NYMEX Light Sweet Crude Oil Future January 2018


Trading Metrics calculated at close of trading on 06-Oct-2017
Day Change Summary
Previous Current
05-Oct-2017 06-Oct-2017 Change Change % Previous Week
Open 50.49 51.39 0.90 1.8% 52.01
High 51.78 51.45 -0.33 -0.6% 52.16
Low 50.47 49.73 -0.74 -1.5% 49.73
Close 51.44 49.92 -1.52 -3.0% 49.92
Range 1.31 1.72 0.41 31.3% 2.43
ATR 1.01 1.07 0.05 5.0% 0.00
Volume 67,332 103,998 36,666 54.5% 347,051
Daily Pivots for day following 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 55.53 54.44 50.87
R3 53.81 52.72 50.39
R2 52.09 52.09 50.24
R1 51.00 51.00 50.08 50.69
PP 50.37 50.37 50.37 50.21
S1 49.28 49.28 49.76 48.97
S2 48.65 48.65 49.60
S3 46.93 47.56 49.45
S4 45.21 45.84 48.97
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 57.89 56.34 51.26
R3 55.46 53.91 50.59
R2 53.03 53.03 50.37
R1 51.48 51.48 50.14 51.04
PP 50.60 50.60 50.60 50.39
S1 49.05 49.05 49.70 48.61
S2 48.17 48.17 49.47
S3 45.74 46.62 49.25
S4 43.31 44.19 48.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.16 49.73 2.43 4.9% 1.19 2.4% 8% False True 69,410
10 53.27 49.73 3.54 7.1% 1.12 2.2% 5% False True 67,909
20 53.27 48.50 4.77 9.6% 1.00 2.0% 30% False False 66,955
40 53.27 46.95 6.32 12.7% 1.06 2.1% 47% False False 67,736
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 58.76
2.618 55.95
1.618 54.23
1.000 53.17
0.618 52.51
HIGH 51.45
0.618 50.79
0.500 50.59
0.382 50.39
LOW 49.73
0.618 48.67
1.000 48.01
1.618 46.95
2.618 45.23
4.250 42.42
Fisher Pivots for day following 06-Oct-2017
Pivot 1 day 3 day
R1 50.59 50.76
PP 50.37 50.48
S1 50.14 50.20

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

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