NYMEX Light Sweet Crude Oil Future May 2018
Trading Metrics calculated at close of trading on 21-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
62.20 |
63.72 |
1.52 |
2.4% |
61.95 |
High |
63.98 |
65.55 |
1.57 |
2.5% |
62.60 |
Low |
62.13 |
63.58 |
1.45 |
2.3% |
60.18 |
Close |
63.54 |
65.17 |
1.63 |
2.6% |
62.41 |
Range |
1.85 |
1.97 |
0.12 |
6.5% |
2.42 |
ATR |
1.47 |
1.51 |
0.04 |
2.6% |
0.00 |
Volume |
717,709 |
763,768 |
46,059 |
6.4% |
1,592,796 |
|
Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.68 |
69.89 |
66.25 |
|
R3 |
68.71 |
67.92 |
65.71 |
|
R2 |
66.74 |
66.74 |
65.53 |
|
R1 |
65.95 |
65.95 |
65.35 |
66.35 |
PP |
64.77 |
64.77 |
64.77 |
64.96 |
S1 |
63.98 |
63.98 |
64.99 |
64.38 |
S2 |
62.80 |
62.80 |
64.81 |
|
S3 |
60.83 |
62.01 |
64.63 |
|
S4 |
58.86 |
60.04 |
64.09 |
|
|
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 |
65.55 |
60.86 |
4.69 |
7.2% |
1.40 |
2.2% |
92% |
True |
False |
559,552 |
10 |
65.55 |
59.91 |
5.64 |
8.7% |
1.47 |
2.3% |
93% |
True |
False |
427,811 |
20 |
65.55 |
59.91 |
5.64 |
8.7% |
1.54 |
2.4% |
93% |
True |
False |
294,260 |
40 |
66.02 |
57.60 |
8.42 |
12.9% |
1.56 |
2.4% |
90% |
False |
False |
208,582 |
60 |
66.02 |
57.60 |
8.42 |
12.9% |
1.34 |
2.1% |
90% |
False |
False |
154,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.92 |
2.618 |
70.71 |
1.618 |
68.74 |
1.000 |
67.52 |
0.618 |
66.77 |
HIGH |
65.55 |
0.618 |
64.80 |
0.500 |
64.57 |
0.382 |
64.33 |
LOW |
63.58 |
0.618 |
62.36 |
1.000 |
61.61 |
1.618 |
60.39 |
2.618 |
58.42 |
4.250 |
55.21 |
|
|
Fisher Pivots for day following 21-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
64.97 |
64.61 |
PP |
64.77 |
64.06 |
S1 |
64.57 |
63.50 |
|