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 |
|
|
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 |
|