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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 5 trading days
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

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

View Archives - Comment on this page... - Back to Index of Symbols