NYMEX Light Sweet Crude Oil Future February 2018


Trading Metrics calculated at close of trading on 16-Jan-2018
Day Change Summary
Previous Current
12-Jan-2018 16-Jan-2018 Change Change % Previous Week
Open 63.57 64.43 0.86 1.4% 61.61
High 64.50 64.89 0.39 0.6% 64.77
Low 63.06 63.39 0.33 0.5% 61.34
Close 64.30 63.73 -0.57 -0.9% 64.30
Range 1.44 1.50 0.06 4.2% 3.43
ATR 1.04 1.07 0.03 3.2% 0.00
Volume 678,727 867,771 189,044 27.9% 3,714,407
Daily Pivots for day following 16-Jan-2018
Classic Woodie Camarilla DeMark
R4 68.50 67.62 64.56
R3 67.00 66.12 64.14
R2 65.50 65.50 64.01
R1 64.62 64.62 63.87 64.31
PP 64.00 64.00 64.00 63.85
S1 63.12 63.12 63.59 62.81
S2 62.50 62.50 63.46
S3 61.00 61.62 63.32
S4 59.50 60.12 62.91
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 73.76 72.46 66.19
R3 70.33 69.03 65.24
R2 66.90 66.90 64.93
R1 65.60 65.60 64.61 66.25
PP 63.47 63.47 63.47 63.80
S1 62.17 62.17 63.99 62.82
S2 60.04 60.04 63.67
S3 56.61 58.74 63.36
S4 53.18 55.31 62.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.89 61.80 3.09 4.8% 1.31 2.1% 62% True False 793,140
10 64.89 60.10 4.79 7.5% 1.11 1.7% 76% True False 698,374
20 64.89 56.88 8.01 12.6% 0.93 1.5% 86% True False 555,148
40 64.89 55.30 9.59 15.0% 1.06 1.7% 88% True False 375,088
60 64.89 51.24 13.65 21.4% 1.06 1.7% 92% True False 273,195
80 64.89 49.92 14.97 23.5% 1.03 1.6% 92% True False 213,920
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 71.27
2.618 68.82
1.618 67.32
1.000 66.39
0.618 65.82
HIGH 64.89
0.618 64.32
0.500 64.14
0.382 63.96
LOW 63.39
0.618 62.46
1.000 61.89
1.618 60.96
2.618 59.46
4.250 57.02
Fisher Pivots for day following 16-Jan-2018
Pivot 1 day 3 day
R1 64.14 63.98
PP 64.00 63.89
S1 63.87 63.81

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

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