NYMEX Light Sweet Crude Oil Future December 2017


Trading Metrics calculated at close of trading on 05-Sep-2017
Day Change Summary
Previous Current
01-Sep-2017 05-Sep-2017 Change Change % Previous Week
Open 48.50 48.50 0.00 0.0% 48.38
High 48.66 49.74 1.08 2.2% 48.70
Low 48.05 48.16 0.11 0.2% 46.59
Close 48.54 49.53 0.99 2.0% 48.54
Range 0.61 1.58 0.97 159.0% 2.11
ATR 1.17 1.20 0.03 2.5% 0.00
Volume 222,850 208,093 -14,757 -6.6% 1,278,155
Daily Pivots for day following 05-Sep-2017
Classic Woodie Camarilla DeMark
R4 53.88 53.29 50.40
R3 52.30 51.71 49.96
R2 50.72 50.72 49.82
R1 50.13 50.13 49.67 50.43
PP 49.14 49.14 49.14 49.29
S1 48.55 48.55 49.39 48.85
S2 47.56 47.56 49.24
S3 45.98 46.97 49.10
S4 44.40 45.39 48.66
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 54.27 53.52 49.70
R3 52.16 51.41 49.12
R2 50.05 50.05 48.93
R1 49.30 49.30 48.73 49.68
PP 47.94 47.94 47.94 48.13
S1 47.19 47.19 48.35 47.57
S2 45.83 45.83 48.15
S3 43.72 45.08 47.96
S4 41.61 42.97 47.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.74 46.59 3.15 6.4% 1.19 2.4% 93% True False 248,254
10 49.74 46.59 3.15 6.4% 1.12 2.3% 93% True False 191,130
20 50.56 46.59 3.97 8.0% 1.19 2.4% 74% False False 149,745
40 50.72 44.76 5.96 12.0% 1.19 2.4% 80% False False 125,773
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.46
2.618 53.88
1.618 52.30
1.000 51.32
0.618 50.72
HIGH 49.74
0.618 49.14
0.500 48.95
0.382 48.76
LOW 48.16
0.618 47.18
1.000 46.58
1.618 45.60
2.618 44.02
4.250 41.45
Fisher Pivots for day following 05-Sep-2017
Pivot 1 day 3 day
R1 49.34 49.08
PP 49.14 48.62
S1 48.95 48.17

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

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