NYMEX Light Sweet Crude Oil Future December 2017


Trading Metrics calculated at close of trading on 11-Sep-2017
Day Change Summary
Previous Current
08-Sep-2017 11-Sep-2017 Change Change % Previous Week
Open 49.86 48.65 -1.21 -2.4% 48.50
High 50.05 49.20 -0.85 -1.7% 50.18
Low 48.32 48.09 -0.23 -0.5% 48.16
Close 48.56 49.07 0.51 1.1% 48.56
Range 1.73 1.11 -0.62 -35.8% 2.02
ATR 1.18 1.18 -0.01 -0.4% 0.00
Volume 203,284 128,322 -74,962 -36.9% 742,856
Daily Pivots for day following 11-Sep-2017
Classic Woodie Camarilla DeMark
R4 52.12 51.70 49.68
R3 51.01 50.59 49.38
R2 49.90 49.90 49.27
R1 49.48 49.48 49.17 49.69
PP 48.79 48.79 48.79 48.89
S1 48.37 48.37 48.97 48.58
S2 47.68 47.68 48.87
S3 46.57 47.26 48.76
S4 45.46 46.15 48.46
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 55.03 53.81 49.67
R3 53.01 51.79 49.12
R2 50.99 50.99 48.93
R1 49.77 49.77 48.75 50.38
PP 48.97 48.97 48.97 49.27
S1 47.75 47.75 48.37 48.36
S2 46.95 46.95 48.19
S3 44.93 45.73 48.00
S4 42.91 43.71 47.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.18 48.09 2.09 4.3% 1.19 2.4% 47% False True 174,235
10 50.18 46.59 3.59 7.3% 1.21 2.5% 69% False False 214,933
20 50.18 46.59 3.59 7.3% 1.18 2.4% 69% False False 159,860
40 50.72 46.10 4.62 9.4% 1.17 2.4% 64% False False 132,563
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.92
2.618 52.11
1.618 51.00
1.000 50.31
0.618 49.89
HIGH 49.20
0.618 48.78
0.500 48.65
0.382 48.51
LOW 48.09
0.618 47.40
1.000 46.98
1.618 46.29
2.618 45.18
4.250 43.37
Fisher Pivots for day following 11-Sep-2017
Pivot 1 day 3 day
R1 48.93 49.13
PP 48.79 49.11
S1 48.65 49.09

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

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