NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 21-Dec-2017
Day Change Summary
Previous Current
20-Dec-2017 21-Dec-2017 Change Change % Previous Week
Open 55.71 56.22 0.51 0.9% 55.57
High 55.85 56.22 0.37 0.7% 55.82
Low 55.70 56.04 0.34 0.6% 54.06
Close 55.85 56.08 0.23 0.4% 54.76
Range 0.15 0.18 0.03 20.0% 1.76
ATR 0.54 0.53 -0.01 -2.3% 0.00
Volume 9,746 829 -8,917 -91.5% 58,937
Daily Pivots for day following 21-Dec-2017
Classic Woodie Camarilla DeMark
R4 56.65 56.55 56.18
R3 56.47 56.37 56.13
R2 56.29 56.29 56.11
R1 56.19 56.19 56.10 56.15
PP 56.11 56.11 56.11 56.10
S1 56.01 56.01 56.06 55.97
S2 55.93 55.93 56.05
S3 55.75 55.83 56.03
S4 55.57 55.65 55.98
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 60.16 59.22 55.73
R3 58.40 57.46 55.24
R2 56.64 56.64 55.08
R1 55.70 55.70 54.92 55.29
PP 54.88 54.88 54.88 54.68
S1 53.94 53.94 54.60 53.53
S2 53.12 53.12 54.44
S3 51.36 52.18 54.28
S4 49.60 50.42 53.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.22 54.17 2.05 3.7% 0.22 0.4% 93% True False 15,475
10 56.22 54.06 2.16 3.9% 0.35 0.6% 94% True False 9,243
20 56.22 54.06 2.16 3.9% 0.29 0.5% 94% True False 6,227
40 56.22 51.65 4.57 8.1% 0.23 0.4% 97% True False 4,395
60 56.22 50.16 6.06 10.8% 0.18 0.3% 98% True False 3,274
80 56.22 48.43 7.79 13.9% 0.18 0.3% 98% True False 2,806
100 56.22 47.96 8.26 14.7% 0.14 0.3% 98% True False 2,455
120 56.22 47.32 8.90 15.9% 0.13 0.2% 98% True False 2,251
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 0.03
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 56.99
2.618 56.69
1.618 56.51
1.000 56.40
0.618 56.33
HIGH 56.22
0.618 56.15
0.500 56.13
0.382 56.11
LOW 56.04
0.618 55.93
1.000 55.86
1.618 55.75
2.618 55.57
4.250 55.28
Fisher Pivots for day following 21-Dec-2017
Pivot 1 day 3 day
R1 56.13 56.02
PP 56.11 55.95
S1 56.10 55.89

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

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