NYMEX Light Sweet Crude Oil Future December 2017


Trading Metrics calculated at close of trading on 03-Oct-2017
Day Change Summary
Previous Current
02-Oct-2017 03-Oct-2017 Change Change % Previous Week
Open 51.84 50.92 -0.92 -1.8% 51.06
High 51.98 51.04 -0.94 -1.8% 53.11
Low 50.39 50.45 0.06 0.1% 50.77
Close 50.90 50.74 -0.16 -0.3% 51.95
Range 1.59 0.59 -1.00 -62.9% 2.34
ATR 1.09 1.06 -0.04 -3.3% 0.00
Volume 168,627 129,950 -38,677 -22.9% 1,118,477
Daily Pivots for day following 03-Oct-2017
Classic Woodie Camarilla DeMark
R4 52.51 52.22 51.06
R3 51.92 51.63 50.90
R2 51.33 51.33 50.85
R1 51.04 51.04 50.79 50.89
PP 50.74 50.74 50.74 50.67
S1 50.45 50.45 50.69 50.30
S2 50.15 50.15 50.63
S3 49.56 49.86 50.58
S4 48.97 49.27 50.42
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 50.39 2.72 5.4% 0.99 2.0% 13% False False 185,880
10 53.11 50.39 2.72 5.4% 0.98 1.9% 13% False False 191,431
20 53.11 48.09 5.02 9.9% 1.01 2.0% 53% False False 177,491
40 53.11 46.59 6.52 12.8% 1.10 2.2% 64% False False 163,618
60 53.11 44.76 8.35 16.5% 1.13 2.2% 72% False False 143,012
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.55
2.618 52.58
1.618 51.99
1.000 51.63
0.618 51.40
HIGH 51.04
0.618 50.81
0.500 50.75
0.382 50.68
LOW 50.45
0.618 50.09
1.000 49.86
1.618 49.50
2.618 48.91
4.250 47.94
Fisher Pivots for day following 03-Oct-2017
Pivot 1 day 3 day
R1 50.75 51.24
PP 50.74 51.07
S1 50.74 50.91

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

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