NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 17-Aug-2017
Day Change Summary
Previous Current
16-Aug-2017 17-Aug-2017 Change Change % Previous Week
Open 47.90 46.95 -0.95 -2.0% 49.72
High 48.13 47.34 -0.79 -1.6% 50.35
Low 46.84 46.62 -0.22 -0.5% 48.14
Close 46.94 47.24 0.30 0.6% 48.97
Range 1.29 0.72 -0.57 -44.2% 2.21
ATR 1.25 1.21 -0.04 -3.0% 0.00
Volume 403,773 437,626 33,853 8.4% 1,225,220
Daily Pivots for day following 17-Aug-2017
Classic Woodie Camarilla DeMark
R4 49.23 48.95 47.64
R3 48.51 48.23 47.44
R2 47.79 47.79 47.37
R1 47.51 47.51 47.31 47.65
PP 47.07 47.07 47.07 47.14
S1 46.79 46.79 47.17 46.93
S2 46.35 46.35 47.11
S3 45.63 46.07 47.04
S4 44.91 45.35 46.84
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 49.31 46.62 2.69 5.7% 1.13 2.4% 23% False True 303,787
10 50.35 46.62 3.73 7.9% 1.15 2.4% 17% False True 265,482
20 50.51 45.58 4.93 10.4% 1.24 2.6% 34% False False 211,809
40 50.51 42.71 7.80 16.5% 1.24 2.6% 58% False False 137,132
60 52.50 42.51 9.99 21.1% 1.30 2.8% 47% False False 106,077
80 52.50 42.51 9.99 21.1% 1.29 2.7% 47% False False 86,234
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 38 trading days
Fibonacci Retracements and Extensions
4.250 50.40
2.618 49.22
1.618 48.50
1.000 48.06
0.618 47.78
HIGH 47.34
0.618 47.06
0.500 46.98
0.382 46.90
LOW 46.62
0.618 46.18
1.000 45.90
1.618 45.46
2.618 44.74
4.250 43.56
Fisher Pivots for day following 17-Aug-2017
Pivot 1 day 3 day
R1 47.15 47.38
PP 47.07 47.33
S1 46.98 47.29

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

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