NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 16-Aug-2017
Day Change Summary
Previous Current
15-Aug-2017 16-Aug-2017 Change Change % Previous Week
Open 47.63 47.90 0.27 0.6% 49.72
High 48.05 48.13 0.08 0.2% 50.35
Low 47.16 46.84 -0.32 -0.7% 48.14
Close 47.70 46.94 -0.76 -1.6% 48.97
Range 0.89 1.29 0.40 44.9% 2.21
ATR 1.25 1.25 0.00 0.2% 0.00
Volume 313,076 403,773 90,697 29.0% 1,225,220
Daily Pivots for day following 16-Aug-2017
Classic Woodie Camarilla DeMark
R4 51.17 50.35 47.65
R3 49.88 49.06 47.29
R2 48.59 48.59 47.18
R1 47.77 47.77 47.06 47.54
PP 47.30 47.30 47.30 47.19
S1 46.48 46.48 46.82 46.25
S2 46.01 46.01 46.70
S3 44.72 45.19 46.59
S4 43.43 43.90 46.23
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 46.84 3.51 7.5% 1.35 2.9% 3% False True 282,789
10 50.35 46.84 3.51 7.5% 1.19 2.5% 3% False True 237,387
20 50.51 45.58 4.93 10.5% 1.25 2.7% 28% False False 193,822
40 50.51 42.51 8.00 17.0% 1.28 2.7% 55% False False 128,132
60 52.50 42.51 9.99 21.3% 1.31 2.8% 44% False False 99,329
80 52.50 42.51 9.99 21.3% 1.29 2.8% 44% False False 81,036
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.61
2.618 51.51
1.618 50.22
1.000 49.42
0.618 48.93
HIGH 48.13
0.618 47.64
0.500 47.49
0.382 47.33
LOW 46.84
0.618 46.04
1.000 45.55
1.618 44.75
2.618 43.46
4.250 41.36
Fisher Pivots for day following 16-Aug-2017
Pivot 1 day 3 day
R1 47.49 48.08
PP 47.30 47.70
S1 47.12 47.32

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

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