NYMEX Light Sweet Crude Oil Future January 2018


Trading Metrics calculated at close of trading on 05-Oct-2017
Day Change Summary
Previous Current
04-Oct-2017 05-Oct-2017 Change Change % Previous Week
Open 50.72 50.49 -0.23 -0.5% 51.31
High 51.18 51.78 0.60 1.2% 53.27
Low 50.38 50.47 0.09 0.2% 51.06
Close 50.60 51.44 0.84 1.7% 52.14
Range 0.80 1.31 0.51 63.8% 2.21
ATR 0.99 1.01 0.02 2.3% 0.00
Volume 81,451 67,332 -14,119 -17.3% 332,044
Daily Pivots for day following 05-Oct-2017
Classic Woodie Camarilla DeMark
R4 55.16 54.61 52.16
R3 53.85 53.30 51.80
R2 52.54 52.54 51.68
R1 51.99 51.99 51.56 52.27
PP 51.23 51.23 51.23 51.37
S1 50.68 50.68 51.32 50.96
S2 49.92 49.92 51.20
S3 48.61 49.37 51.08
S4 47.30 48.06 50.72
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 58.79 57.67 53.36
R3 56.58 55.46 52.75
R2 54.37 54.37 52.55
R1 53.25 53.25 52.34 53.81
PP 52.16 52.16 52.16 52.44
S1 51.04 51.04 51.94 51.60
S2 49.95 49.95 51.73
S3 47.74 48.83 51.53
S4 45.53 46.62 50.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.29 50.38 1.91 3.7% 0.93 1.8% 55% False False 59,250
10 53.27 50.38 2.89 5.6% 0.99 1.9% 37% False False 62,331
20 53.27 48.50 4.77 9.3% 0.99 1.9% 62% False False 65,466
40 53.27 46.95 6.32 12.3% 1.07 2.1% 71% False False 66,594
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 0.24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.35
2.618 55.21
1.618 53.90
1.000 53.09
0.618 52.59
HIGH 51.78
0.618 51.28
0.500 51.13
0.382 50.97
LOW 50.47
0.618 49.66
1.000 49.16
1.618 48.35
2.618 47.04
4.250 44.90
Fisher Pivots for day following 05-Oct-2017
Pivot 1 day 3 day
R1 51.34 51.32
PP 51.23 51.20
S1 51.13 51.08

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

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