NYMEX Light Sweet Crude Oil Future May 2018
Trading Metrics calculated at close of trading on 27-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
65.90 |
65.53 |
-0.37 |
-0.6% |
62.30 |
High |
66.55 |
66.41 |
-0.14 |
-0.2% |
66.00 |
Low |
65.08 |
64.53 |
-0.55 |
-0.8% |
61.45 |
Close |
65.55 |
65.25 |
-0.30 |
-0.5% |
65.88 |
Range |
1.47 |
1.88 |
0.41 |
27.9% |
4.55 |
ATR |
1.54 |
1.56 |
0.02 |
1.6% |
0.00 |
Volume |
585,899 |
670,811 |
84,912 |
14.5% |
3,480,907 |
|
Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.04 |
70.02 |
66.28 |
|
R3 |
69.16 |
68.14 |
65.77 |
|
R2 |
67.28 |
67.28 |
65.59 |
|
R1 |
66.26 |
66.26 |
65.42 |
65.83 |
PP |
65.40 |
65.40 |
65.40 |
65.18 |
S1 |
64.38 |
64.38 |
65.08 |
63.95 |
S2 |
63.52 |
63.52 |
64.91 |
|
S3 |
61.64 |
62.50 |
64.73 |
|
S4 |
59.76 |
60.62 |
64.22 |
|
|
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 |
63.58 |
2.97 |
4.6% |
1.76 |
2.7% |
56% |
False |
False |
692,528 |
10 |
66.55 |
60.18 |
6.37 |
9.8% |
1.50 |
2.3% |
80% |
False |
False |
581,287 |
20 |
66.55 |
59.91 |
6.64 |
10.2% |
1.57 |
2.4% |
80% |
False |
False |
405,744 |
40 |
66.55 |
57.60 |
8.95 |
13.7% |
1.60 |
2.4% |
85% |
False |
False |
265,891 |
60 |
66.55 |
57.60 |
8.95 |
13.7% |
1.40 |
2.1% |
85% |
False |
False |
198,262 |
80 |
66.55 |
55.90 |
10.65 |
16.3% |
1.28 |
2.0% |
88% |
False |
False |
156,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.40 |
2.618 |
71.33 |
1.618 |
69.45 |
1.000 |
68.29 |
0.618 |
67.57 |
HIGH |
66.41 |
0.618 |
65.69 |
0.500 |
65.47 |
0.382 |
65.25 |
LOW |
64.53 |
0.618 |
63.37 |
1.000 |
62.65 |
1.618 |
61.49 |
2.618 |
59.61 |
4.250 |
56.54 |
|
|
Fisher Pivots for day following 27-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
65.47 |
65.33 |
PP |
65.40 |
65.30 |
S1 |
65.32 |
65.28 |
|