NYMEX Light Sweet Crude Oil Future December 2017


Trading Metrics calculated at close of trading on 23-Oct-2017
Day Change Summary
Previous Current
20-Oct-2017 23-Oct-2017 Change Change % Previous Week
Open 51.59 52.07 0.48 0.9% 51.70
High 52.09 52.30 0.21 0.4% 52.65
Low 50.87 51.68 0.81 1.6% 50.87
Close 51.84 51.90 0.06 0.1% 51.84
Range 1.22 0.62 -0.60 -49.2% 1.78
ATR 1.06 1.03 -0.03 -3.0% 0.00
Volume 674,142 583,563 -90,579 -13.4% 2,754,982
Daily Pivots for day following 23-Oct-2017
Classic Woodie Camarilla DeMark
R4 53.82 53.48 52.24
R3 53.20 52.86 52.07
R2 52.58 52.58 52.01
R1 52.24 52.24 51.96 52.10
PP 51.96 51.96 51.96 51.89
S1 51.62 51.62 51.84 51.48
S2 51.34 51.34 51.79
S3 50.72 51.00 51.73
S4 50.10 50.38 51.56
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 57.13 56.26 52.82
R3 55.35 54.48 52.33
R2 53.57 53.57 52.17
R1 52.70 52.70 52.00 53.14
PP 51.79 51.79 51.79 52.00
S1 50.92 50.92 51.68 51.36
S2 50.01 50.01 51.51
S3 48.23 49.14 51.35
S4 46.45 47.36 50.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.56 50.87 1.69 3.3% 0.92 1.8% 61% False False 601,473
10 52.65 49.87 2.78 5.4% 0.99 1.9% 73% False False 441,831
20 53.11 49.44 3.67 7.1% 1.02 2.0% 67% False False 323,379
40 53.11 46.59 6.52 12.6% 1.06 2.0% 81% False False 258,712
60 53.11 46.59 6.52 12.6% 1.09 2.1% 81% False False 209,096
80 53.11 44.52 8.59 16.6% 1.15 2.2% 86% False False 179,920
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.20
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 54.94
2.618 53.92
1.618 53.30
1.000 52.92
0.618 52.68
HIGH 52.30
0.618 52.06
0.500 51.99
0.382 51.92
LOW 51.68
0.618 51.30
1.000 51.06
1.618 50.68
2.618 50.06
4.250 49.05
Fisher Pivots for day following 23-Oct-2017
Pivot 1 day 3 day
R1 51.99 51.81
PP 51.96 51.72
S1 51.93 51.63

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

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