NYMEX Light Sweet Crude Oil Future January 2019


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 56.00 56.45 0.45 0.8% 55.15
High 56.41 57.49 1.08 1.9% 56.41
Low 55.94 56.30 0.36 0.6% 55.15
Close 56.41 57.37 0.96 1.7% 56.41
Range 0.47 1.19 0.72 153.2% 1.26
ATR 0.53 0.57 0.05 9.0% 0.00
Volume 2,017 4,570 2,553 126.6% 33,026
Daily Pivots for day following 26-Dec-2017
Classic Woodie Camarilla DeMark
R4 60.62 60.19 58.02
R3 59.43 59.00 57.70
R2 58.24 58.24 57.59
R1 57.81 57.81 57.48 58.03
PP 57.05 57.05 57.05 57.16
S1 56.62 56.62 57.26 56.84
S2 55.86 55.86 57.15
S3 54.67 55.43 57.04
S4 53.48 54.24 56.72
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 59.77 59.35 57.10
R3 58.51 58.09 56.76
R2 57.25 57.25 56.64
R1 56.83 56.83 56.53 57.04
PP 55.99 55.99 55.99 56.10
S1 55.57 55.57 56.29 55.78
S2 54.73 54.73 56.18
S3 53.47 54.31 56.06
S4 52.21 53.05 55.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.49 55.55 1.94 3.4% 0.40 0.7% 94% True False 4,991
10 57.49 54.06 3.43 6.0% 0.50 0.9% 97% True False 9,211
20 57.49 54.06 3.43 6.0% 0.33 0.6% 97% True False 6,131
40 57.49 52.48 5.01 8.7% 0.26 0.5% 98% True False 4,470
60 57.49 50.16 7.33 12.8% 0.20 0.4% 98% True False 3,316
80 57.49 49.85 7.64 13.3% 0.18 0.3% 98% True False 2,866
100 57.49 47.96 9.53 16.6% 0.16 0.3% 99% True False 2,499
120 57.49 47.32 10.17 17.7% 0.14 0.2% 99% True False 2,299
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 0.04
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 62.55
2.618 60.61
1.618 59.42
1.000 58.68
0.618 58.23
HIGH 57.49
0.618 57.04
0.500 56.90
0.382 56.75
LOW 56.30
0.618 55.56
1.000 55.11
1.618 54.37
2.618 53.18
4.250 51.24
Fisher Pivots for day following 26-Dec-2017
Pivot 1 day 3 day
R1 57.21 57.15
PP 57.05 56.93
S1 56.90 56.72

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

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