NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 13-Dec-2017
Day Change Summary
Previous Current
12-Dec-2017 13-Dec-2017 Change Change % Previous Week
Open 55.80 55.12 -0.68 -1.2% 54.52
High 55.82 55.12 -0.70 -1.3% 55.33
Low 54.82 54.06 -0.76 -1.4% 54.20
Close 54.82 54.06 -0.76 -1.4% 55.33
Range 1.00 1.06 0.06 6.0% 1.13
ATR 0.53 0.57 0.04 7.2% 0.00
Volume 3,450 2,246 -1,204 -34.9% 15,320
Daily Pivots for day following 13-Dec-2017
Classic Woodie Camarilla DeMark
R4 57.59 56.89 54.64
R3 56.53 55.83 54.35
R2 55.47 55.47 54.25
R1 54.77 54.77 54.16 54.59
PP 54.41 54.41 54.41 54.33
S1 53.71 53.71 53.96 53.53
S2 53.35 53.35 53.87
S3 52.29 52.65 53.77
S4 51.23 51.59 53.48
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 58.34 57.97 55.95
R3 57.21 56.84 55.64
R2 56.08 56.08 55.54
R1 55.71 55.71 55.43 55.90
PP 54.95 54.95 54.95 55.05
S1 54.58 54.58 55.23 54.77
S2 53.82 53.82 55.12
S3 52.69 53.45 55.02
S4 51.56 52.32 54.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.82 54.06 1.76 3.3% 0.45 0.8% 0% False True 2,903
10 55.83 54.06 1.77 3.3% 0.36 0.7% 0% False True 3,079
20 55.83 53.74 2.09 3.9% 0.26 0.5% 15% False False 2,958
40 55.83 51.17 4.66 8.6% 0.21 0.4% 62% False False 2,519
60 55.83 50.16 5.67 10.5% 0.18 0.3% 69% False False 2,137
80 55.83 48.43 7.40 13.7% 0.16 0.3% 76% False False 1,892
100 55.83 47.96 7.87 14.6% 0.13 0.2% 78% False False 1,735
120 55.83 46.44 9.39 17.4% 0.12 0.2% 81% False False 1,601
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 0.03
Widest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 59.63
2.618 57.90
1.618 56.84
1.000 56.18
0.618 55.78
HIGH 55.12
0.618 54.72
0.500 54.59
0.382 54.46
LOW 54.06
0.618 53.40
1.000 53.00
1.618 52.34
2.618 51.28
4.250 49.56
Fisher Pivots for day following 13-Dec-2017
Pivot 1 day 3 day
R1 54.59 54.94
PP 54.41 54.65
S1 54.24 54.35

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

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