NYMEX Light Sweet Crude Oil Future November 2017


Trading Metrics calculated at close of trading on 22-Aug-2017
Day Change Summary
Previous Current
21-Aug-2017 22-Aug-2017 Change Change % Previous Week
Open 49.05 47.74 -1.31 -2.7% 49.04
High 49.06 48.37 -0.69 -1.4% 49.44
Low 47.38 47.53 0.15 0.3% 46.78
Close 47.68 48.02 0.34 0.7% 48.82
Range 1.68 0.84 -0.84 -50.0% 2.66
ATR 1.27 1.24 -0.03 -2.4% 0.00
Volume 154,565 162,708 8,143 5.3% 441,682
Daily Pivots for day following 22-Aug-2017
Classic Woodie Camarilla DeMark
R4 50.49 50.10 48.48
R3 49.65 49.26 48.25
R2 48.81 48.81 48.17
R1 48.42 48.42 48.10 48.62
PP 47.97 47.97 47.97 48.07
S1 47.58 47.58 47.94 47.78
S2 47.13 47.13 47.87
S3 46.29 46.74 47.79
S4 45.45 45.90 47.56
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 56.33 55.23 50.28
R3 53.67 52.57 49.55
R2 51.01 51.01 49.31
R1 49.91 49.91 49.06 49.13
PP 48.35 48.35 48.35 47.96
S1 47.25 47.25 48.58 46.47
S2 45.69 45.69 48.33
S3 43.03 44.59 48.09
S4 40.37 41.93 47.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.06 46.78 2.28 4.7% 1.29 2.7% 54% False False 122,414
10 50.47 46.78 3.69 7.7% 1.26 2.6% 34% False False 108,090
20 50.62 46.78 3.84 8.0% 1.19 2.5% 32% False False 91,277
40 50.62 44.05 6.57 13.7% 1.26 2.6% 60% False False 63,692
60 50.95 42.80 8.15 17.0% 1.25 2.6% 64% False False 52,679
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 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 51.94
2.618 50.57
1.618 49.73
1.000 49.21
0.618 48.89
HIGH 48.37
0.618 48.05
0.500 47.95
0.382 47.85
LOW 47.53
0.618 47.01
1.000 46.69
1.618 46.17
2.618 45.33
4.250 43.96
Fisher Pivots for day following 22-Aug-2017
Pivot 1 day 3 day
R1 48.00 48.08
PP 47.97 48.06
S1 47.95 48.04

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

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