NYMEX Light Sweet Crude Oil Future December 2017


Trading Metrics calculated at close of trading on 31-Aug-2017
Day Change Summary
Previous Current
30-Aug-2017 31-Aug-2017 Change Change % Previous Week
Open 47.38 46.92 -0.46 -1.0% 49.14
High 47.77 48.64 0.87 1.8% 49.17
Low 46.84 46.59 -0.25 -0.5% 47.50
Close 46.94 48.56 1.62 3.5% 48.34
Range 0.93 2.05 1.12 120.4% 1.67
ATR 1.15 1.21 0.06 5.6% 0.00
Volume 288,277 233,775 -54,502 -18.9% 537,252
Daily Pivots for day following 31-Aug-2017
Classic Woodie Camarilla DeMark
R4 54.08 53.37 49.69
R3 52.03 51.32 49.12
R2 49.98 49.98 48.94
R1 49.27 49.27 48.75 49.63
PP 47.93 47.93 47.93 48.11
S1 47.22 47.22 48.37 47.58
S2 45.88 45.88 48.18
S3 43.83 45.17 48.00
S4 41.78 43.12 47.43
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 48.70 46.59 2.11 4.3% 1.20 2.5% 93% False True 231,099
10 49.17 46.59 2.58 5.3% 1.27 2.6% 76% False True 171,003
20 50.56 46.59 3.97 8.2% 1.18 2.4% 50% False True 137,761
40 50.72 44.52 6.20 12.8% 1.21 2.5% 65% False False 119,230
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 57.35
2.618 54.01
1.618 51.96
1.000 50.69
0.618 49.91
HIGH 48.64
0.618 47.86
0.500 47.62
0.382 47.37
LOW 46.59
0.618 45.32
1.000 44.54
1.618 43.27
2.618 41.22
4.250 37.88
Fisher Pivots for day following 31-Aug-2017
Pivot 1 day 3 day
R1 48.25 48.25
PP 47.93 47.93
S1 47.62 47.62

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

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