NYMEX Light Sweet Crude Oil Future November 2017


Trading Metrics calculated at close of trading on 06-Sep-2017
Day Change Summary
Previous Current
05-Sep-2017 06-Sep-2017 Change Change % Previous Week
Open 48.00 49.04 1.04 2.2% 48.23
High 49.42 49.84 0.42 0.8% 48.47
Low 47.72 48.96 1.24 2.6% 46.14
Close 49.14 49.62 0.48 1.0% 47.99
Range 1.70 0.88 -0.82 -48.2% 2.33
ATR 1.24 1.21 -0.03 -2.1% 0.00
Volume 241,849 265,437 23,588 9.8% 1,663,681
Daily Pivots for day following 06-Sep-2017
Classic Woodie Camarilla DeMark
R4 52.11 51.75 50.10
R3 51.23 50.87 49.86
R2 50.35 50.35 49.78
R1 49.99 49.99 49.70 50.17
PP 49.47 49.47 49.47 49.57
S1 49.11 49.11 49.54 49.29
S2 48.59 48.59 49.46
S3 47.71 48.23 49.38
S4 46.83 47.35 49.14
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 49.84 46.14 3.70 7.5% 1.22 2.5% 94% True False 298,420
10 49.84 46.14 3.70 7.5% 1.17 2.4% 94% True False 263,747
20 50.47 46.14 4.33 8.7% 1.22 2.5% 80% False False 185,918
40 50.62 45.51 5.11 10.3% 1.20 2.4% 80% False False 122,584
60 50.62 42.80 7.82 15.8% 1.23 2.5% 87% False False 91,725
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.58
2.618 52.14
1.618 51.26
1.000 50.72
0.618 50.38
HIGH 49.84
0.618 49.50
0.500 49.40
0.382 49.30
LOW 48.96
0.618 48.42
1.000 48.08
1.618 47.54
2.618 46.66
4.250 45.22
Fisher Pivots for day following 06-Sep-2017
Pivot 1 day 3 day
R1 49.55 49.29
PP 49.47 48.95
S1 49.40 48.62

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

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