NYMEX Light Sweet Crude Oil Future February 2018


Trading Metrics calculated at close of trading on 11-Jan-2018
Day Change Summary
Previous Current
10-Jan-2018 11-Jan-2018 Change Change % Previous Week
Open 63.41 63.50 0.09 0.1% 60.20
High 63.67 64.77 1.10 1.7% 62.21
Low 63.09 63.43 0.34 0.5% 60.10
Close 63.57 63.80 0.23 0.4% 61.44
Range 0.58 1.34 0.76 131.0% 2.11
ATR 0.98 1.01 0.03 2.6% 0.00
Volume 697,844 876,642 178,798 25.6% 2,401,571
Daily Pivots for day following 11-Jan-2018
Classic Woodie Camarilla DeMark
R4 68.02 67.25 64.54
R3 66.68 65.91 64.17
R2 65.34 65.34 64.05
R1 64.57 64.57 63.92 64.96
PP 64.00 64.00 64.00 64.19
S1 63.23 63.23 63.68 63.62
S2 62.66 62.66 63.55
S3 61.32 61.89 63.43
S4 59.98 60.55 63.06
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 67.58 66.62 62.60
R3 65.47 64.51 62.02
R2 63.36 63.36 61.83
R1 62.40 62.40 61.63 62.88
PP 61.25 61.25 61.25 61.49
S1 60.29 60.29 61.25 60.77
S2 59.14 59.14 61.05
S3 57.03 58.18 60.86
S4 54.92 56.07 60.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.77 61.09 3.68 5.8% 1.04 1.6% 74% True False 719,743
10 64.77 59.44 5.33 8.4% 0.93 1.5% 82% True False 624,769
20 64.77 56.11 8.66 13.6% 0.91 1.4% 89% True False 513,617
40 64.77 55.15 9.62 15.1% 1.05 1.6% 90% True False 340,415
60 64.77 51.24 13.53 21.2% 1.04 1.6% 93% True False 248,634
80 64.77 49.92 14.85 23.3% 1.02 1.6% 93% True False 195,471
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.47
2.618 68.28
1.618 66.94
1.000 66.11
0.618 65.60
HIGH 64.77
0.618 64.26
0.500 64.10
0.382 63.94
LOW 63.43
0.618 62.60
1.000 62.09
1.618 61.26
2.618 59.92
4.250 57.74
Fisher Pivots for day following 11-Jan-2018
Pivot 1 day 3 day
R1 64.10 63.63
PP 64.00 63.46
S1 63.90 63.29

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

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