NYMEX Light Sweet Crude Oil Future January 2018


Trading Metrics calculated at close of trading on 24-Oct-2017
Day Change Summary
Previous Current
23-Oct-2017 24-Oct-2017 Change Change % Previous Week
Open 52.29 52.08 -0.21 -0.4% 51.92
High 52.48 52.82 0.34 0.6% 52.85
Low 51.86 51.73 -0.13 -0.3% 51.09
Close 52.08 52.67 0.59 1.1% 52.04
Range 0.62 1.09 0.47 75.8% 1.76
ATR 1.00 1.01 0.01 0.6% 0.00
Volume 129,818 172,521 42,703 32.9% 450,851
Daily Pivots for day following 24-Oct-2017
Classic Woodie Camarilla DeMark
R4 55.68 55.26 53.27
R3 54.59 54.17 52.97
R2 53.50 53.50 52.87
R1 53.08 53.08 52.77 53.29
PP 52.41 52.41 52.41 52.51
S1 51.99 51.99 52.57 52.20
S2 51.32 51.32 52.47
S3 50.23 50.90 52.37
S4 49.14 49.81 52.07
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 52.82 51.09 1.73 3.3% 0.92 1.7% 91% True False 116,715
10 52.85 50.71 2.14 4.1% 0.93 1.8% 92% False False 100,323
20 53.27 49.73 3.54 6.7% 1.00 1.9% 83% False False 85,188
40 53.27 46.95 6.32 12.0% 1.01 1.9% 91% False False 83,514
60 53.27 46.95 6.32 12.0% 1.05 2.0% 91% False False 70,369
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.45
2.618 55.67
1.618 54.58
1.000 53.91
0.618 53.49
HIGH 52.82
0.618 52.40
0.500 52.28
0.382 52.15
LOW 51.73
0.618 51.06
1.000 50.64
1.618 49.97
2.618 48.88
4.250 47.10
Fisher Pivots for day following 24-Oct-2017
Pivot 1 day 3 day
R1 52.54 52.43
PP 52.41 52.19
S1 52.28 51.96

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

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