NYMEX Light Sweet Crude Oil Future December 2017


Trading Metrics calculated at close of trading on 28-Aug-2017
Day Change Summary
Previous Current
25-Aug-2017 28-Aug-2017 Change Change % Previous Week
Open 48.10 48.38 0.28 0.6% 49.14
High 48.38 48.70 0.32 0.7% 49.17
Low 47.91 46.93 -0.98 -2.0% 47.50
Close 48.34 47.27 -1.07 -2.2% 48.34
Range 0.47 1.77 1.30 276.6% 1.67
ATR 1.15 1.20 0.04 3.8% 0.00
Volume 100,194 244,976 144,782 144.5% 537,252
Daily Pivots for day following 28-Aug-2017
Classic Woodie Camarilla DeMark
R4 52.94 51.88 48.24
R3 51.17 50.11 47.76
R2 49.40 49.40 47.59
R1 48.34 48.34 47.43 47.99
PP 47.63 47.63 47.63 47.46
S1 46.57 46.57 47.11 46.22
S2 45.86 45.86 46.95
S3 44.09 44.80 46.78
S4 42.32 43.03 46.30
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 53.35 52.51 49.26
R3 51.68 50.84 48.80
R2 50.01 50.01 48.65
R1 49.17 49.17 48.49 48.76
PP 48.34 48.34 48.34 48.13
S1 47.50 47.50 48.19 47.09
S2 46.67 46.67 48.03
S3 45.00 45.83 47.88
S4 43.33 44.16 47.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.85 46.93 1.92 4.1% 1.06 2.2% 18% False True 134,007
10 49.17 46.93 2.24 4.7% 1.17 2.5% 15% False True 120,793
20 50.72 46.93 3.79 8.0% 1.19 2.5% 9% False True 115,643
40 50.72 44.52 6.20 13.1% 1.25 2.6% 44% False False 105,464
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 56.22
2.618 53.33
1.618 51.56
1.000 50.47
0.618 49.79
HIGH 48.70
0.618 48.02
0.500 47.82
0.382 47.61
LOW 46.93
0.618 45.84
1.000 45.16
1.618 44.07
2.618 42.30
4.250 39.41
Fisher Pivots for day following 28-Aug-2017
Pivot 1 day 3 day
R1 47.82 47.88
PP 47.63 47.67
S1 47.45 47.47

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

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