NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 11-Aug-2017
Day Change Summary
Previous Current
10-Aug-2017 11-Aug-2017 Change Change % Previous Week
Open 49.79 48.69 -1.10 -2.2% 49.72
High 50.35 49.13 -1.22 -2.4% 50.35
Low 48.51 48.14 -0.37 -0.8% 48.14
Close 48.75 48.97 0.22 0.5% 48.97
Range 1.84 0.99 -0.85 -46.2% 2.21
ATR 1.26 1.24 -0.02 -1.5% 0.00
Volume 332,639 205,465 -127,174 -38.2% 1,225,220
Daily Pivots for day following 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 51.72 51.33 49.51
R3 50.73 50.34 49.24
R2 49.74 49.74 49.15
R1 49.35 49.35 49.06 49.55
PP 48.75 48.75 48.75 48.84
S1 48.36 48.36 48.88 48.56
S2 47.76 47.76 48.79
S3 46.77 47.37 48.70
S4 45.78 46.38 48.43
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 55.78 54.59 50.19
R3 53.57 52.38 49.58
R2 51.36 51.36 49.38
R1 50.17 50.17 49.17 49.66
PP 49.15 49.15 49.15 48.90
S1 47.96 47.96 48.77 47.45
S2 46.94 46.94 48.56
S3 44.73 45.75 48.36
S4 42.52 43.54 47.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.35 48.14 2.21 4.5% 1.14 2.3% 38% False True 245,044
10 50.51 48.14 2.37 4.8% 1.23 2.5% 35% False True 204,388
20 50.51 45.58 4.93 10.1% 1.21 2.5% 69% False False 162,033
40 50.51 42.51 8.00 16.3% 1.26 2.6% 81% False False 109,412
60 52.50 42.51 9.99 20.4% 1.30 2.6% 65% False False 86,198
Crabel Price Patterns
NR True
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.34
2.618 51.72
1.618 50.73
1.000 50.12
0.618 49.74
HIGH 49.13
0.618 48.75
0.500 48.64
0.382 48.52
LOW 48.14
0.618 47.53
1.000 47.15
1.618 46.54
2.618 45.55
4.250 43.93
Fisher Pivots for day following 11-Aug-2017
Pivot 1 day 3 day
R1 48.86 49.25
PP 48.75 49.15
S1 48.64 49.06

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

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