NYMEX Light Sweet Crude Oil Future January 2019


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 50.55 51.30 0.75 1.5% 51.85
High 50.55 51.30 0.75 1.5% 52.00
Low 50.45 51.30 0.85 1.7% 51.27
Close 50.55 51.30 0.75 1.5% 51.42
Range 0.10 0.00 -0.10 -100.0% 0.73
ATR 0.40 0.43 0.02 6.1% 0.00
Volume 1,286 371 -915 -71.2% 12,873
Daily Pivots for day following 05-Oct-2017
Classic Woodie Camarilla DeMark
R4 51.30 51.30 51.30
R3 51.30 51.30 51.30
R2 51.30 51.30 51.30
R1 51.30 51.30 51.30 51.30
PP 51.30 51.30 51.30 51.30
S1 51.30 51.30 51.30 51.30
S2 51.30 51.30 51.30
S3 51.30 51.30 51.30
S4 51.30 51.30 51.30
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 53.75 53.32 51.82
R3 53.02 52.59 51.62
R2 52.29 52.29 51.55
R1 51.86 51.86 51.49 51.71
PP 51.56 51.56 51.56 51.49
S1 51.13 51.13 51.35 50.98
S2 50.83 50.83 51.29
S3 50.10 50.40 51.22
S4 49.37 49.67 51.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.42 50.45 0.97 1.9% 0.06 0.1% 88% False False 717
10 52.00 50.45 1.55 3.0% 0.09 0.2% 55% False False 1,628
20 52.00 49.85 2.15 4.2% 0.11 0.2% 67% False False 1,419
40 52.00 47.96 4.04 7.9% 0.10 0.2% 83% False False 1,251
60 52.00 47.96 4.04 7.9% 0.08 0.2% 83% False False 1,210
80 52.00 46.00 6.00 11.7% 0.08 0.2% 88% False False 1,114
100 52.00 46.00 6.00 11.7% 0.07 0.1% 88% False False 950
120 53.53 46.00 7.53 14.7% 0.08 0.2% 70% False False 850
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 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.30
2.618 51.30
1.618 51.30
1.000 51.30
0.618 51.30
HIGH 51.30
0.618 51.30
0.500 51.30
0.382 51.30
LOW 51.30
0.618 51.30
1.000 51.30
1.618 51.30
2.618 51.30
4.250 51.30
Fisher Pivots for day following 05-Oct-2017
Pivot 1 day 3 day
R1 51.30 51.16
PP 51.30 51.02
S1 51.30 50.88

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

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