NYMEX Light Sweet Crude Oil Future February 2018


Trading Metrics calculated at close of trading on 22-Dec-2017
Day Change Summary
Previous Current
21-Dec-2017 22-Dec-2017 Change Change % Previous Week
Open 58.02 58.21 0.19 0.3% 57.40
High 58.38 58.50 0.12 0.2% 58.50
Low 57.63 57.87 0.24 0.4% 56.88
Close 58.36 58.47 0.11 0.2% 58.47
Range 0.75 0.63 -0.12 -16.0% 1.62
ATR 1.04 1.01 -0.03 -2.8% 0.00
Volume 405,320 324,554 -80,766 -19.9% 2,111,455
Daily Pivots for day following 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 60.17 59.95 58.82
R3 59.54 59.32 58.64
R2 58.91 58.91 58.59
R1 58.69 58.69 58.53 58.80
PP 58.28 58.28 58.28 58.34
S1 58.06 58.06 58.41 58.17
S2 57.65 57.65 58.35
S3 57.02 57.43 58.30
S4 56.39 56.80 58.12
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 62.81 62.26 59.36
R3 61.19 60.64 58.92
R2 59.57 59.57 58.77
R1 59.02 59.02 58.62 59.30
PP 57.95 57.95 57.95 58.09
S1 57.40 57.40 58.32 57.68
S2 56.33 56.33 58.17
S3 54.71 55.78 58.02
S4 53.09 54.16 57.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.50 56.88 1.62 2.8% 0.72 1.2% 98% True False 422,291
10 58.60 56.11 2.49 4.3% 0.94 1.6% 95% False False 379,310
20 58.93 55.88 3.05 5.2% 1.07 1.8% 85% False False 273,837
40 58.99 52.60 6.39 10.9% 1.09 1.9% 92% False False 185,890
60 58.99 49.92 9.07 15.5% 1.04 1.8% 94% False False 137,485
80 58.99 47.30 11.69 20.0% 1.02 1.8% 96% False False 113,104
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 61.18
2.618 60.15
1.618 59.52
1.000 59.13
0.618 58.89
HIGH 58.50
0.618 58.26
0.500 58.19
0.382 58.11
LOW 57.87
0.618 57.48
1.000 57.24
1.618 56.85
2.618 56.22
4.250 55.19
Fisher Pivots for day following 22-Dec-2017
Pivot 1 day 3 day
R1 58.38 58.30
PP 58.28 58.14
S1 58.19 57.97

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

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