NYMEX Light Sweet Crude Oil Future March 2018


Trading Metrics calculated at close of trading on 24-Nov-2017
Day Change Summary
Previous Current
22-Nov-2017 24-Nov-2017 Change Change % Previous Week
Open 57.19 57.93 0.74 1.3% 56.93
High 58.05 58.81 0.76 1.3% 58.81
Low 57.10 57.65 0.55 1.0% 55.90
Close 57.94 58.73 0.79 1.4% 58.73
Range 0.95 1.16 0.21 22.1% 2.91
ATR 1.03 1.04 0.01 0.9% 0.00
Volume 202,904 76,051 -126,853 -62.5% 474,206
Daily Pivots for day following 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 61.88 61.46 59.37
R3 60.72 60.30 59.05
R2 59.56 59.56 58.94
R1 59.14 59.14 58.84 59.35
PP 58.40 58.40 58.40 58.50
S1 57.98 57.98 58.62 58.19
S2 57.24 57.24 58.52
S3 56.08 56.82 58.41
S4 54.92 55.66 58.09
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 66.54 65.55 60.33
R3 63.63 62.64 59.53
R2 60.72 60.72 59.26
R1 59.73 59.73 59.00 60.23
PP 57.81 57.81 57.81 58.06
S1 56.82 56.82 58.46 57.32
S2 54.90 54.90 58.20
S3 51.99 53.91 57.93
S4 49.08 51.00 57.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.81 55.58 3.23 5.5% 1.07 1.8% 98% True False 116,168
10 58.81 55.30 3.51 6.0% 1.01 1.7% 98% True False 89,115
20 58.81 52.69 6.12 10.4% 1.08 1.8% 99% True False 85,411
40 58.81 50.07 8.74 14.9% 0.99 1.7% 99% True False 63,471
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 63.74
2.618 61.85
1.618 60.69
1.000 59.97
0.618 59.53
HIGH 58.81
0.618 58.37
0.500 58.23
0.382 58.09
LOW 57.65
0.618 56.93
1.000 56.49
1.618 55.77
2.618 54.61
4.250 52.72
Fisher Pivots for day following 24-Nov-2017
Pivot 1 day 3 day
R1 58.56 58.37
PP 58.40 58.01
S1 58.23 57.66

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

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