NYMEX Light Sweet Crude Oil Future May 2018


Trading Metrics calculated at close of trading on 16-Mar-2018
Day Change Summary
Previous Current
15-Mar-2018 16-Mar-2018 Change Change % Previous Week
Open 61.00 61.24 0.24 0.4% 61.95
High 61.60 62.60 1.00 1.6% 62.60
Low 60.86 61.14 0.28 0.5% 60.18
Close 61.25 62.41 1.16 1.9% 62.41
Range 0.74 1.46 0.72 97.3% 2.42
ATR 1.48 1.48 0.00 -0.1% 0.00
Volume 321,844 437,177 115,333 35.8% 1,592,796
Daily Pivots for day following 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 66.43 65.88 63.21
R3 64.97 64.42 62.81
R2 63.51 63.51 62.68
R1 62.96 62.96 62.54 63.24
PP 62.05 62.05 62.05 62.19
S1 61.50 61.50 62.28 61.78
S2 60.59 60.59 62.14
S3 59.13 60.04 62.01
S4 57.67 58.58 61.61
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 68.99 68.12 63.74
R3 66.57 65.70 63.08
R2 64.15 64.15 62.85
R1 63.28 63.28 62.63 63.72
PP 61.73 61.73 61.73 61.95
S1 60.86 60.86 62.19 61.30
S2 59.31 59.31 61.97
S3 56.89 58.44 61.74
S4 54.47 56.02 61.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.60 60.18 2.42 3.9% 1.33 2.1% 92% True False 318,559
10 63.05 59.91 3.14 5.0% 1.46 2.3% 80% False False 282,625
20 64.07 59.91 4.16 6.7% 1.45 2.3% 60% False False 212,559
40 66.02 57.60 8.42 13.5% 1.52 2.4% 57% False False 161,256
60 66.02 57.13 8.89 14.2% 1.29 2.1% 59% False False 122,030
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 68.81
2.618 66.42
1.618 64.96
1.000 64.06
0.618 63.50
HIGH 62.60
0.618 62.04
0.500 61.87
0.382 61.70
LOW 61.14
0.618 60.24
1.000 59.68
1.618 58.78
2.618 57.32
4.250 54.94
Fisher Pivots for day following 16-Mar-2018
Pivot 1 day 3 day
R1 62.23 62.07
PP 62.05 61.73
S1 61.87 61.39

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

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