NYMEX Light Sweet Crude Oil Future May 2018
Trading Metrics calculated at close of trading on 26-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
64.28 |
65.90 |
1.62 |
2.5% |
62.30 |
High |
66.00 |
66.55 |
0.55 |
0.8% |
66.00 |
Low |
64.11 |
65.08 |
0.97 |
1.5% |
61.45 |
Close |
65.88 |
65.55 |
-0.33 |
-0.5% |
65.88 |
Range |
1.89 |
1.47 |
-0.42 |
-22.2% |
4.55 |
ATR |
1.54 |
1.54 |
-0.01 |
-0.3% |
0.00 |
Volume |
752,994 |
585,899 |
-167,095 |
-22.2% |
3,480,907 |
|
Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.14 |
69.31 |
66.36 |
|
R3 |
68.67 |
67.84 |
65.95 |
|
R2 |
67.20 |
67.20 |
65.82 |
|
R1 |
66.37 |
66.37 |
65.68 |
66.05 |
PP |
65.73 |
65.73 |
65.73 |
65.57 |
S1 |
64.90 |
64.90 |
65.42 |
64.58 |
S2 |
64.26 |
64.26 |
65.28 |
|
S3 |
62.79 |
63.43 |
65.15 |
|
S4 |
61.32 |
61.96 |
64.74 |
|
|
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 |
66.55 |
62.13 |
4.42 |
6.7% |
1.76 |
2.7% |
77% |
True |
False |
701,908 |
10 |
66.55 |
60.18 |
6.37 |
9.7% |
1.48 |
2.3% |
84% |
True |
False |
546,784 |
20 |
66.55 |
59.91 |
6.64 |
10.1% |
1.55 |
2.4% |
85% |
True |
False |
378,652 |
40 |
66.55 |
57.60 |
8.95 |
13.7% |
1.58 |
2.4% |
89% |
True |
False |
251,204 |
60 |
66.55 |
57.60 |
8.95 |
13.7% |
1.38 |
2.1% |
89% |
True |
False |
187,399 |
80 |
66.55 |
55.90 |
10.65 |
16.2% |
1.28 |
1.9% |
91% |
True |
False |
148,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.80 |
2.618 |
70.40 |
1.618 |
68.93 |
1.000 |
68.02 |
0.618 |
67.46 |
HIGH |
66.55 |
0.618 |
65.99 |
0.500 |
65.82 |
0.382 |
65.64 |
LOW |
65.08 |
0.618 |
64.17 |
1.000 |
63.61 |
1.618 |
62.70 |
2.618 |
61.23 |
4.250 |
58.83 |
|
|
Fisher Pivots for day following 26-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
65.82 |
65.48 |
PP |
65.73 |
65.40 |
S1 |
65.64 |
65.33 |
|