NYMEX Light Sweet Crude Oil Future March 2018


Trading Metrics calculated at close of trading on 15-Feb-2018
Day Change Summary
Previous Current
14-Feb-2018 15-Feb-2018 Change Change % Previous Week
Open 58.98 60.71 1.73 2.9% 65.10
High 60.90 61.64 0.74 1.2% 65.40
Low 58.20 59.72 1.52 2.6% 58.07
Close 60.60 61.34 0.74 1.2% 59.20
Range 2.70 1.92 -0.78 -28.9% 7.33
ATR 1.65 1.67 0.02 1.1% 0.00
Volume 650,324 340,401 -309,923 -47.7% 4,581,170
Daily Pivots for day following 15-Feb-2018
Classic Woodie Camarilla DeMark
R4 66.66 65.92 62.40
R3 64.74 64.00 61.87
R2 62.82 62.82 61.69
R1 62.08 62.08 61.52 62.45
PP 60.90 60.90 60.90 61.09
S1 60.16 60.16 61.16 60.53
S2 58.98 58.98 60.99
S3 57.06 58.24 60.81
S4 55.14 56.32 60.28
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 82.88 78.37 63.23
R3 75.55 71.04 61.22
R2 68.22 68.22 60.54
R1 63.71 63.71 59.87 62.30
PP 60.89 60.89 60.89 60.19
S1 56.38 56.38 58.53 54.97
S2 53.56 53.56 57.86
S3 46.23 49.05 57.18
S4 38.90 41.72 55.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.64 58.07 3.57 5.8% 2.08 3.4% 92% True False 648,309
10 66.30 58.07 8.23 13.4% 2.01 3.3% 40% False False 774,698
20 66.66 58.07 8.59 14.0% 1.71 2.8% 38% False False 734,506
40 66.66 57.21 9.45 15.4% 1.31 2.1% 44% False False 483,552
60 66.66 55.90 10.76 17.5% 1.24 2.0% 51% False False 358,265
80 66.66 51.95 14.71 24.0% 1.19 1.9% 64% False False 287,001
100 66.66 50.07 16.59 27.0% 1.14 1.9% 68% False False 237,596
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.80
2.618 66.67
1.618 64.75
1.000 63.56
0.618 62.83
HIGH 61.64
0.618 60.91
0.500 60.68
0.382 60.45
LOW 59.72
0.618 58.53
1.000 57.80
1.618 56.61
2.618 54.69
4.250 51.56
Fisher Pivots for day following 15-Feb-2018
Pivot 1 day 3 day
R1 61.12 60.87
PP 60.90 60.39
S1 60.68 59.92

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

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