NYMEX Light Sweet Crude Oil Future May 2018
Trading Metrics calculated at close of trading on 12-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
60.26 |
61.95 |
1.69 |
2.8% |
61.37 |
High |
62.04 |
62.22 |
0.18 |
0.3% |
63.05 |
Low |
60.08 |
60.63 |
0.55 |
0.9% |
59.91 |
Close |
61.92 |
61.33 |
-0.59 |
-1.0% |
61.92 |
Range |
1.96 |
1.59 |
-0.37 |
-18.9% |
3.14 |
ATR |
1.55 |
1.55 |
0.00 |
0.2% |
0.00 |
Volume |
286,785 |
191,753 |
-95,032 |
-33.1% |
1,233,458 |
|
Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.16 |
65.34 |
62.20 |
|
R3 |
64.57 |
63.75 |
61.77 |
|
R2 |
62.98 |
62.98 |
61.62 |
|
R1 |
62.16 |
62.16 |
61.48 |
61.78 |
PP |
61.39 |
61.39 |
61.39 |
61.20 |
S1 |
60.57 |
60.57 |
61.18 |
60.19 |
S2 |
59.80 |
59.80 |
61.04 |
|
S3 |
58.21 |
58.98 |
60.89 |
|
S4 |
56.62 |
57.39 |
60.46 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.05 |
69.62 |
63.65 |
|
R3 |
67.91 |
66.48 |
62.78 |
|
R2 |
64.77 |
64.77 |
62.50 |
|
R1 |
63.34 |
63.34 |
62.21 |
64.06 |
PP |
61.63 |
61.63 |
61.63 |
61.98 |
S1 |
60.20 |
60.20 |
61.63 |
60.92 |
S2 |
58.49 |
58.49 |
61.34 |
|
S3 |
55.35 |
57.06 |
61.06 |
|
S4 |
52.21 |
53.92 |
60.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.05 |
59.91 |
3.14 |
5.1% |
1.58 |
2.6% |
45% |
False |
False |
260,994 |
10 |
63.92 |
59.91 |
4.01 |
6.5% |
1.61 |
2.6% |
35% |
False |
False |
210,519 |
20 |
64.07 |
57.87 |
6.20 |
10.1% |
1.57 |
2.6% |
56% |
False |
False |
170,433 |
40 |
66.02 |
57.60 |
8.42 |
13.7% |
1.50 |
2.4% |
44% |
False |
False |
131,957 |
60 |
66.02 |
55.90 |
10.12 |
16.5% |
1.26 |
2.1% |
54% |
False |
False |
101,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.98 |
2.618 |
66.38 |
1.618 |
64.79 |
1.000 |
63.81 |
0.618 |
63.20 |
HIGH |
62.22 |
0.618 |
61.61 |
0.500 |
61.43 |
0.382 |
61.24 |
LOW |
60.63 |
0.618 |
59.65 |
1.000 |
59.04 |
1.618 |
58.06 |
2.618 |
56.47 |
4.250 |
53.87 |
|
|
Fisher Pivots for day following 12-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
61.43 |
61.24 |
PP |
61.39 |
61.15 |
S1 |
61.36 |
61.07 |
|