NYMEX Light Sweet Crude Oil Future December 2017


Trading Metrics calculated at close of trading on 06-Oct-2017
Day Change Summary
Previous Current
05-Oct-2017 06-Oct-2017 Change Change % Previous Week
Open 50.20 51.11 0.91 1.8% 51.84
High 51.53 51.17 -0.36 -0.7% 51.98
Low 50.19 49.44 -0.75 -1.5% 49.44
Close 51.15 49.65 -1.50 -2.9% 49.65
Range 1.34 1.73 0.39 29.1% 2.54
ATR 1.06 1.11 0.05 4.5% 0.00
Volume 209,264 294,241 84,977 40.6% 1,000,010
Daily Pivots for day following 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 55.28 54.19 50.60
R3 53.55 52.46 50.13
R2 51.82 51.82 49.97
R1 50.73 50.73 49.81 50.41
PP 50.09 50.09 50.09 49.93
S1 49.00 49.00 49.49 48.68
S2 48.36 48.36 49.33
S3 46.63 47.27 49.17
S4 44.90 45.54 48.70
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 57.98 56.35 51.05
R3 55.44 53.81 50.35
R2 52.90 52.90 50.12
R1 51.27 51.27 49.88 50.82
PP 50.36 50.36 50.36 50.13
S1 48.73 48.73 49.42 48.28
S2 47.82 47.82 49.18
S3 45.28 46.19 48.95
S4 42.74 43.65 48.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.98 49.44 2.54 5.1% 1.22 2.5% 8% False True 200,002
10 53.11 49.44 3.67 7.4% 1.17 2.3% 6% False True 211,848
20 53.11 48.09 5.02 10.1% 1.04 2.1% 31% False False 185,824
40 53.11 46.59 6.52 13.1% 1.11 2.2% 47% False False 171,525
60 53.11 46.10 7.01 14.1% 1.12 2.3% 51% False False 149,679
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 58.52
2.618 55.70
1.618 53.97
1.000 52.90
0.618 52.24
HIGH 51.17
0.618 50.51
0.500 50.31
0.382 50.10
LOW 49.44
0.618 48.37
1.000 47.71
1.618 46.64
2.618 44.91
4.250 42.09
Fisher Pivots for day following 06-Oct-2017
Pivot 1 day 3 day
R1 50.31 50.49
PP 50.09 50.21
S1 49.87 49.93

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

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