NYMEX Light Sweet Crude Oil Future May 2018


Trading Metrics calculated at close of trading on 20-Mar-2018
Day Change Summary
Previous Current
19-Mar-2018 20-Mar-2018 Change Change % Previous Week
Open 62.30 62.20 -0.10 -0.2% 61.95
High 62.44 63.98 1.54 2.5% 62.60
Low 61.45 62.13 0.68 1.1% 60.18
Close 62.13 63.54 1.41 2.3% 62.41
Range 0.99 1.85 0.86 86.9% 2.42
ATR 1.44 1.47 0.03 2.0% 0.00
Volume 557,264 717,709 160,445 28.8% 1,592,796
Daily Pivots for day following 20-Mar-2018
Classic Woodie Camarilla DeMark
R4 68.77 68.00 64.56
R3 66.92 66.15 64.05
R2 65.07 65.07 63.88
R1 64.30 64.30 63.71 64.69
PP 63.22 63.22 63.22 63.41
S1 62.45 62.45 63.37 62.84
S2 61.37 61.37 63.20
S3 59.52 60.60 63.03
S4 57.67 58.75 62.52
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 63.98 60.18 3.80 6.0% 1.24 2.0% 88% True False 470,046
10 63.98 59.91 4.07 6.4% 1.48 2.3% 89% True False 378,340
20 64.07 59.91 4.16 6.5% 1.49 2.3% 87% False False 261,305
40 66.02 57.60 8.42 13.3% 1.54 2.4% 71% False False 191,125
60 66.02 57.60 8.42 13.3% 1.32 2.1% 71% False False 142,370
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 0.24
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 71.84
2.618 68.82
1.618 66.97
1.000 65.83
0.618 65.12
HIGH 63.98
0.618 63.27
0.500 63.06
0.382 62.84
LOW 62.13
0.618 60.99
1.000 60.28
1.618 59.14
2.618 57.29
4.250 54.27
Fisher Pivots for day following 20-Mar-2018
Pivot 1 day 3 day
R1 63.38 63.21
PP 63.22 62.89
S1 63.06 62.56

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

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