NYMEX Light Sweet Crude Oil Future December 2017


Trading Metrics calculated at close of trading on 20-Sep-2017
Day Change Summary
Previous Current
19-Sep-2017 20-Sep-2017 Change Change % Previous Week
Open 50.57 50.54 -0.03 -0.1% 48.65
High 51.10 51.41 0.31 0.6% 51.15
Low 50.08 50.46 0.38 0.8% 48.09
Close 50.24 51.04 0.80 1.6% 50.81
Range 1.02 0.95 -0.07 -6.9% 3.06
ATR 1.11 1.12 0.00 0.4% 0.00
Volume 173,136 209,453 36,317 21.0% 793,953
Daily Pivots for day following 20-Sep-2017
Classic Woodie Camarilla DeMark
R4 53.82 53.38 51.56
R3 52.87 52.43 51.30
R2 51.92 51.92 51.21
R1 51.48 51.48 51.13 51.70
PP 50.97 50.97 50.97 51.08
S1 50.53 50.53 50.95 50.75
S2 50.02 50.02 50.87
S3 49.07 49.58 50.78
S4 48.12 48.63 50.52
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 51.41 49.90 1.51 3.0% 1.02 2.0% 75% True False 177,141
10 51.41 48.09 3.32 6.5% 1.04 2.0% 89% True False 166,973
20 51.41 46.59 4.82 9.4% 1.09 2.1% 92% True False 182,012
40 51.41 46.59 4.82 9.4% 1.13 2.2% 92% True False 148,156
60 51.41 44.35 7.06 13.8% 1.19 2.3% 95% True False 126,611
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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.45
2.618 53.90
1.618 52.95
1.000 52.36
0.618 52.00
HIGH 51.41
0.618 51.05
0.500 50.94
0.382 50.82
LOW 50.46
0.618 49.87
1.000 49.51
1.618 48.92
2.618 47.97
4.250 46.42
Fisher Pivots for day following 20-Sep-2017
Pivot 1 day 3 day
R1 51.01 50.94
PP 50.97 50.83
S1 50.94 50.73

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

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