NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 30-Aug-2017
Day Change Summary
Previous Current
29-Aug-2017 30-Aug-2017 Change Change % Previous Week
Open 46.86 46.31 -0.55 -1.2% 48.89
High 46.96 46.72 -0.24 -0.5% 48.91
Low 45.76 45.84 0.08 0.2% 47.06
Close 46.44 45.96 -0.48 -1.0% 47.87
Range 1.20 0.88 -0.32 -26.7% 1.85
ATR 1.26 1.23 -0.03 -2.1% 0.00
Volume 895,643 895,643 0 0.0% 3,928,980
Daily Pivots for day following 30-Aug-2017
Classic Woodie Camarilla DeMark
R4 48.81 48.27 46.44
R3 47.93 47.39 46.20
R2 47.05 47.05 46.12
R1 46.51 46.51 46.04 46.34
PP 46.17 46.17 46.17 46.09
S1 45.63 45.63 45.88 45.46
S2 45.29 45.29 45.80
S3 44.41 44.75 45.72
S4 43.53 43.87 45.48
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 53.50 52.53 48.89
R3 51.65 50.68 48.38
R2 49.80 49.80 48.21
R1 48.83 48.83 48.04 48.39
PP 47.95 47.95 47.95 47.73
S1 46.98 46.98 47.70 46.54
S2 46.10 46.10 47.53
S3 44.25 45.13 47.36
S4 42.40 43.28 46.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.43 45.76 2.67 5.8% 1.20 2.6% 7% False False 838,089
10 48.91 45.76 3.15 6.9% 1.22 2.7% 6% False False 781,231
20 50.35 45.76 4.59 10.0% 1.21 2.6% 4% False False 509,309
40 50.51 44.01 6.50 14.1% 1.25 2.7% 30% False False 311,250
60 50.51 42.51 8.00 17.4% 1.25 2.7% 43% False False 223,321
80 52.50 42.51 9.99 21.7% 1.28 2.8% 35% False False 175,799
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 50.46
2.618 49.02
1.618 48.14
1.000 47.60
0.618 47.26
HIGH 46.72
0.618 46.38
0.500 46.28
0.382 46.18
LOW 45.84
0.618 45.30
1.000 44.96
1.618 44.42
2.618 43.54
4.250 42.10
Fisher Pivots for day following 30-Aug-2017
Pivot 1 day 3 day
R1 46.28 46.98
PP 46.17 46.64
S1 46.07 46.30

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

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