NYMEX Light Sweet Crude Oil Future February 2018


Trading Metrics calculated at close of trading on 26-Dec-2017
Day Change Summary
Previous Current
22-Dec-2017 26-Dec-2017 Change Change % Previous Week
Open 58.21 58.40 0.19 0.3% 57.40
High 58.50 60.01 1.51 2.6% 58.50
Low 57.87 58.32 0.45 0.8% 56.88
Close 58.47 59.97 1.50 2.6% 58.47
Range 0.63 1.69 1.06 168.3% 1.62
ATR 1.01 1.06 0.05 4.8% 0.00
Volume 324,554 437,785 113,231 34.9% 2,111,455
Daily Pivots for day following 26-Dec-2017
Classic Woodie Camarilla DeMark
R4 64.50 63.93 60.90
R3 62.81 62.24 60.43
R2 61.12 61.12 60.28
R1 60.55 60.55 60.12 60.84
PP 59.43 59.43 59.43 59.58
S1 58.86 58.86 59.82 59.15
S2 57.74 57.74 59.66
S3 56.05 57.17 59.51
S4 54.36 55.48 59.04
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 60.01 57.20 2.81 4.7% 0.87 1.5% 99% True False 401,857
10 60.01 56.11 3.90 6.5% 1.00 1.7% 99% True False 398,606
20 60.01 55.88 4.13 6.9% 1.09 1.8% 99% True False 285,523
40 60.01 54.07 5.94 9.9% 1.09 1.8% 99% True False 194,996
60 60.01 49.92 10.09 16.8% 1.06 1.8% 100% True False 144,259
80 60.01 48.82 11.19 18.7% 1.02 1.7% 100% True False 117,943
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 0.31
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 67.19
2.618 64.43
1.618 62.74
1.000 61.70
0.618 61.05
HIGH 60.01
0.618 59.36
0.500 59.17
0.382 58.97
LOW 58.32
0.618 57.28
1.000 56.63
1.618 55.59
2.618 53.90
4.250 51.14
Fisher Pivots for day following 26-Dec-2017
Pivot 1 day 3 day
R1 59.70 59.59
PP 59.43 59.20
S1 59.17 58.82

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

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