NYMEX Light Sweet Crude Oil Future November 2017


Trading Metrics calculated at close of trading on 14-Sep-2017
Day Change Summary
Previous Current
13-Sep-2017 14-Sep-2017 Change Change % Previous Week
Open 48.85 49.76 0.91 1.9% 48.00
High 49.84 50.88 1.04 2.1% 49.84
Low 48.61 49.57 0.96 2.0% 47.72
Close 49.75 50.35 0.60 1.2% 48.06
Range 1.23 1.31 0.08 6.5% 2.12
ATR 1.18 1.19 0.01 0.8% 0.00
Volume 346,440 463,265 116,825 33.7% 1,100,325
Daily Pivots for day following 14-Sep-2017
Classic Woodie Camarilla DeMark
R4 54.20 53.58 51.07
R3 52.89 52.27 50.71
R2 51.58 51.58 50.59
R1 50.96 50.96 50.47 51.27
PP 50.27 50.27 50.27 50.42
S1 49.65 49.65 50.23 49.96
S2 48.96 48.96 50.11
S3 47.65 48.34 49.99
S4 46.34 47.03 49.63
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 50.88 47.59 3.29 6.5% 1.25 2.5% 84% True False 333,695
10 50.88 46.14 4.74 9.4% 1.21 2.4% 89% True False 306,151
20 50.88 46.14 4.74 9.4% 1.19 2.4% 89% True False 254,529
40 50.88 45.83 5.05 10.0% 1.21 2.4% 90% True False 164,687
60 50.88 42.80 8.08 16.0% 1.23 2.4% 93% True False 120,294
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 56.45
2.618 54.31
1.618 53.00
1.000 52.19
0.618 51.69
HIGH 50.88
0.618 50.38
0.500 50.23
0.382 50.07
LOW 49.57
0.618 48.76
1.000 48.26
1.618 47.45
2.618 46.14
4.250 44.00
Fisher Pivots for day following 14-Sep-2017
Pivot 1 day 3 day
R1 50.31 50.09
PP 50.27 49.84
S1 50.23 49.58

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

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