NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 01-Sep-2017
Day Change Summary
Previous Current
31-Aug-2017 01-Sep-2017 Change Change % Previous Week
Open 45.95 47.08 1.13 2.5% 47.89
High 47.47 47.35 -0.12 -0.3% 48.20
Low 45.58 46.56 0.98 2.2% 45.58
Close 47.23 47.29 0.06 0.1% 47.29
Range 1.89 0.79 -1.10 -58.2% 2.62
ATR 1.28 1.24 -0.03 -2.7% 0.00
Volume 882,983 915,708 32,725 3.7% 4,511,262
Daily Pivots for day following 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 49.44 49.15 47.72
R3 48.65 48.36 47.51
R2 47.86 47.86 47.43
R1 47.57 47.57 47.36 47.72
PP 47.07 47.07 47.07 47.14
S1 46.78 46.78 47.22 46.93
S2 46.28 46.28 47.15
S3 45.49 45.99 47.07
S4 44.70 45.20 46.86
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 54.88 53.71 48.73
R3 52.26 51.09 48.01
R2 49.64 49.64 47.77
R1 48.47 48.47 47.53 47.75
PP 47.02 47.02 47.02 46.66
S1 45.85 45.85 47.05 45.13
S2 44.40 44.40 46.81
S3 41.78 43.23 46.57
S4 39.16 40.61 45.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.20 45.58 2.62 5.5% 1.36 2.9% 65% False False 902,252
10 48.91 45.58 3.33 7.0% 1.22 2.6% 51% False False 844,024
20 50.35 45.58 4.77 10.1% 1.23 2.6% 36% False False 585,603
40 50.51 44.01 6.50 13.7% 1.24 2.6% 50% False False 353,497
60 50.51 42.51 8.00 16.9% 1.24 2.6% 60% False False 250,994
80 52.50 42.51 9.99 21.1% 1.28 2.7% 48% False False 197,561
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 50.71
2.618 49.42
1.618 48.63
1.000 48.14
0.618 47.84
HIGH 47.35
0.618 47.05
0.500 46.96
0.382 46.86
LOW 46.56
0.618 46.07
1.000 45.77
1.618 45.28
2.618 44.49
4.250 43.20
Fisher Pivots for day following 01-Sep-2017
Pivot 1 day 3 day
R1 47.18 47.04
PP 47.07 46.78
S1 46.96 46.53

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

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