NYMEX Light Sweet Crude Oil Future December 2017


Trading Metrics calculated at close of trading on 31-Oct-2017
Day Change Summary
Previous Current
30-Oct-2017 31-Oct-2017 Change Change % Previous Week
Open 54.16 54.08 -0.08 -0.1% 52.07
High 54.46 54.85 0.39 0.7% 54.20
Low 53.75 53.93 0.18 0.3% 51.55
Close 54.15 54.38 0.23 0.4% 53.90
Range 0.71 0.92 0.21 29.6% 2.65
ATR 1.05 1.04 -0.01 -0.9% 0.00
Volume 565,043 497,295 -67,748 -12.0% 3,300,417
Daily Pivots for day following 31-Oct-2017
Classic Woodie Camarilla DeMark
R4 57.15 56.68 54.89
R3 56.23 55.76 54.63
R2 55.31 55.31 54.55
R1 54.84 54.84 54.46 55.08
PP 54.39 54.39 54.39 54.50
S1 53.92 53.92 54.30 54.16
S2 53.47 53.47 54.21
S3 52.55 53.00 54.13
S4 51.63 52.08 53.87
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 61.17 60.18 55.36
R3 58.52 57.53 54.63
R2 55.87 55.87 54.39
R1 54.88 54.88 54.14 55.38
PP 53.22 53.22 53.22 53.46
S1 52.23 52.23 53.66 52.73
S2 50.57 50.57 53.41
S3 47.92 49.58 53.17
S4 45.27 46.93 52.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.85 51.89 2.96 5.4% 1.04 1.9% 84% True False 613,927
10 54.85 50.87 3.98 7.3% 0.99 1.8% 88% True False 628,288
20 54.85 49.44 5.41 9.9% 1.04 1.9% 91% True False 454,581
40 54.85 48.09 6.76 12.4% 1.02 1.9% 93% True False 316,036
60 54.85 46.59 8.26 15.2% 1.08 2.0% 94% True False 260,605
80 54.85 44.76 10.09 18.6% 1.11 2.0% 95% True False 220,905
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.76
2.618 57.26
1.618 56.34
1.000 55.77
0.618 55.42
HIGH 54.85
0.618 54.50
0.500 54.39
0.382 54.28
LOW 53.93
0.618 53.36
1.000 53.01
1.618 52.44
2.618 51.52
4.250 50.02
Fisher Pivots for day following 31-Oct-2017
Pivot 1 day 3 day
R1 54.39 54.10
PP 54.39 53.83
S1 54.38 53.55

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

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