NYMEX Light Sweet Crude Oil Future January 2018


Trading Metrics calculated at close of trading on 15-Dec-2017
Day Change Summary
Previous Current
14-Dec-2017 15-Dec-2017 Change Change % Previous Week
Open 56.70 57.15 0.45 0.8% 57.25
High 57.22 57.49 0.27 0.5% 58.56
Low 56.09 56.94 0.85 1.5% 56.09
Close 57.04 57.30 0.26 0.5% 57.30
Range 1.13 0.55 -0.58 -51.3% 2.47
ATR 1.21 1.16 -0.05 -3.9% 0.00
Volume 580,571 210,054 -370,517 -63.8% 2,881,980
Daily Pivots for day following 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 58.89 58.65 57.60
R3 58.34 58.10 57.45
R2 57.79 57.79 57.40
R1 57.55 57.55 57.35 57.67
PP 57.24 57.24 57.24 57.31
S1 57.00 57.00 57.25 57.12
S2 56.69 56.69 57.20
S3 56.14 56.45 57.15
S4 55.59 55.90 57.00
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 64.73 63.48 58.66
R3 62.26 61.01 57.98
R2 59.79 59.79 57.75
R1 58.54 58.54 57.53 59.17
PP 57.32 57.32 57.32 57.63
S1 56.07 56.07 57.07 56.70
S2 54.85 54.85 56.85
S3 52.38 53.60 56.62
S4 49.91 51.13 55.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.56 56.09 2.47 4.3% 1.17 2.0% 49% False False 576,396
10 58.56 55.82 2.74 4.8% 1.16 2.0% 54% False False 582,910
20 59.05 55.39 3.66 6.4% 1.20 2.1% 52% False False 629,501
40 59.05 51.09 7.96 13.9% 1.14 2.0% 78% False False 421,973
60 59.05 49.73 9.32 16.3% 1.09 1.9% 81% False False 306,390
80 59.05 46.95 12.10 21.1% 1.08 1.9% 86% False False 249,966
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.28
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 59.83
2.618 58.93
1.618 58.38
1.000 58.04
0.618 57.83
HIGH 57.49
0.618 57.28
0.500 57.22
0.382 57.15
LOW 56.94
0.618 56.60
1.000 56.39
1.618 56.05
2.618 55.50
4.250 54.60
Fisher Pivots for day following 15-Dec-2017
Pivot 1 day 3 day
R1 57.27 57.19
PP 57.24 57.07
S1 57.22 56.96

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

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