NYMEX Light Sweet Crude Oil Future May 2018

Trading Metrics calculated at close of trading on 12-Jan-2018

Day Change Summary
	Previous	Current
	11-Jan-2018	12-Jan-2018	Change	Change %	Previous Week
Open	62.83	63.10	0.27	0.4%	61.36
High	63.86	63.90	0.04	0.1%	63.90
Low	62.80	62.56	-0.24	-0.4%	61.14
Close	63.20	63.77	0.57	0.9%	63.77
Range	1.06	1.34	0.28	26.4%	2.76
ATR	0.87	0.90	0.03	3.9%	0.00
Volume	88,554	52,326	-36,228	-40.9%	321,844

Daily Pivots for day following 12-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	67.43	66.94	64.51
R3	66.09	65.60	64.14
R2	64.75	64.75	64.02
R1	64.26	64.26	63.89	64.51
PP	63.41	63.41	63.41	63.53
S1	62.92	62.92	63.65	63.17
S2	62.07	62.07	63.52
S3	60.73	61.58	63.40
S4	59.39	60.24	63.03

Weekly Pivots for week ending 12-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	71.22	70.25	65.29
R3	68.46	67.49	64.53
R2	65.70	65.70	64.28
R1	64.73	64.73	64.02	65.22
PP	62.94	62.94	62.94	63.18
S1	61.97	61.97	63.52	62.46
S2	60.18	60.18	63.26
S3	57.42	59.21	63.01
S4	54.66	56.45	62.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	63.90	61.14	2.76	4.3%	0.98	1.5%	95%	True	False	64,368
10	63.90	59.73	4.17	6.5%	0.86	1.4%	97%	True	False	53,113
20	63.90	55.90	8.00	12.5%	0.80	1.2%	98%	True	False	39,778

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	69.60
2.618	67.41
1.618	66.07
1.000	65.24
0.618	64.73
HIGH	63.90
0.618	63.39
0.500	63.23
0.382	63.07
LOW	62.56
0.618	61.73
1.000	61.22
1.618	60.39
2.618	59.05
4.250	56.87

Fisher Pivots for day following 12-Jan-2018
Pivot	1 day	3 day
R1	63.59	63.59
PP	63.41	63.40
S1	63.23	63.22

Download as Excel Spreadsheet

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

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