NYMEX Light Sweet Crude Oil Future December 2017


Trading Metrics calculated at close of trading on 24-Oct-2017
Day Change Summary
Previous Current
23-Oct-2017 24-Oct-2017 Change Change % Previous Week
Open 52.07 51.89 -0.18 -0.3% 51.70
High 52.30 52.62 0.32 0.6% 52.65
Low 51.68 51.55 -0.13 -0.3% 50.87
Close 51.90 52.47 0.57 1.1% 51.84
Range 0.62 1.07 0.45 72.6% 1.78
ATR 1.03 1.04 0.00 0.3% 0.00
Volume 583,563 709,553 125,990 21.6% 2,754,982
Daily Pivots for day following 24-Oct-2017
Classic Woodie Camarilla DeMark
R4 55.42 55.02 53.06
R3 54.35 53.95 52.76
R2 53.28 53.28 52.67
R1 52.88 52.88 52.57 53.08
PP 52.21 52.21 52.21 52.32
S1 51.81 51.81 52.37 52.01
S2 51.14 51.14 52.27
S3 50.07 50.74 52.18
S4 49.00 49.67 51.88
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 52.62 50.87 1.75 3.3% 0.93 1.8% 91% True False 642,649
10 52.65 50.48 2.17 4.1% 0.94 1.8% 92% False False 485,110
20 53.11 49.44 3.67 7.0% 1.02 2.0% 83% False False 347,569
40 53.11 46.59 6.52 12.4% 1.04 2.0% 90% False False 270,327
60 53.11 46.59 6.52 12.4% 1.09 2.1% 90% False False 218,766
80 53.11 44.52 8.59 16.4% 1.14 2.2% 93% False False 187,896
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.17
2.618 55.42
1.618 54.35
1.000 53.69
0.618 53.28
HIGH 52.62
0.618 52.21
0.500 52.09
0.382 51.96
LOW 51.55
0.618 50.89
1.000 50.48
1.618 49.82
2.618 48.75
4.250 47.00
Fisher Pivots for day following 24-Oct-2017
Pivot 1 day 3 day
R1 52.34 52.23
PP 52.21 51.99
S1 52.09 51.75

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

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