NYMEX Light Sweet Crude Oil Future February 2018


Trading Metrics calculated at close of trading on 03-Jan-2018
Day Change Summary
Previous Current
02-Jan-2018 03-Jan-2018 Change Change % Previous Week
Open 60.20 60.39 0.19 0.3% 58.40
High 60.74 61.97 1.23 2.0% 60.51
Low 60.10 60.28 0.18 0.3% 58.32
Close 60.37 61.63 1.26 2.1% 60.42
Range 0.64 1.69 1.05 164.1% 2.19
ATR 0.94 1.00 0.05 5.6% 0.00
Volume 510,313 673,859 163,546 32.0% 1,650,621
Daily Pivots for day following 03-Jan-2018
Classic Woodie Camarilla DeMark
R4 66.36 65.69 62.56
R3 64.67 64.00 62.09
R2 62.98 62.98 61.94
R1 62.31 62.31 61.78 62.65
PP 61.29 61.29 61.29 61.46
S1 60.62 60.62 61.48 60.96
S2 59.60 59.60 61.32
S3 57.91 58.93 61.17
S4 56.22 57.24 60.70
Weekly Pivots for week ending 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 66.32 65.56 61.62
R3 64.13 63.37 61.02
R2 61.94 61.94 60.82
R1 61.18 61.18 60.62 61.56
PP 59.75 59.75 59.75 59.94
S1 58.99 58.99 60.22 59.37
S2 57.56 57.56 60.02
S3 55.37 56.80 59.82
S4 53.18 54.61 59.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.97 59.33 2.64 4.3% 0.82 1.3% 87% True False 479,401
10 61.97 57.20 4.77 7.7% 0.85 1.4% 93% True False 440,629
20 61.97 55.88 6.09 9.9% 1.00 1.6% 94% True False 370,482
40 61.97 55.15 6.82 11.1% 1.07 1.7% 95% True False 247,065
60 61.97 49.92 12.05 19.6% 1.03 1.7% 97% True False 181,237
80 61.97 48.82 13.15 21.3% 1.01 1.6% 97% True False 145,227
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 69.15
2.618 66.39
1.618 64.70
1.000 63.66
0.618 63.01
HIGH 61.97
0.618 61.32
0.500 61.13
0.382 60.93
LOW 60.28
0.618 59.24
1.000 58.59
1.618 57.55
2.618 55.86
4.250 53.10
Fisher Pivots for day following 03-Jan-2018
Pivot 1 day 3 day
R1 61.46 61.39
PP 61.29 61.14
S1 61.13 60.90

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

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