NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 12-Dec-2017
Day Change Summary
Previous Current
11-Dec-2017 12-Dec-2017 Change Change % Previous Week
Open 55.57 55.80 0.23 0.4% 54.52
High 55.63 55.82 0.19 0.3% 55.33
Low 55.53 54.82 -0.71 -1.3% 54.20
Close 55.63 54.82 -0.81 -1.5% 55.33
Range 0.10 1.00 0.90 900.0% 1.13
ATR 0.49 0.53 0.04 7.4% 0.00
Volume 4,419 3,450 -969 -21.9% 15,320
Daily Pivots for day following 12-Dec-2017
Classic Woodie Camarilla DeMark
R4 58.15 57.49 55.37
R3 57.15 56.49 55.10
R2 56.15 56.15 55.00
R1 55.49 55.49 54.91 55.32
PP 55.15 55.15 55.15 55.07
S1 54.49 54.49 54.73 54.32
S2 54.15 54.15 54.64
S3 53.15 53.49 54.55
S4 52.15 52.49 54.27
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 58.34 57.97 55.95
R3 57.21 56.84 55.64
R2 56.08 56.08 55.54
R1 55.71 55.71 55.43 55.90
PP 54.95 54.95 54.95 55.05
S1 54.58 54.58 55.23 54.77
S2 53.82 53.82 55.12
S3 52.69 53.45 55.02
S4 51.56 52.32 54.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.82 54.20 1.62 3.0% 0.24 0.4% 38% True False 2,871
10 55.83 54.20 1.63 3.0% 0.26 0.5% 38% False False 3,247
20 55.83 53.74 2.09 3.8% 0.21 0.4% 52% False False 2,968
40 55.83 51.17 4.66 8.5% 0.20 0.4% 78% False False 2,489
60 55.83 50.16 5.67 10.3% 0.16 0.3% 82% False False 2,135
80 55.83 48.28 7.55 13.8% 0.15 0.3% 87% False False 1,870
100 55.83 47.96 7.87 14.4% 0.12 0.2% 87% False False 1,720
120 55.83 46.23 9.60 17.5% 0.12 0.2% 89% False False 1,583
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 60.07
2.618 58.44
1.618 57.44
1.000 56.82
0.618 56.44
HIGH 55.82
0.618 55.44
0.500 55.32
0.382 55.20
LOW 54.82
0.618 54.20
1.000 53.82
1.618 53.20
2.618 52.20
4.250 50.57
Fisher Pivots for day following 12-Dec-2017
Pivot 1 day 3 day
R1 55.32 55.32
PP 55.15 55.15
S1 54.99 54.99

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

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