 51.26 51.27 51.25
S2 51.23 51.23 51.27
S3 51.16 51.19 51.26
S4 51.09 51.12 51.24
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 53.31 52.96 51.72
R3 52.69 52.34 51.55
R2 52.07 52.07 51.49
R1 51.72 51.72 51.44 51.59
PP 51.45 51.45 51.45 51.38
S1 51.10 51.10 51.32 50.97
S2 50.83 50.83 51.27
S3 50.21 50.48 51.21
S4 49.59 49.86 51.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.79 51.17 0.62 1.2% 0.07 0.1% 18% False False 772
10 51.79 51.14 0.65 1.3% 0.04 0.1% 22% False False 839
20 51.93 50.16 1.77 3.5% 0.06 0.1% 63% False False 1,297
40 52.00 48.43 3.57 7.0% 0.11 0.2% 80% False False 1,234
60 52.00 47.96 4.04 7.9% 0.08 0.2% 82% False False 1,172
80 52.00 47.32 4.68 9.1% 0.08 0.1% 85% False False 1,160
100 52.00 46.00 6.00 11.7% 0.07 0.1% 88% False False 1,036
120 52.00 46.00 6.00 11.7% 0.08 0.1% 88% False False 899
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 51.65
2.618 51.53
1.618 51.46
1.000 51.42
0.618 51.39
HIGH 51.35
0.618 51.32
0.500 51.32
0.382 51.31
LOW 51.28
0.618 51.24
1.000 51.21
1.618 51.17
2.618 51.10
4.250 50.98
Fisher Pivots for day following 23-Oct-2017
Pivot 1 day 3 day
R1 51.32 51.28
PP 51.30 51.28
S1 51.29 51.28

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

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