NYMEX Light Sweet Crude Oil Future May 2018

Trading Metrics calculated at close of trading on 26-Dec-2017

Day Change Summary
	Previous	Current
	22-Dec-2017	26-Dec-2017	Change	Change %	Previous Week
Open	58.15	58.56	0.41	0.7%	57.03
High	58.50	59.90	1.40	2.4%	58.50
Low	57.86	58.34	0.48	0.8%	56.73
Close	58.48	59.86	1.38	2.4%	58.48
Range	0.64	1.56	0.92	143.8%	1.77
ATR	0.92	0.97	0.05	5.0%	0.00
Volume	21,783	17,105	-4,678	-21.5%	140,907

Daily Pivots for day following 26-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	64.05	63.51	60.72
R3	62.49	61.95	60.29
R2	60.93	60.93	60.15
R1	60.39	60.39	60.00	60.66
PP	59.37	59.37	59.37	59.50
S1	58.83	58.83	59.72	59.10
S2	57.81	57.81	59.57
S3	56.25	57.27	59.43
S4	54.69	55.71	59.00

Weekly Pivots for week ending 22-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	63.21	62.62	59.45
R3	61.44	60.85	58.97
R2	59.67	59.67	58.80
R1	59.08	59.08	58.64	59.38
PP	57.90	57.90	57.90	58.05
S1	57.31	57.31	58.32	57.61
S2	56.13	56.13	58.16
S3	54.36	55.54	57.99
S4	52.59	53.77	57.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	59.90	57.13	2.77	4.6%	0.81	1.4%	99%	True	False	24,588
10	59.90	55.90	4.00	6.7%	0.92	1.5%	99%	True	False	31,241
20	59.90	55.90	4.00	6.7%	0.97	1.6%	99%	True	False	30,756

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	66.53
2.618	63.98
1.618	62.42
1.000	61.46
0.618	60.86
HIGH	59.90
0.618	59.30
0.500	59.12
0.382	58.94
LOW	58.34
0.618	57.38
1.000	56.78
1.618	55.82
2.618	54.26
4.250	51.71

Fisher Pivots for day following 26-Dec-2017
Pivot	1 day	3 day
R1	59.61	59.50
PP	59.37	59.13
S1	59.12	58.77

Download as Excel Spreadsheet

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

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