NYMEX Light Sweet Crude Oil Future March 2018


Trading Metrics calculated at close of trading on 02-Jan-2018
Day Change Summary
Previous Current
29-Dec-2017 02-Jan-2018 Change Change % Previous Week
Open 59.94 60.21 0.27 0.5% 58.48
High 60.53 60.75 0.22 0.4% 60.53
Low 59.86 60.14 0.28 0.5% 58.39
Close 60.44 60.38 -0.06 -0.1% 60.44
Range 0.67 0.61 -0.06 -9.0% 2.14
ATR 0.94 0.92 -0.02 -2.5% 0.00
Volume 108,829 132,937 24,108 22.2% 327,048
Daily Pivots for day following 02-Jan-2018
Classic Woodie Camarilla DeMark
R4 62.25 61.93 60.72
R3 61.64 61.32 60.55
R2 61.03 61.03 60.49
R1 60.71 60.71 60.44 60.87
PP 60.42 60.42 60.42 60.51
S1 60.10 60.10 60.32 60.26
S2 59.81 59.81 60.27
S3 59.20 59.49 60.21
S4 58.59 58.88 60.04
Weekly Pivots for week ending 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 66.21 65.46 61.62
R3 64.07 63.32 61.03
R2 61.93 61.93 60.83
R1 61.18 61.18 60.64 61.56
PP 59.79 59.79 59.79 59.97
S1 59.04 59.04 60.24 59.42
S2 57.65 57.65 60.05
S3 55.51 56.90 59.85
S4 53.37 54.76 59.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.75 58.39 2.36 3.9% 0.81 1.3% 84% True False 91,997
10 60.75 56.88 3.87 6.4% 0.75 1.2% 90% True False 91,384
20 60.75 55.93 4.82 8.0% 0.94 1.6% 92% True False 101,794
40 60.75 54.82 5.93 9.8% 1.03 1.7% 94% True False 95,882
60 60.75 50.07 10.68 17.7% 1.00 1.7% 97% True False 80,912
Crabel Price Patterns
NR True
NR4 False
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.34
2.618 62.35
1.618 61.74
1.000 61.36
0.618 61.13
HIGH 60.75
0.618 60.52
0.500 60.45
0.382 60.37
LOW 60.14
0.618 59.76
1.000 59.53
1.618 59.15
2.618 58.54
4.250 57.55
Fisher Pivots for day following 02-Jan-2018
Pivot 1 day 3 day
R1 60.45 60.29
PP 60.42 60.20
S1 60.40 60.11

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

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