NYMEX Light Sweet Crude Oil Future November 2017


Trading Metrics calculated at close of trading on 12-Sep-2017
Day Change Summary
Previous Current
11-Sep-2017 12-Sep-2017 Change Change % Previous Week
Open 48.15 48.71 0.56 1.2% 48.00
High 48.78 48.96 0.18 0.4% 49.84
Low 47.59 48.28 0.69 1.4% 47.72
Close 48.62 48.75 0.13 0.3% 48.06
Range 1.19 0.68 -0.51 -42.9% 2.12
ATR 1.22 1.18 -0.04 -3.2% 0.00
Volume 270,565 250,577 -19,988 -7.4% 1,100,325
Daily Pivots for day following 12-Sep-2017
Classic Woodie Camarilla DeMark
R4 50.70 50.41 49.12
R3 50.02 49.73 48.94
R2 49.34 49.34 48.87
R1 49.05 49.05 48.81 49.20
PP 48.66 48.66 48.66 48.74
S1 48.37 48.37 48.69 48.52
S2 47.98 47.98 48.63
S3 47.30 47.69 48.56
S4 46.62 47.01 48.38
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 54.90 53.60 49.23
R3 52.78 51.48 48.64
R2 50.66 50.66 48.45
R1 49.36 49.36 48.25 50.01
PP 48.54 48.54 48.54 48.87
S1 47.24 47.24 47.87 47.89
S2 46.42 46.42 47.67
S3 44.30 45.12 47.48
S4 42.18 43.00 46.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.84 47.59 2.25 4.6% 1.06 2.2% 52% False False 275,923
10 49.84 46.14 3.70 7.6% 1.15 2.4% 71% False False 296,075
20 49.84 46.14 3.70 7.6% 1.17 2.4% 71% False False 222,427
40 50.62 45.83 4.79 9.8% 1.20 2.5% 61% False False 145,936
60 50.62 42.80 7.82 16.0% 1.23 2.5% 76% False False 108,118
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 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 51.85
2.618 50.74
1.618 50.06
1.000 49.64
0.618 49.38
HIGH 48.96
0.618 48.70
0.500 48.62
0.382 48.54
LOW 48.28
0.618 47.86
1.000 47.60
1.618 47.18
2.618 46.50
4.250 45.39
Fisher Pivots for day following 12-Sep-2017
Pivot 1 day 3 day
R1 48.71 48.71
PP 48.66 48.68
S1 48.62 48.64

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

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