NYMEX Light Sweet Crude Oil Future December 2017


Trading Metrics calculated at close of trading on 11-Oct-2017
Day Change Summary
Previous Current
10-Oct-2017 11-Oct-2017 Change Change % Previous Week
Open 49.87 51.24 1.37 2.7% 51.84
High 51.38 51.69 0.31 0.6% 51.98
Low 49.87 50.91 1.04 2.1% 49.44
Close 51.23 51.60 0.37 0.7% 49.65
Range 1.51 0.78 -0.73 -48.3% 2.54
ATR 1.11 1.08 -0.02 -2.1% 0.00
Volume 276,765 268,313 -8,452 -3.1% 1,000,010
Daily Pivots for day following 11-Oct-2017
Classic Woodie Camarilla DeMark
R4 53.74 53.45 52.03
R3 52.96 52.67 51.81
R2 52.18 52.18 51.74
R1 51.89 51.89 51.67 52.04
PP 51.40 51.40 51.40 51.47
S1 51.11 51.11 51.53 51.26
S2 50.62 50.62 51.46
S3 49.84 50.33 51.39
S4 49.06 49.55 51.17
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 51.69 49.44 2.25 4.4% 1.20 2.3% 96% True False 248,254
10 53.11 49.44 3.67 7.1% 1.11 2.2% 59% False False 217,076
20 53.11 49.44 3.67 7.1% 1.04 2.0% 59% False False 201,488
40 53.11 46.59 6.52 12.6% 1.09 2.1% 77% False False 183,226
60 53.11 46.10 7.01 13.6% 1.12 2.2% 78% False False 157,809
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.01
2.618 53.73
1.618 52.95
1.000 52.47
0.618 52.17
HIGH 51.69
0.618 51.39
0.500 51.30
0.382 51.21
LOW 50.91
0.618 50.43
1.000 50.13
1.618 49.65
2.618 48.87
4.250 47.60
Fisher Pivots for day following 11-Oct-2017
Pivot 1 day 3 day
R1 51.50 51.26
PP 51.40 50.92
S1 51.30 50.59

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

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