NYMEX Light Sweet Crude Oil Future May 2018
Trading Metrics calculated at close of trading on 23-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
65.50 |
64.28 |
-1.22 |
-1.9% |
62.30 |
High |
65.74 |
66.00 |
0.26 |
0.4% |
66.00 |
Low |
64.14 |
64.11 |
-0.03 |
0.0% |
61.45 |
Close |
64.30 |
65.88 |
1.58 |
2.5% |
65.88 |
Range |
1.60 |
1.89 |
0.29 |
18.1% |
4.55 |
ATR |
1.51 |
1.54 |
0.03 |
1.8% |
0.00 |
Volume |
689,172 |
752,994 |
63,822 |
9.3% |
3,480,907 |
|
Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.00 |
70.33 |
66.92 |
|
R3 |
69.11 |
68.44 |
66.40 |
|
R2 |
67.22 |
67.22 |
66.23 |
|
R1 |
66.55 |
66.55 |
66.05 |
66.89 |
PP |
65.33 |
65.33 |
65.33 |
65.50 |
S1 |
64.66 |
64.66 |
65.71 |
65.00 |
S2 |
63.44 |
63.44 |
65.53 |
|
S3 |
61.55 |
62.77 |
65.36 |
|
S4 |
59.66 |
60.88 |
64.84 |
|
|
Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.09 |
76.54 |
68.38 |
|
R3 |
73.54 |
71.99 |
67.13 |
|
R2 |
68.99 |
68.99 |
66.71 |
|
R1 |
67.44 |
67.44 |
66.30 |
68.22 |
PP |
64.44 |
64.44 |
64.44 |
64.83 |
S1 |
62.89 |
62.89 |
65.46 |
63.67 |
S2 |
59.89 |
59.89 |
65.05 |
|
S3 |
55.34 |
58.34 |
64.63 |
|
S4 |
50.79 |
53.79 |
63.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66.00 |
61.45 |
4.55 |
6.9% |
1.66 |
2.5% |
97% |
True |
False |
696,181 |
10 |
66.00 |
60.18 |
5.82 |
8.8% |
1.49 |
2.3% |
98% |
True |
False |
507,370 |
20 |
66.00 |
59.91 |
6.09 |
9.2% |
1.53 |
2.3% |
98% |
True |
False |
353,580 |
40 |
66.00 |
57.60 |
8.40 |
12.8% |
1.58 |
2.4% |
99% |
True |
False |
238,795 |
60 |
66.02 |
57.60 |
8.42 |
12.8% |
1.36 |
2.1% |
98% |
False |
False |
177,996 |
80 |
66.02 |
55.90 |
10.12 |
15.4% |
1.26 |
1.9% |
99% |
False |
False |
141,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.03 |
2.618 |
70.95 |
1.618 |
69.06 |
1.000 |
67.89 |
0.618 |
67.17 |
HIGH |
66.00 |
0.618 |
65.28 |
0.500 |
65.06 |
0.382 |
64.83 |
LOW |
64.11 |
0.618 |
62.94 |
1.000 |
62.22 |
1.618 |
61.05 |
2.618 |
59.16 |
4.250 |
56.08 |
|
|
Fisher Pivots for day following 23-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
65.61 |
65.52 |
PP |
65.33 |
65.15 |
S1 |
65.06 |
64.79 |
|