NYMEX Light Sweet Crude Oil Future January 2018


Trading Metrics calculated at close of trading on 04-Dec-2017
Day Change Summary
Previous Current
01-Dec-2017 04-Dec-2017 Change Change % Previous Week
Open 57.42 58.32 0.90 1.6% 58.95
High 58.88 58.34 -0.54 -0.9% 58.99
Low 57.29 57.35 0.06 0.1% 56.75
Close 58.36 57.47 -0.89 -1.5% 58.36
Range 1.59 0.99 -0.60 -37.7% 2.24
ATR 1.18 1.16 -0.01 -1.0% 0.00
Volume 685,215 529,965 -155,250 -22.7% 3,398,511
Daily Pivots for day following 04-Dec-2017
Classic Woodie Camarilla DeMark
R4 60.69 60.07 58.01
R3 59.70 59.08 57.74
R2 58.71 58.71 57.65
R1 58.09 58.09 57.56 57.91
PP 57.72 57.72 57.72 57.63
S1 57.10 57.10 57.38 56.92
S2 56.73 56.73 57.29
S3 55.74 56.11 57.20
S4 54.75 55.12 56.93
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 64.75 63.80 59.59
R3 62.51 61.56 58.98
R2 60.27 60.27 58.77
R1 59.32 59.32 58.57 58.68
PP 58.03 58.03 58.03 57.71
S1 57.08 57.08 58.15 56.44
S2 55.79 55.79 57.95
S3 53.55 54.84 57.74
S4 51.31 52.60 57.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.88 56.75 2.13 3.7% 1.20 2.1% 34% False False 647,679
10 59.05 55.75 3.30 5.7% 1.19 2.1% 52% False False 655,602
20 59.05 55.00 4.05 7.0% 1.17 2.0% 61% False False 496,608
40 59.05 49.74 9.31 16.2% 1.08 1.9% 83% False False 308,923
60 59.05 48.50 10.55 18.4% 1.06 1.8% 85% False False 228,267
80 59.05 46.95 12.10 21.1% 1.07 1.9% 87% False False 188,330
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 62.55
2.618 60.93
1.618 59.94
1.000 59.33
0.618 58.95
HIGH 58.34
0.618 57.96
0.500 57.85
0.382 57.73
LOW 57.35
0.618 56.74
1.000 56.36
1.618 55.75
2.618 54.76
4.250 53.14
Fisher Pivots for day following 04-Dec-2017
Pivot 1 day 3 day
R1 57.85 57.85
PP 57.72 57.72
S1 57.60 57.60

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

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