NYMEX Light Sweet Crude Oil Future December 2017


Trading Metrics calculated at close of trading on 29-Sep-2017
Day Change Summary
Previous Current
28-Sep-2017 29-Sep-2017 Change Change % Previous Week
Open 52.35 51.94 -0.41 -0.8% 51.06
High 53.11 52.08 -1.03 -1.9% 53.11
Low 51.51 51.59 0.08 0.2% 50.77
Close 51.87 51.95 0.08 0.2% 51.95
Range 1.60 0.49 -1.11 -69.4% 2.34
ATR 1.10 1.05 -0.04 -4.0% 0.00
Volume 259,408 173,584 -85,824 -33.1% 1,118,477
Daily Pivots for day following 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 53.34 53.14 52.22
R3 52.85 52.65 52.08
R2 52.36 52.36 52.04
R1 52.16 52.16 51.99 52.26
PP 51.87 51.87 51.87 51.93
S1 51.67 51.67 51.91 51.77
S2 51.38 51.38 51.86
S3 50.89 51.18 51.82
S4 50.40 50.69 51.68
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 58.96 57.80 53.24
R3 56.62 55.46 52.59
R2 54.28 54.28 52.38
R1 53.12 53.12 52.16 53.70
PP 51.94 51.94 51.94 52.24
S1 50.78 50.78 51.74 51.36
S2 49.60 49.60 51.52
S3 47.26 48.44 51.31
S4 44.92 46.10 50.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.11 50.77 2.34 4.5% 1.11 2.1% 50% False False 223,695
10 53.11 50.04 3.07 5.9% 0.98 1.9% 62% False False 192,253
20 53.11 48.05 5.06 9.7% 1.01 1.9% 77% False False 184,109
40 53.11 46.59 6.52 12.6% 1.09 2.1% 82% False False 160,935
60 53.11 44.52 8.59 16.5% 1.14 2.2% 86% False False 140,857
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 54.16
2.618 53.36
1.618 52.87
1.000 52.57
0.618 52.38
HIGH 52.08
0.618 51.89
0.500 51.84
0.382 51.78
LOW 51.59
0.618 51.29
1.000 51.10
1.618 50.80
2.618 50.31
4.250 49.51
Fisher Pivots for day following 29-Sep-2017
Pivot 1 day 3 day
R1 51.91 52.31
PP 51.87 52.19
S1 51.84 52.07

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

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