NYMEX Light Sweet Crude Oil Future March 2018


Trading Metrics calculated at close of trading on 22-Jan-2018
Day Change Summary
Previous Current
19-Jan-2018 22-Jan-2018 Change Change % Previous Week
Open 63.68 63.50 -0.18 -0.3% 64.33
High 63.73 64.13 0.40 0.6% 64.83
Low 62.78 63.05 0.27 0.4% 62.78
Close 63.31 63.57 0.26 0.4% 63.31
Range 0.95 1.08 0.13 13.7% 2.05
ATR 1.02 1.02 0.00 0.5% 0.00
Volume 674,501 625,662 -48,839 -7.2% 2,014,050
Daily Pivots for day following 22-Jan-2018
Classic Woodie Camarilla DeMark
R4 66.82 66.28 64.16
R3 65.74 65.20 63.87
R2 64.66 64.66 63.77
R1 64.12 64.12 63.67 64.39
PP 63.58 63.58 63.58 63.72
S1 63.04 63.04 63.47 63.31
S2 62.50 62.50 63.37
S3 61.42 61.96 63.27
S4 60.34 60.88 62.98
Weekly Pivots for week ending 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 69.79 68.60 64.44
R3 67.74 66.55 63.87
R2 65.69 65.69 63.69
R1 64.50 64.50 63.50 64.07
PP 63.64 63.64 63.64 63.43
S1 62.45 62.45 63.12 62.02
S2 61.59 61.59 62.93
S3 59.54 60.40 62.75
S4 57.49 58.35 62.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.83 62.78 2.05 3.2% 1.05 1.7% 39% False False 527,942
10 64.83 61.35 3.48 5.5% 1.07 1.7% 64% False False 440,747
20 64.83 57.68 7.15 11.2% 0.96 1.5% 82% False False 288,660
40 64.83 55.93 8.90 14.0% 1.01 1.6% 86% False False 197,767
60 64.83 52.39 12.44 19.6% 1.02 1.6% 90% False False 157,745
80 64.83 50.07 14.76 23.2% 1.00 1.6% 91% False False 128,267
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 0.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 68.72
2.618 66.96
1.618 65.88
1.000 65.21
0.618 64.80
HIGH 64.13
0.618 63.72
0.500 63.59
0.382 63.46
LOW 63.05
0.618 62.38
1.000 61.97
1.618 61.30
2.618 60.22
4.250 58.46
Fisher Pivots for day following 22-Jan-2018
Pivot 1 day 3 day
R1 63.59 63.56
PP 63.58 63.54
S1 63.58 63.53

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

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