NYMEX Light Sweet Crude Oil Future November 2017


Trading Metrics calculated at close of trading on 27-Sep-2017
Day Change Summary
Previous Current
26-Sep-2017 27-Sep-2017 Change Change % Previous Week
Open 52.12 52.09 -0.03 -0.1% 50.39
High 52.43 52.34 -0.09 -0.2% 51.11
Low 51.43 51.63 0.20 0.4% 49.68
Close 51.88 52.14 0.26 0.5% 50.66
Range 1.00 0.71 -0.29 -29.0% 1.43
ATR 1.13 1.10 -0.03 -2.7% 0.00
Volume 709,515 637,035 -72,480 -10.2% 3,108,069
Daily Pivots for day following 27-Sep-2017
Classic Woodie Camarilla DeMark
R4 54.17 53.86 52.53
R3 53.46 53.15 52.34
R2 52.75 52.75 52.27
R1 52.44 52.44 52.21 52.60
PP 52.04 52.04 52.04 52.11
S1 51.73 51.73 52.07 51.89
S2 51.33 51.33 52.01
S3 50.62 51.02 51.94
S4 49.91 50.31 51.75
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 54.77 54.15 51.45
R3 53.34 52.72 51.05
R2 51.91 51.91 50.92
R1 51.29 51.29 50.79 51.60
PP 50.48 50.48 50.48 50.64
S1 49.86 49.86 50.53 50.17
S2 49.05 49.05 50.40
S3 47.62 48.43 50.27
S4 46.19 47.00 49.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.43 50.07 2.36 4.5% 0.97 1.9% 88% False False 620,431
10 52.43 49.57 2.86 5.5% 1.01 1.9% 90% False False 601,584
20 52.43 46.14 6.29 12.1% 1.09 2.1% 95% False False 448,428
40 52.43 46.14 6.29 12.1% 1.13 2.2% 95% False False 288,879
60 52.43 44.26 8.17 15.7% 1.21 2.3% 96% False False 209,017
80 52.43 42.80 9.63 18.5% 1.19 2.3% 97% False False 164,424
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.36
2.618 54.20
1.618 53.49
1.000 53.05
0.618 52.78
HIGH 52.34
0.618 52.07
0.500 51.99
0.382 51.90
LOW 51.63
0.618 51.19
1.000 50.92
1.618 50.48
2.618 49.77
4.250 48.61
Fisher Pivots for day following 27-Sep-2017
Pivot 1 day 3 day
R1 52.09 51.90
PP 52.04 51.65
S1 51.99 51.41

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

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