NYMEX Light Sweet Crude Oil Future March 2018


Trading Metrics calculated at close of trading on 11-Jan-2018
Day Change Summary
Previous Current
10-Jan-2018 11-Jan-2018 Change Change % Previous Week
Open 63.31 63.34 0.03 0.0% 60.21
High 63.54 64.53 0.99 1.6% 62.05
Low 62.95 63.27 0.32 0.5% 60.14
Close 63.42 63.68 0.26 0.4% 61.41
Range 0.59 1.26 0.67 113.6% 1.91
ATR 0.94 0.96 0.02 2.4% 0.00
Volume 316,419 466,037 149,618 47.3% 863,387
Daily Pivots for day following 11-Jan-2018
Classic Woodie Camarilla DeMark
R4 67.61 66.90 64.37
R3 66.35 65.64 64.03
R2 65.09 65.09 63.91
R1 64.38 64.38 63.80 64.74
PP 63.83 63.83 63.83 64.00
S1 63.12 63.12 63.56 63.48
S2 62.57 62.57 63.45
S3 61.31 61.86 63.33
S4 60.05 60.60 62.99
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 64.53 61.07 3.46 5.4% 0.98 1.5% 75% True False 326,993
10 64.53 59.47 5.06 7.9% 0.88 1.4% 83% True False 248,735
20 64.53 56.07 8.46 13.3% 0.87 1.4% 90% True False 172,759
40 64.53 55.30 9.23 14.5% 1.01 1.6% 91% True False 135,832
60 64.53 51.37 13.16 20.7% 1.00 1.6% 94% True False 112,560
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.89
2.618 67.83
1.618 66.57
1.000 65.79
0.618 65.31
HIGH 64.53
0.618 64.05
0.500 63.90
0.382 63.75
LOW 63.27
0.618 62.49
1.000 62.01
1.618 61.23
2.618 59.97
4.250 57.92
Fisher Pivots for day following 11-Jan-2018
Pivot 1 day 3 day
R1 63.90 63.51
PP 63.83 63.33
S1 63.75 63.16

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

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