NYMEX Light Sweet Crude Oil Future March 2018


Trading Metrics calculated at close of trading on 27-Dec-2017
Day Change Summary
Previous Current
26-Dec-2017 27-Dec-2017 Change Change % Previous Week
Open 58.48 59.83 1.35 2.3% 57.32
High 60.04 59.95 -0.09 -0.1% 58.57
Low 58.39 59.35 0.96 1.6% 56.88
Close 60.00 59.69 -0.31 -0.5% 58.54
Range 1.65 0.60 -1.05 -63.6% 1.69
ATR 1.03 1.00 -0.03 -2.6% 0.00
Volume 85,053 62,177 -22,876 -26.9% 453,861
Daily Pivots for day following 27-Dec-2017
Classic Woodie Camarilla DeMark
R4 61.46 61.18 60.02
R3 60.86 60.58 59.86
R2 60.26 60.26 59.80
R1 59.98 59.98 59.75 59.82
PP 59.66 59.66 59.66 59.59
S1 59.38 59.38 59.64 59.22
S2 59.06 59.06 59.58
S3 58.46 58.78 59.53
S4 57.86 58.18 59.36
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 63.07 62.49 59.47
R3 61.38 60.80 59.00
R2 59.69 59.69 58.85
R1 59.11 59.11 58.69 59.40
PP 58.00 58.00 58.00 58.14
S1 57.42 57.42 58.39 57.71
S2 56.31 56.31 58.23
S3 54.62 55.73 58.08
S4 52.93 54.04 57.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.04 57.49 2.55 4.3% 0.86 1.4% 86% False False 82,252
10 60.04 56.07 3.97 6.7% 0.87 1.5% 91% False False 96,784
20 60.04 55.93 4.11 6.9% 1.06 1.8% 91% False False 98,737
40 60.04 54.27 5.77 9.7% 1.05 1.8% 94% False False 93,945
60 60.04 50.07 9.97 16.7% 1.01 1.7% 96% False False 77,432
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 62.50
2.618 61.52
1.618 60.92
1.000 60.55
0.618 60.32
HIGH 59.95
0.618 59.72
0.500 59.65
0.382 59.58
LOW 59.35
0.618 58.98
1.000 58.75
1.618 58.38
2.618 57.78
4.250 56.80
Fisher Pivots for day following 27-Dec-2017
Pivot 1 day 3 day
R1 59.68 59.46
PP 59.66 59.22
S1 59.65 58.99

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

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