NYMEX Light Sweet Crude Oil Future February 2018


Trading Metrics calculated at close of trading on 29-Nov-2017
Day Change Summary
Previous Current
28-Nov-2017 29-Nov-2017 Change Change % Previous Week
Open 57.99 57.84 -0.15 -0.3% 56.88
High 58.15 58.34 0.19 0.3% 58.99
Low 57.50 56.82 -0.68 -1.2% 55.85
Close 58.05 57.36 -0.69 -1.2% 58.91
Range 0.65 1.52 0.87 133.8% 3.14
ATR 1.07 1.10 0.03 3.0% 0.00
Volume 107,995 152,129 44,134 40.9% 662,401
Daily Pivots for day following 29-Nov-2017
Classic Woodie Camarilla DeMark
R4 62.07 61.23 58.20
R3 60.55 59.71 57.78
R2 59.03 59.03 57.64
R1 58.19 58.19 57.50 57.85
PP 57.51 57.51 57.51 57.34
S1 56.67 56.67 57.22 56.33
S2 55.99 55.99 57.08
S3 54.47 55.15 56.94
S4 52.95 53.63 56.52
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 67.34 66.26 60.64
R3 64.20 63.12 59.77
R2 61.06 61.06 59.49
R1 59.98 59.98 59.20 60.52
PP 57.92 57.92 57.92 58.19
S1 56.84 56.84 58.62 57.38
S2 54.78 54.78 58.33
S3 51.64 53.70 58.05
S4 48.50 50.56 57.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.99 56.82 2.17 3.8% 1.16 2.0% 25% False True 172,472
10 58.99 55.24 3.75 6.5% 1.04 1.8% 57% False False 143,368
20 58.99 54.22 4.77 8.3% 1.12 2.0% 66% False False 111,307
40 58.99 49.92 9.07 15.8% 1.05 1.8% 82% False False 79,007
60 58.99 48.82 10.17 17.7% 1.00 1.7% 84% False False 64,759
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 64.80
2.618 62.32
1.618 60.80
1.000 59.86
0.618 59.28
HIGH 58.34
0.618 57.76
0.500 57.58
0.382 57.40
LOW 56.82
0.618 55.88
1.000 55.30
1.618 54.36
2.618 52.84
4.250 50.36
Fisher Pivots for day following 29-Nov-2017
Pivot 1 day 3 day
R1 57.58 57.88
PP 57.51 57.70
S1 57.43 57.53

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

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