NYMEX Light Sweet Crude Oil Future January 2018


Trading Metrics calculated at close of trading on 27-Nov-2017
Day Change Summary
Previous Current
24-Nov-2017 27-Nov-2017 Change Change % Previous Week
Open 58.05 58.95 0.90 1.6% 56.80
High 59.05 58.99 -0.06 -0.1% 59.05
Low 57.75 57.55 -0.20 -0.3% 55.75
Close 58.95 58.11 -0.84 -1.4% 58.95
Range 1.30 1.44 0.14 10.8% 3.30
ATR 1.12 1.14 0.02 2.0% 0.00
Volume 577,826 690,078 112,252 19.4% 2,627,544
Daily Pivots for day following 27-Nov-2017
Classic Woodie Camarilla DeMark
R4 62.54 61.76 58.90
R3 61.10 60.32 58.51
R2 59.66 59.66 58.37
R1 58.88 58.88 58.24 58.55
PP 58.22 58.22 58.22 58.05
S1 57.44 57.44 57.98 57.11
S2 56.78 56.78 57.85
S3 55.34 56.00 57.71
S4 53.90 54.56 57.32
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 67.82 66.68 60.77
R3 64.52 63.38 59.86
R2 61.22 61.22 59.56
R1 60.08 60.08 59.25 60.65
PP 57.92 57.92 57.92 58.20
S1 56.78 56.78 58.65 57.35
S2 54.62 54.62 58.35
S3 51.32 53.48 58.04
S4 48.02 50.18 57.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.05 55.75 3.30 5.7% 1.19 2.0% 72% False False 663,524
10 59.05 55.00 4.05 7.0% 1.15 2.0% 77% False False 544,951
20 59.05 53.96 5.09 8.8% 1.13 1.9% 82% False False 370,017
40 59.05 49.73 9.32 16.0% 1.08 1.9% 90% False False 236,640
60 59.05 48.50 10.55 18.2% 1.04 1.8% 91% False False 181,314
80 59.05 46.95 12.10 20.8% 1.07 1.8% 92% False False 150,626
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 0.14
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 65.11
2.618 62.76
1.618 61.32
1.000 60.43
0.618 59.88
HIGH 58.99
0.618 58.44
0.500 58.27
0.382 58.10
LOW 57.55
0.618 56.66
1.000 56.11
1.618 55.22
2.618 53.78
4.250 51.43
Fisher Pivots for day following 27-Nov-2017
Pivot 1 day 3 day
R1 58.27 58.09
PP 58.22 58.06
S1 58.16 58.04

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

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