NYMEX Light Sweet Crude Oil Future May 2018

Trading Metrics calculated at close of trading on 03-Jan-2018

Day Change Summary
	Previous	Current
	02-Jan-2018	03-Jan-2018	Change	Change %	Previous Week
Open	60.10	60.24	0.14	0.2%	58.56
High	60.56	61.40	0.84	1.4%	60.38
Low	59.99	60.11	0.12	0.2%	58.34
Close	60.20	61.21	1.01	1.7%	60.27
Range	0.57	1.29	0.72	126.3%	2.04
ATR	0.86	0.89	0.03	3.5%	0.00
Volume	32,676	50,605	17,929	54.9%	82,577

Daily Pivots for day following 03-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	64.78	64.28	61.92
R3	63.49	62.99	61.56
R2	62.20	62.20	61.45
R1	61.70	61.70	61.33	61.95
PP	60.91	60.91	60.91	61.03
S1	60.41	60.41	61.09	60.66
S2	59.62	59.62	60.97
S3	58.33	59.12	60.86
S4	57.04	57.83	60.50

Weekly Pivots for week ending 29-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	65.78	65.07	61.39
R3	63.74	63.03	60.83
R2	61.70	61.70	60.64
R1	60.99	60.99	60.46	61.35
PP	59.66	59.66	59.66	59.84
S1	58.95	58.95	60.08	59.31
S2	57.62	57.62	59.90
S3	55.58	56.91	59.71
S4	53.54	54.87	59.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	61.40	59.25	2.15	3.5%	0.70	1.2%	91%	True	False	29,750
10	61.40	57.13	4.27	7.0%	0.76	1.2%	96%	True	False	27,169
20	61.40	55.90	5.50	9.0%	0.90	1.5%	97%	True	False	31,116

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	66.88
2.618	64.78
1.618	63.49
1.000	62.69
0.618	62.20
HIGH	61.40
0.618	60.91
0.500	60.76
0.382	60.60
LOW	60.11
0.618	59.31
1.000	58.82
1.618	58.02
2.618	56.73
4.250	54.63

Fisher Pivots for day following 03-Jan-2018
Pivot	1 day	3 day
R1	61.06	61.00
PP	60.91	60.78
S1	60.76	60.57

Download as Excel Spreadsheet

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

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