NYMEX Light Sweet Crude Oil Future May 2018

Trading Metrics calculated at close of trading on 09-Jan-2018

Day Change Summary
	Previous	Current
	08-Jan-2018	09-Jan-2018	Change	Change %	Previous Week
Open	61.36	61.56	0.20	0.3%	60.10
High	61.62	62.94	1.32	2.1%	61.60
Low	61.14	61.49	0.35	0.6%	59.99
Close	61.48	62.49	1.01	1.6%	61.15
Range	0.48	1.45	0.97	202.1%	1.61
ATR	0.83	0.88	0.04	5.4%	0.00
Volume	58,722	51,332	-7,390	-12.6%	184,561

Daily Pivots for day following 09-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	66.66	66.02	63.29
R3	65.21	64.57	62.89
R2	63.76	63.76	62.76
R1	63.12	63.12	62.62	63.44
PP	62.31	62.31	62.31	62.47
S1	61.67	61.67	62.36	61.99
S2	60.86	60.86	62.22
S3	59.41	60.22	62.09
S4	57.96	58.77	61.69

Weekly Pivots for week ending 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	65.74	65.06	62.04
R3	64.13	63.45	61.59
R2	62.52	62.52	61.45
R1	61.84	61.84	61.30	62.18
PP	60.91	60.91	60.91	61.09
S1	60.23	60.23	61.00	60.57
S2	59.30	59.30	60.85
S3	57.69	58.62	60.71
S4	56.08	57.01	60.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.94	60.11	2.83	4.5%	0.89	1.4%	84%	True	False	52,387
10	62.94	58.34	4.60	7.4%	0.82	1.3%	90%	True	False	37,719
20	62.94	55.90	7.04	11.3%	0.84	1.3%	94%	True	False	35,633

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	0.14
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	69.10
2.618	66.74
1.618	65.29
1.000	64.39
0.618	63.84
HIGH	62.94
0.618	62.39
0.500	62.22
0.382	62.04
LOW	61.49
0.618	60.59
1.000	60.04
1.618	59.14
2.618	57.69
4.250	55.33

Fisher Pivots for day following 09-Jan-2018
Pivot	1 day	3 day
R1	62.40	62.29
PP	62.31	62.08
S1	62.22	61.88

Download as Excel Spreadsheet

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

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