NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 03-Nov-2017
Day Change Summary
Previous Current
02-Nov-2017 03-Nov-2017 Change Change % Previous Week
Open 52.70 53.46 0.76 1.4% 52.69
High 52.70 53.46 0.76 1.4% 53.46
Low 52.70 53.46 0.76 1.4% 52.48
Close 52.70 53.46 0.76 1.4% 53.46
Range
ATR 0.40 0.43 0.03 6.3% 0.00
Volume 1,848 3,653 1,805 97.7% 17,649
Daily Pivots for day following 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 53.46 53.46 53.46
R3 53.46 53.46 53.46
R2 53.46 53.46 53.46
R1 53.46 53.46 53.46 53.46
PP 53.46 53.46 53.46 53.46
S1 53.46 53.46 53.46 53.46
S2 53.46 53.46 53.46
S3 53.46 53.46 53.46
S4 53.46 53.46 53.46
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 56.07 55.75 54.00
R3 55.09 54.77 53.73
R2 54.11 54.11 53.64
R1 53.79 53.79 53.55 53.95
PP 53.13 53.13 53.13 53.22
S1 52.81 52.81 53.37 52.97
S2 52.15 52.15 53.28
S3 51.17 51.83 53.19
S4 50.19 50.85 52.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.46 52.48 0.98 1.8% 0.29 0.5% 100% True False 3,529
10 53.46 51.28 2.18 4.1% 0.24 0.5% 100% True False 2,394
20 53.46 50.43 3.03 5.7% 0.14 0.3% 100% True False 1,680
40 53.46 49.85 3.61 6.8% 0.12 0.2% 100% True False 1,538
60 53.46 47.96 5.50 10.3% 0.11 0.2% 100% True False 1,390
80 53.46 47.96 5.50 10.3% 0.09 0.2% 100% True False 1,328
100 53.46 46.00 7.46 14.0% 0.09 0.2% 100% True False 1,229
120 53.46 46.00 7.46 14.0% 0.08 0.2% 100% True False 1,080
Crabel Price Patterns
NR False
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 0.00
Fibonacci Retracements and Extensions
4.250 53.46
2.618 53.46
1.618 53.46
1.000 53.46
0.618 53.46
HIGH 53.46
0.618 53.46
0.500 53.46
0.382 53.46
LOW 53.46
0.618 53.46
1.000 53.46
1.618 53.46
2.618 53.46
4.250 53.46
Fisher Pivots for day following 03-Nov-2017
Pivot 1 day 3 day
R1 53.46 53.30
PP 53.46 53.13
S1 53.46 52.97

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

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