NYMEX Light Sweet Crude Oil Future January 2018


Trading Metrics calculated at close of trading on 15-Nov-2017
Day Change Summary
Previous Current
14-Nov-2017 15-Nov-2017 Change Change % Previous Week
Open 56.96 55.25 -1.71 -3.0% 56.20
High 56.98 55.74 -1.24 -2.2% 58.14
Low 55.00 55.08 0.08 0.1% 55.88
Close 55.89 55.52 -0.37 -0.7% 56.98
Range 1.98 0.66 -1.32 -66.7% 2.26
ATR 1.12 1.10 -0.02 -2.0% 0.00
Volume 350,787 319,259 -31,528 -9.0% 1,244,253
Daily Pivots for day following 15-Nov-2017
Classic Woodie Camarilla DeMark
R4 57.43 57.13 55.88
R3 56.77 56.47 55.70
R2 56.11 56.11 55.64
R1 55.81 55.81 55.58 55.96
PP 55.45 55.45 55.45 55.52
S1 55.15 55.15 55.46 55.30
S2 54.79 54.79 55.40
S3 54.13 54.49 55.34
S4 53.47 53.83 55.16
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 63.78 62.64 58.22
R3 61.52 60.38 57.60
R2 59.26 59.26 57.39
R1 58.12 58.12 57.19 58.69
PP 57.00 57.00 57.00 57.29
S1 55.86 55.86 56.77 56.43
S2 54.74 54.74 56.57
S3 52.48 53.60 56.36
S4 50.22 51.34 55.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.76 55.00 2.76 5.0% 1.02 1.8% 19% False False 280,135
10 58.14 54.19 3.95 7.1% 1.16 2.1% 34% False False 246,963
20 58.14 51.09 7.05 12.7% 1.09 2.0% 63% False False 198,296
40 58.14 49.73 8.41 15.1% 1.04 1.9% 69% False False 135,421
60 58.14 46.95 11.19 20.2% 1.04 1.9% 77% False False 116,928
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 58.55
2.618 57.47
1.618 56.81
1.000 56.40
0.618 56.15
HIGH 55.74
0.618 55.49
0.500 55.41
0.382 55.33
LOW 55.08
0.618 54.67
1.000 54.42
1.618 54.01
2.618 53.35
4.250 52.28
Fisher Pivots for day following 15-Nov-2017
Pivot 1 day 3 day
R1 55.48 56.19
PP 55.45 55.96
S1 55.41 55.74

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

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