NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 18-Aug-2017
Day Change Summary
Previous Current
17-Aug-2017 18-Aug-2017 Change Change % Previous Week
Open 46.80 46.93 0.13 0.3% 48.79
High 47.19 48.74 1.55 3.3% 49.16
Low 46.46 46.78 0.32 0.7% 46.46
Close 47.09 48.51 1.42 3.0% 48.51
Range 0.73 1.96 1.23 168.5% 2.70
ATR 1.23 1.28 0.05 4.2% 0.00
Volume 608,314 253,069 -355,245 -58.4% 3,210,526
Daily Pivots for day following 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 53.89 53.16 49.59
R3 51.93 51.20 49.05
R2 49.97 49.97 48.87
R1 49.24 49.24 48.69 49.61
PP 48.01 48.01 48.01 48.19
S1 47.28 47.28 48.33 47.65
S2 46.05 46.05 48.15
S3 44.09 45.32 47.97
S4 42.13 43.36 47.43
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 56.14 55.03 50.00
R3 53.44 52.33 49.25
R2 50.74 50.74 49.01
R1 49.63 49.63 48.76 48.84
PP 48.04 48.04 48.04 47.65
S1 46.93 46.93 48.26 46.14
S2 45.34 45.34 48.02
S3 42.64 44.23 47.77
S4 39.94 41.53 47.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.16 46.46 2.70 5.6% 1.32 2.7% 76% False False 642,105
10 50.22 46.46 3.76 7.8% 1.24 2.6% 55% False False 776,406
20 50.43 45.40 5.03 10.4% 1.28 2.6% 62% False False 805,939
40 50.43 42.76 7.67 15.8% 1.29 2.7% 75% False False 565,461
60 52.38 42.27 10.11 20.8% 1.34 2.8% 62% False False 410,749
80 52.38 42.27 10.11 20.8% 1.34 2.8% 62% False False 321,621
100 54.77 42.27 12.50 25.8% 1.27 2.6% 50% False False 266,149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 57.07
2.618 53.87
1.618 51.91
1.000 50.70
0.618 49.95
HIGH 48.74
0.618 47.99
0.500 47.76
0.382 47.53
LOW 46.78
0.618 45.57
1.000 44.82
1.618 43.61
2.618 41.65
4.250 38.45
Fisher Pivots for day following 18-Aug-2017
Pivot 1 day 3 day
R1 48.26 48.21
PP 48.01 47.90
S1 47.76 47.60

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

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