NYMEX Light Sweet Crude Oil Future December 2017


Trading Metrics calculated at close of trading on 19-Sep-2017
Day Change Summary
Previous Current
18-Sep-2017 19-Sep-2017 Change Change % Previous Week
Open 50.70 50.57 -0.13 -0.3% 48.65
High 51.19 51.10 -0.09 -0.2% 51.15
Low 50.04 50.08 0.04 0.1% 48.09
Close 50.66 50.24 -0.42 -0.8% 50.81
Range 1.15 1.02 -0.13 -11.3% 3.06
ATR 1.12 1.11 -0.01 -0.6% 0.00
Volume 133,663 173,136 39,473 29.5% 793,953
Daily Pivots for day following 19-Sep-2017
Classic Woodie Camarilla DeMark
R4 53.53 52.91 50.80
R3 52.51 51.89 50.52
R2 51.49 51.49 50.43
R1 50.87 50.87 50.33 50.67
PP 50.47 50.47 50.47 50.38
S1 49.85 49.85 50.15 49.65
S2 49.45 49.45 50.05
S3 48.43 48.83 49.96
S4 47.41 47.81 49.68
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 59.20 58.06 52.49
R3 56.14 55.00 51.65
R2 53.08 53.08 51.37
R1 51.94 51.94 51.09 52.51
PP 50.02 50.02 50.02 50.30
S1 48.88 48.88 50.53 49.45
S2 46.96 46.96 50.25
S3 43.90 45.82 49.97
S4 40.84 42.76 49.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.19 49.02 2.17 4.3% 1.06 2.1% 56% False False 170,531
10 51.19 48.09 3.10 6.2% 1.03 2.1% 69% False False 163,551
20 51.19 46.59 4.60 9.2% 1.08 2.1% 79% False False 177,341
40 51.19 46.59 4.60 9.2% 1.15 2.3% 79% False False 146,335
60 51.19 43.69 7.50 14.9% 1.19 2.4% 87% False False 123,917
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.44
2.618 53.77
1.618 52.75
1.000 52.12
0.618 51.73
HIGH 51.10
0.618 50.71
0.500 50.59
0.382 50.47
LOW 50.08
0.618 49.45
1.000 49.06
1.618 48.43
2.618 47.41
4.250 45.75
Fisher Pivots for day following 19-Sep-2017
Pivot 1 day 3 day
R1 50.59 50.62
PP 50.47 50.49
S1 50.36 50.37

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

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