NYMEX Light Sweet Crude Oil Future March 2018


Trading Metrics calculated at close of trading on 10-Jan-2018
Day Change Summary
Previous Current
09-Jan-2018 10-Jan-2018 Change Change % Previous Week
Open 61.89 63.31 1.42 2.3% 60.21
High 63.36 63.54 0.18 0.3% 62.05
Low 61.78 62.95 1.17 1.9% 60.14
Close 62.87 63.42 0.55 0.9% 61.41
Range 1.58 0.59 -0.99 -62.7% 1.91
ATR 0.96 0.94 -0.02 -2.2% 0.00
Volume 365,107 316,419 -48,688 -13.3% 863,387
Daily Pivots for day following 10-Jan-2018
Classic Woodie Camarilla DeMark
R4 65.07 64.84 63.74
R3 64.48 64.25 63.58
R2 63.89 63.89 63.53
R1 63.66 63.66 63.47 63.78
PP 63.30 63.30 63.30 63.36
S1 63.07 63.07 63.37 63.19
S2 62.71 62.71 63.31
S3 62.12 62.48 63.26
S4 61.53 61.89 63.10
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 66.93 66.08 62.46
R3 65.02 64.17 61.94
R2 63.11 63.11 61.76
R1 62.26 62.26 61.59 62.69
PP 61.20 61.20 61.20 61.41
S1 60.35 60.35 61.23 60.78
S2 59.29 59.29 61.06
S3 57.38 58.44 60.88
S4 55.47 56.53 60.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.54 61.07 2.47 3.9% 0.84 1.3% 95% True False 284,920
10 63.54 59.35 4.19 6.6% 0.81 1.3% 97% True False 208,349
20 63.54 56.07 7.47 11.8% 0.90 1.4% 98% True False 157,486
40 63.54 55.30 8.24 13.0% 1.00 1.6% 99% True False 125,596
60 63.54 51.37 12.17 19.2% 0.99 1.6% 99% True False 105,353
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 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.05
2.618 65.08
1.618 64.49
1.000 64.13
0.618 63.90
HIGH 63.54
0.618 63.31
0.500 63.25
0.382 63.18
LOW 62.95
0.618 62.59
1.000 62.36
1.618 62.00
2.618 61.41
4.250 60.44
Fisher Pivots for day following 10-Jan-2018
Pivot 1 day 3 day
R1 63.36 63.10
PP 63.30 62.77
S1 63.25 62.45

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

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