NYMEX Light Sweet Crude Oil Future November 2017


Trading Metrics calculated at close of trading on 06-Oct-2017
Day Change Summary
Previous Current
05-Oct-2017 06-Oct-2017 Change Change % Previous Week
Open 49.88 50.75 0.87 1.7% 51.64
High 51.22 50.82 -0.40 -0.8% 51.71
Low 49.85 49.10 -0.75 -1.5% 49.10
Close 50.79 49.29 -1.50 -3.0% 49.29
Range 1.37 1.72 0.35 25.5% 2.61
ATR 1.10 1.15 0.04 4.0% 0.00
Volume 654,385 743,114 88,729 13.6% 3,060,003
Daily Pivots for day following 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 54.90 53.81 50.24
R3 53.18 52.09 49.76
R2 51.46 51.46 49.61
R1 50.37 50.37 49.45 50.06
PP 49.74 49.74 49.74 49.58
S1 48.65 48.65 49.13 48.34
S2 48.02 48.02 48.97
S3 46.30 46.93 48.82
S4 44.58 45.21 48.34
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 57.86 56.19 50.73
R3 55.25 53.58 50.01
R2 52.64 52.64 49.77
R1 50.97 50.97 49.53 50.50
PP 50.03 50.03 50.03 49.80
S1 48.36 48.36 49.05 47.89
S2 47.42 47.42 48.81
S3 44.81 45.75 48.57
S4 42.20 43.14 47.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.71 49.10 2.61 5.3% 1.25 2.5% 7% False True 612,000
10 52.86 49.10 3.76 7.6% 1.20 2.4% 5% False True 646,159
20 52.86 47.59 5.27 10.7% 1.08 2.2% 32% False False 564,861
40 52.86 46.14 6.72 13.6% 1.15 2.3% 47% False False 384,352
60 52.86 45.83 7.03 14.3% 1.16 2.3% 49% False False 278,300
80 52.86 42.80 10.06 20.4% 1.19 2.4% 65% False False 216,483
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 58.13
2.618 55.32
1.618 53.60
1.000 52.54
0.618 51.88
HIGH 50.82
0.618 50.16
0.500 49.96
0.382 49.76
LOW 49.10
0.618 48.04
1.000 47.38
1.618 46.32
2.618 44.60
4.250 41.79
Fisher Pivots for day following 06-Oct-2017
Pivot 1 day 3 day
R1 49.96 50.16
PP 49.74 49.87
S1 49.51 49.58

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

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