NYMEX Light Sweet Crude Oil Future January 2018


Trading Metrics calculated at close of trading on 07-Sep-2017
Day Change Summary
Previous Current
06-Sep-2017 07-Sep-2017 Change Change % Previous Week
Open 49.68 50.27 0.59 1.2% 48.71
High 50.45 50.46 0.01 0.0% 49.15
Low 49.62 49.88 0.26 0.5% 46.95
Close 50.31 50.23 -0.08 -0.2% 48.99
Range 0.83 0.58 -0.25 -30.1% 2.20
ATR 1.12 1.08 -0.04 -3.4% 0.00
Volume 87,428 68,786 -18,642 -21.3% 601,518
Daily Pivots for day following 07-Sep-2017
Classic Woodie Camarilla DeMark
R4 51.93 51.66 50.55
R3 51.35 51.08 50.39
R2 50.77 50.77 50.34
R1 50.50 50.50 50.28 50.35
PP 50.19 50.19 50.19 50.11
S1 49.92 49.92 50.18 49.77
S2 49.61 49.61 50.12
S3 49.03 49.34 50.07
S4 48.45 48.76 49.91
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 54.96 54.18 50.20
R3 52.76 51.98 49.60
R2 50.56 50.56 49.39
R1 49.78 49.78 49.19 50.17
PP 48.36 48.36 48.36 48.56
S1 47.58 47.58 48.79 47.97
S2 46.16 46.16 48.59
S3 43.96 45.38 48.39
S4 41.76 43.18 47.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.46 46.95 3.51 7.0% 1.11 2.2% 93% True False 90,843
10 50.46 46.95 3.51 7.0% 1.06 2.1% 93% True False 92,786
20 50.62 46.95 3.67 7.3% 1.14 2.3% 89% False False 67,722
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.93
2.618 51.98
1.618 51.40
1.000 51.04
0.618 50.82
HIGH 50.46
0.618 50.24
0.500 50.17
0.382 50.10
LOW 49.88
0.618 49.52
1.000 49.30
1.618 48.94
2.618 48.36
4.250 47.42
Fisher Pivots for day following 07-Sep-2017
Pivot 1 day 3 day
R1 50.21 49.99
PP 50.19 49.75
S1 50.17 49.52

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

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