NYMEX Light Sweet Crude Oil Future November 2017


Trading Metrics calculated at close of trading on 23-Aug-2017
Day Change Summary
Previous Current
22-Aug-2017 23-Aug-2017 Change Change % Previous Week
Open 47.74 47.83 0.09 0.2% 49.04
High 48.37 48.69 0.32 0.7% 49.44
Low 47.53 47.73 0.20 0.4% 46.78
Close 48.02 48.62 0.60 1.2% 48.82
Range 0.84 0.96 0.12 14.3% 2.66
ATR 1.24 1.22 -0.02 -1.6% 0.00
Volume 162,708 134,474 -28,234 -17.4% 441,682
Daily Pivots for day following 23-Aug-2017
Classic Woodie Camarilla DeMark
R4 51.23 50.88 49.15
R3 50.27 49.92 48.88
R2 49.31 49.31 48.80
R1 48.96 48.96 48.71 49.14
PP 48.35 48.35 48.35 48.43
S1 48.00 48.00 48.53 48.18
S2 47.39 47.39 48.44
S3 46.43 47.04 48.36
S4 45.47 46.08 48.09
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% 1.23 2.5% 81% False False 132,740
10 50.47 46.78 3.69 7.6% 1.28 2.6% 50% False False 112,069
20 50.62 46.78 3.84 7.9% 1.19 2.4% 48% False False 94,015
40 50.62 44.26 6.36 13.1% 1.26 2.6% 69% False False 66,397
60 50.62 42.80 7.82 16.1% 1.25 2.6% 74% False False 54,655
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.77
2.618 51.20
1.618 50.24
1.000 49.65
0.618 49.28
HIGH 48.69
0.618 48.32
0.500 48.21
0.382 48.10
LOW 47.73
0.618 47.14
1.000 46.77
1.618 46.18
2.618 45.22
4.250 43.65
Fisher Pivots for day following 23-Aug-2017
Pivot 1 day 3 day
R1 48.48 48.49
PP 48.35 48.35
S1 48.21 48.22

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

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