NYMEX Light Sweet Crude Oil Future January 2018


Trading Metrics calculated at close of trading on 20-Oct-2017
Day Change Summary
Previous Current
19-Oct-2017 20-Oct-2017 Change Change % Previous Week
Open 52.45 51.79 -0.66 -1.3% 51.92
High 52.58 52.26 -0.32 -0.6% 52.85
Low 51.49 51.09 -0.40 -0.8% 51.09
Close 51.73 52.04 0.31 0.6% 52.04
Range 1.09 1.17 0.08 7.3% 1.76
ATR 1.02 1.03 0.01 1.0% 0.00
Volume 115,954 89,543 -26,411 -22.8% 450,851
Daily Pivots for day following 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 55.31 54.84 52.68
R3 54.14 53.67 52.36
R2 52.97 52.97 52.25
R1 52.50 52.50 52.15 52.74
PP 51.80 51.80 51.80 51.91
S1 51.33 51.33 51.93 51.57
S2 50.63 50.63 51.83
S3 49.46 50.16 51.72
S4 48.29 48.99 51.40
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 57.27 56.42 53.01
R3 55.51 54.66 52.52
R2 53.75 53.75 52.36
R1 52.90 52.90 52.20 53.33
PP 51.99 51.99 51.99 52.21
S1 51.14 51.14 51.88 51.57
S2 50.23 50.23 51.72
S3 48.47 49.38 51.56
S4 46.71 47.62 51.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.85 51.09 1.76 3.4% 0.98 1.9% 54% False True 90,170
10 52.85 49.74 3.11 6.0% 0.97 1.9% 74% False False 86,670
20 53.27 49.73 3.54 6.8% 1.05 2.0% 65% False False 77,290
40 53.27 46.95 6.32 12.1% 1.02 2.0% 81% False False 78,902
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 0.18
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 57.23
2.618 55.32
1.618 54.15
1.000 53.43
0.618 52.98
HIGH 52.26
0.618 51.81
0.500 51.68
0.382 51.54
LOW 51.09
0.618 50.37
1.000 49.92
1.618 49.20
2.618 48.03
4.250 46.12
Fisher Pivots for day following 20-Oct-2017
Pivot 1 day 3 day
R1 51.92 52.00
PP 51.80 51.95
S1 51.68 51.91

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

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