NYMEX Light Sweet Crude Oil Future October 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 46.95 47.08 0.13 0.3% 48.93
High 47.34 48.90 1.56 3.3% 49.31
Low 46.62 46.93 0.31 0.7% 46.62
Close 47.24 48.66 1.42 3.0% 48.66
Range 0.72 1.97 1.25 173.6% 2.69
ATR 1.21 1.27 0.05 4.5% 0.00
Volume 437,626 733,134 295,508 67.5% 2,046,604
Daily Pivots for day following 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 54.07 53.34 49.74
R3 52.10 51.37 49.20
R2 50.13 50.13 49.02
R1 49.40 49.40 48.84 49.77
PP 48.16 48.16 48.16 48.35
S1 47.43 47.43 48.48 47.80
S2 46.19 46.19 48.30
S3 44.22 45.46 48.12
S4 42.25 43.49 47.58
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 56.27 55.15 50.14
R3 53.58 52.46 49.40
R2 50.89 50.89 49.15
R1 49.77 49.77 48.91 48.99
PP 48.20 48.20 48.20 47.80
S1 47.08 47.08 48.41 46.30
S2 45.51 45.51 48.17
S3 42.82 44.39 47.92
S4 40.13 41.70 47.18
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 5.5% 1.32 2.7% 76% False False 409,320
10 50.35 46.62 3.73 7.7% 1.23 2.5% 55% False False 327,182
20 50.51 45.58 4.93 10.1% 1.26 2.6% 62% False False 245,052
40 50.51 43.00 7.51 15.4% 1.27 2.6% 75% False False 154,682
60 52.50 42.51 9.99 20.5% 1.32 2.7% 62% False False 117,664
80 52.50 42.51 9.99 20.5% 1.30 2.7% 62% False False 95,207
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 57.27
2.618 54.06
1.618 52.09
1.000 50.87
0.618 50.12
HIGH 48.90
0.618 48.15
0.500 47.92
0.382 47.68
LOW 46.93
0.618 45.71
1.000 44.96
1.618 43.74
2.618 41.77
4.250 38.56
Fisher Pivots for day following 18-Aug-2017
Pivot 1 day 3 day
R1 48.41 48.36
PP 48.16 48.06
S1 47.92 47.76

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

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