NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 15-Sep-2017
Day Change Summary
Previous Current
14-Sep-2017 15-Sep-2017 Change Change % Previous Week
Open 51.24 51.43 0.19 0.4% 49.86
High 51.24 51.43 0.19 0.4% 51.43
Low 51.22 51.43 0.21 0.4% 49.85
Close 51.22 51.43 0.21 0.4% 51.43
Range 0.02 0.00 -0.02 -100.0% 1.58
ATR 0.50 0.48 -0.02 -4.1% 0.00
Volume 1,382 659 -723 -52.3% 5,155
Daily Pivots for day following 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 51.43 51.43 51.43
R3 51.43 51.43 51.43
R2 51.43 51.43 51.43
R1 51.43 51.43 51.43 51.43
PP 51.43 51.43 51.43 51.43
S1 51.43 51.43 51.43 51.43
S2 51.43 51.43 51.43
S3 51.43 51.43 51.43
S4 51.43 51.43 51.43
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 55.64 55.12 52.30
R3 54.06 53.54 51.86
R2 52.48 52.48 51.72
R1 51.96 51.96 51.57 52.22
PP 50.90 50.90 50.90 51.04
S1 50.38 50.38 51.29 50.64
S2 49.32 49.32 51.14
S3 47.74 48.80 51.00
S4 46.16 47.22 50.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.43 49.85 1.58 3.1% 0.10 0.2% 100% True False 1,031
10 51.43 49.85 1.58 3.1% 0.08 0.1% 100% True False 1,175
20 51.43 48.28 3.15 6.1% 0.11 0.2% 100% True False 1,060
40 51.43 47.96 3.47 6.7% 0.07 0.1% 100% True False 1,141
60 51.43 46.12 5.31 10.3% 0.07 0.1% 100% True False 1,023
80 51.43 46.00 5.43 10.6% 0.06 0.1% 100% True False 900
100 51.43 46.00 5.43 10.6% 0.08 0.2% 100% True False 768
120 54.08 46.00 8.08 15.7% 0.07 0.1% 67% False False 720
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.43
2.618 51.43
1.618 51.43
1.000 51.43
0.618 51.43
HIGH 51.43
0.618 51.43
0.500 51.43
0.382 51.43
LOW 51.43
0.618 51.43
1.000 51.43
1.618 51.43
2.618 51.43
4.250 51.43
Fisher Pivots for day following 15-Sep-2017
Pivot 1 day 3 day
R1 51.43 51.33
PP 51.43 51.23
S1 51.43 51.14

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

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