NYMEX Light Sweet Crude Oil Future November 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 46.51 47.87 1.36 2.9% 48.23
High 48.12 48.03 -0.09 -0.2% 48.47
Low 46.14 47.39 1.25 2.7% 46.14
Close 47.96 47.99 0.03 0.1% 47.99
Range 1.98 0.64 -1.34 -67.7% 2.33
ATR 1.24 1.20 -0.04 -3.5% 0.00
Volume 317,070 313,275 -3,795 -1.2% 1,663,681
Daily Pivots for day following 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 49.72 49.50 48.34
R3 49.08 48.86 48.17
R2 48.44 48.44 48.11
R1 48.22 48.22 48.05 48.33
PP 47.80 47.80 47.80 47.86
S1 47.58 47.58 47.93 47.69
S2 47.16 47.16 47.87
S3 46.52 46.94 47.81
S4 45.88 46.30 47.64
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 54.52 53.59 49.27
R3 52.19 51.26 48.63
R2 49.86 49.86 48.42
R1 48.93 48.93 48.20 48.23
PP 47.53 47.53 47.53 47.19
S1 46.60 46.60 47.78 45.90
S2 45.20 45.20 47.56
S3 42.87 44.27 47.35
S4 40.54 41.94 46.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.47 46.14 2.33 4.9% 1.28 2.7% 79% False False 332,736
10 49.06 46.14 2.92 6.1% 1.17 2.4% 63% False False 244,745
20 50.47 46.14 4.33 9.0% 1.19 2.5% 43% False False 169,396
40 50.62 44.26 6.36 13.3% 1.21 2.5% 59% False False 111,630
60 50.62 42.80 7.82 16.3% 1.21 2.5% 66% False False 84,137
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 0.19
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 50.75
2.618 49.71
1.618 49.07
1.000 48.67
0.618 48.43
HIGH 48.03
0.618 47.79
0.500 47.71
0.382 47.63
LOW 47.39
0.618 46.99
1.000 46.75
1.618 46.35
2.618 45.71
4.250 44.67
Fisher Pivots for day following 01-Sep-2017
Pivot 1 day 3 day
R1 47.90 47.70
PP 47.80 47.42
S1 47.71 47.13

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

View Archives - Comment on this page... - Back to Index of Symbols