NYMEX Light Sweet Crude Oil Future February 2018


Trading Metrics calculated at close of trading on 20-Dec-2017
Day Change Summary
Previous Current
19-Dec-2017 20-Dec-2017 Change Change % Previous Week
Open 57.34 57.66 0.32 0.6% 57.32
High 57.80 58.12 0.32 0.6% 58.60
Low 57.20 57.44 0.24 0.4% 56.11
Close 57.56 58.09 0.53 0.9% 57.33
Range 0.60 0.68 0.08 13.3% 2.49
ATR 1.09 1.06 -0.03 -2.7% 0.00
Volume 420,784 420,844 60 0.0% 1,681,647
Daily Pivots for day following 20-Dec-2017
Classic Woodie Camarilla DeMark
R4 59.92 59.69 58.46
R3 59.24 59.01 58.28
R2 58.56 58.56 58.21
R1 58.33 58.33 58.15 58.45
PP 57.88 57.88 57.88 57.94
S1 57.65 57.65 58.03 57.77
S2 57.20 57.20 57.97
S3 56.52 56.97 57.90
S4 55.84 56.29 57.72
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 64.82 63.56 58.70
R3 62.33 61.07 58.01
R2 59.84 59.84 57.79
R1 58.58 58.58 57.56 59.21
PP 57.35 57.35 57.35 57.66
S1 56.09 56.09 57.10 56.72
S2 54.86 54.86 56.87
S3 52.37 53.60 56.65
S4 49.88 51.11 55.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.12 56.11 2.01 3.5% 0.78 1.3% 99% True False 421,190
10 58.60 55.88 2.72 4.7% 1.02 1.8% 81% False False 349,114
20 58.99 55.88 3.11 5.4% 1.11 1.9% 71% False False 257,252
40 58.99 52.28 6.71 11.6% 1.09 1.9% 87% False False 171,035
60 58.99 49.92 9.07 15.6% 1.05 1.8% 90% False False 126,524
80 58.99 47.30 11.69 20.1% 1.03 1.8% 92% False False 106,275
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.01
2.618 59.90
1.618 59.22
1.000 58.80
0.618 58.54
HIGH 58.12
0.618 57.86
0.500 57.78
0.382 57.70
LOW 57.44
0.618 57.02
1.000 56.76
1.618 56.34
2.618 55.66
4.250 54.55
Fisher Pivots for day following 20-Dec-2017
Pivot 1 day 3 day
R1 57.99 57.89
PP 57.88 57.70
S1 57.78 57.50

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

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