NYMEX Light Sweet Crude Oil Future February 2018


Trading Metrics calculated at close of trading on 04-Jan-2018
Day Change Summary
Previous Current
03-Jan-2018 04-Jan-2018 Change Change % Previous Week
Open 60.39 61.96 1.57 2.6% 58.40
High 61.97 62.21 0.24 0.4% 60.51
Low 60.28 61.59 1.31 2.2% 58.32
Close 61.63 62.01 0.38 0.6% 60.42
Range 1.69 0.62 -1.07 -63.3% 2.19
ATR 1.00 0.97 -0.03 -2.7% 0.00
Volume 673,859 654,363 -19,496 -2.9% 1,650,621
Daily Pivots for day following 04-Jan-2018
Classic Woodie Camarilla DeMark
R4 63.80 63.52 62.35
R3 63.18 62.90 62.18
R2 62.56 62.56 62.12
R1 62.28 62.28 62.07 62.42
PP 61.94 61.94 61.94 62.01
S1 61.66 61.66 61.95 61.80
S2 61.32 61.32 61.90
S3 60.70 61.04 61.84
S4 60.08 60.42 61.67
Weekly Pivots for week ending 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 66.32 65.56 61.62
R3 64.13 63.37 61.02
R2 61.94 61.94 60.82
R1 61.18 61.18 60.62 61.56
PP 59.75 59.75 59.75 59.94
S1 58.99 58.99 60.22 59.37
S2 57.56 57.56 60.02
S3 55.37 56.80 59.82
S4 53.18 54.61 59.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.21 59.44 2.77 4.5% 0.83 1.3% 93% True False 529,795
10 62.21 57.44 4.77 7.7% 0.85 1.4% 96% True False 463,987
20 62.21 55.88 6.33 10.2% 0.98 1.6% 97% True False 396,270
40 62.21 55.15 7.06 11.4% 1.03 1.7% 97% True False 261,228
60 62.21 50.36 11.85 19.1% 1.03 1.7% 98% True False 191,515
80 62.21 49.33 12.88 20.8% 1.01 1.6% 98% True False 152,932
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.17
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 64.85
2.618 63.83
1.618 63.21
1.000 62.83
0.618 62.59
HIGH 62.21
0.618 61.97
0.500 61.90
0.382 61.83
LOW 61.59
0.618 61.21
1.000 60.97
1.618 60.59
2.618 59.97
4.250 58.96
Fisher Pivots for day following 04-Jan-2018
Pivot 1 day 3 day
R1 61.97 61.73
PP 61.94 61.44
S1 61.90 61.16

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

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