NYMEX Light Sweet Crude Oil Future January 2018


Trading Metrics calculated at close of trading on 29-Nov-2017
Day Change Summary
Previous Current
28-Nov-2017 29-Nov-2017 Change Change % Previous Week
Open 57.86 57.73 -0.13 -0.2% 56.80
High 58.11 58.30 0.19 0.3% 59.05
Low 57.42 56.75 -0.67 -1.2% 55.75
Close 57.99 57.30 -0.69 -1.2% 58.95
Range 0.69 1.55 0.86 124.6% 3.30
ATR 1.11 1.14 0.03 2.8% 0.00
Volume 546,526 741,564 195,038 35.7% 2,627,544
Daily Pivots for day following 29-Nov-2017
Classic Woodie Camarilla DeMark
R4 62.10 61.25 58.15
R3 60.55 59.70 57.73
R2 59.00 59.00 57.58
R1 58.15 58.15 57.44 57.80
PP 57.45 57.45 57.45 57.28
S1 56.60 56.60 57.16 56.25
S2 55.90 55.90 57.02
S3 54.35 55.05 56.87
S4 52.80 53.50 56.45
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 56.75 2.30 4.0% 1.22 2.1% 24% False True 678,681
10 59.05 55.08 3.97 6.9% 1.10 1.9% 56% False False 609,877
20 59.05 54.11 4.94 8.6% 1.16 2.0% 65% False False 420,179
40 59.05 49.73 9.32 16.3% 1.09 1.9% 81% False False 266,485
60 59.05 48.50 10.55 18.4% 1.04 1.8% 83% False False 199,603
80 59.05 46.95 12.10 21.1% 1.07 1.9% 86% False False 165,770
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 64.89
2.618 62.36
1.618 60.81
1.000 59.85
0.618 59.26
HIGH 58.30
0.618 57.71
0.500 57.53
0.382 57.34
LOW 56.75
0.618 55.79
1.000 55.20
1.618 54.24
2.618 52.69
4.250 50.16
Fisher Pivots for day following 29-Nov-2017
Pivot 1 day 3 day
R1 57.53 57.87
PP 57.45 57.68
S1 57.38 57.49

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

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