NYMEX Light Sweet Crude Oil Future June 2018


Trading Metrics calculated at close of trading on 20-Mar-2018
Day Change Summary
Previous Current
19-Mar-2018 20-Mar-2018 Change Change % Previous Week
Open 62.14 61.98 -0.16 -0.3% 61.70
High 62.29 63.73 1.44 2.3% 62.44
Low 61.30 61.93 0.63 1.0% 60.07
Close 61.96 63.31 1.35 2.2% 62.25
Range 0.99 1.80 0.81 81.8% 2.37
ATR 1.40 1.42 0.03 2.1% 0.00
Volume 91,125 149,558 58,433 64.1% 496,967
Daily Pivots for day following 20-Mar-2018
Classic Woodie Camarilla DeMark
R4 68.39 67.65 64.30
R3 66.59 65.85 63.81
R2 64.79 64.79 63.64
R1 64.05 64.05 63.48 64.42
PP 62.99 62.99 62.99 63.18
S1 62.25 62.25 63.15 62.62
S2 61.19 61.19 62.98
S3 59.39 60.45 62.82
S4 57.59 58.65 62.32
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 68.70 67.84 63.55
R3 66.33 65.47 62.90
R2 63.96 63.96 62.68
R1 63.10 63.10 62.47 63.53
PP 61.59 61.59 61.59 61.80
S1 60.73 60.73 62.03 61.16
S2 59.22 59.22 61.82
S3 56.85 58.36 61.60
S4 54.48 55.99 60.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.73 60.07 3.66 5.8% 1.21 1.9% 89% True False 104,043
10 63.73 59.77 3.96 6.3% 1.42 2.2% 89% True False 125,823
20 63.75 59.67 4.08 6.4% 1.44 2.3% 89% False False 114,215
40 65.52 57.29 8.23 13.0% 1.49 2.4% 73% False False 120,628
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 71.38
2.618 68.44
1.618 66.64
1.000 65.53
0.618 64.84
HIGH 63.73
0.618 63.04
0.500 62.83
0.382 62.62
LOW 61.93
0.618 60.82
1.000 60.13
1.618 59.02
2.618 57.22
4.250 54.28
Fisher Pivots for day following 20-Mar-2018
Pivot 1 day 3 day
R1 63.15 63.00
PP 62.99 62.68
S1 62.83 62.37

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

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