NYMEX Light Sweet Crude Oil Future May 2018


Trading Metrics calculated at close of trading on 15-Mar-2018
Day Change Summary
Previous Current
14-Mar-2018 15-Mar-2018 Change Change % Previous Week
Open 60.88 61.00 0.12 0.2% 61.37
High 61.34 61.60 0.26 0.4% 63.05
Low 60.18 60.86 0.68 1.1% 59.91
Close 61.02 61.25 0.23 0.4% 61.92
Range 1.16 0.74 -0.42 -36.2% 3.14
ATR 1.53 1.48 -0.06 -3.7% 0.00
Volume 316,240 321,844 5,604 1.8% 1,233,458
Daily Pivots for day following 15-Mar-2018
Classic Woodie Camarilla DeMark
R4 63.46 63.09 61.66
R3 62.72 62.35 61.45
R2 61.98 61.98 61.39
R1 61.61 61.61 61.32 61.80
PP 61.24 61.24 61.24 61.33
S1 60.87 60.87 61.18 61.06
S2 60.50 60.50 61.11
S3 59.76 60.13 61.05
S4 59.02 59.39 60.84
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 62.22 60.08 2.14 3.5% 1.43 2.3% 55% False False 288,480
10 63.05 59.91 3.14 5.1% 1.46 2.4% 43% False False 254,224
20 64.07 59.32 4.75 7.8% 1.47 2.4% 41% False False 198,921
40 66.02 57.60 8.42 13.7% 1.50 2.4% 43% False False 151,888
60 66.02 56.73 9.29 15.2% 1.28 2.1% 49% False False 115,328
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 64.75
2.618 63.54
1.618 62.80
1.000 62.34
0.618 62.06
HIGH 61.60
0.618 61.32
0.500 61.23
0.382 61.14
LOW 60.86
0.618 60.40
1.000 60.12
1.618 59.66
2.618 58.92
4.250 57.72
Fisher Pivots for day following 15-Mar-2018
Pivot 1 day 3 day
R1 61.24 61.19
PP 61.24 61.13
S1 61.23 61.08

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

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