NYMEX Light Sweet Crude Oil Future June 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 |
65.81 |
65.41 |
-0.40 |
-0.6% |
62.14 |
High |
66.37 |
66.27 |
-0.10 |
-0.2% |
65.82 |
Low |
64.94 |
64.49 |
-0.45 |
-0.7% |
61.30 |
Close |
65.41 |
65.18 |
-0.23 |
-0.4% |
65.71 |
Range |
1.43 |
1.78 |
0.35 |
24.5% |
4.52 |
ATR |
1.49 |
1.51 |
0.02 |
1.4% |
0.00 |
Volume |
116,651 |
156,307 |
39,656 |
34.0% |
811,182 |
|
Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.65 |
69.70 |
66.16 |
|
R3 |
68.87 |
67.92 |
65.67 |
|
R2 |
67.09 |
67.09 |
65.51 |
|
R1 |
66.14 |
66.14 |
65.34 |
65.73 |
PP |
65.31 |
65.31 |
65.31 |
65.11 |
S1 |
64.36 |
64.36 |
65.02 |
63.95 |
S2 |
63.53 |
63.53 |
64.85 |
|
S3 |
61.75 |
62.58 |
64.69 |
|
S4 |
59.97 |
60.80 |
64.20 |
|
|
Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.84 |
76.29 |
68.20 |
|
R3 |
73.32 |
71.77 |
66.95 |
|
R2 |
68.80 |
68.80 |
66.54 |
|
R1 |
67.25 |
67.25 |
66.12 |
68.03 |
PP |
64.28 |
64.28 |
64.28 |
64.66 |
S1 |
62.73 |
62.73 |
65.30 |
63.51 |
S2 |
59.76 |
59.76 |
64.88 |
|
S3 |
55.24 |
58.21 |
64.47 |
|
S4 |
50.72 |
53.69 |
63.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66.37 |
63.35 |
3.02 |
4.6% |
1.71 |
2.6% |
61% |
False |
False |
168,691 |
10 |
66.37 |
60.07 |
6.30 |
9.7% |
1.46 |
2.2% |
81% |
False |
False |
136,367 |
20 |
66.37 |
59.67 |
6.70 |
10.3% |
1.52 |
2.3% |
82% |
False |
False |
132,861 |
40 |
66.37 |
57.29 |
9.08 |
13.9% |
1.55 |
2.4% |
87% |
False |
False |
126,607 |
60 |
66.37 |
57.29 |
9.08 |
13.9% |
1.35 |
2.1% |
87% |
False |
False |
114,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.84 |
2.618 |
70.93 |
1.618 |
69.15 |
1.000 |
68.05 |
0.618 |
67.37 |
HIGH |
66.27 |
0.618 |
65.59 |
0.500 |
65.38 |
0.382 |
65.17 |
LOW |
64.49 |
0.618 |
63.39 |
1.000 |
62.71 |
1.618 |
61.61 |
2.618 |
59.83 |
4.250 |
56.93 |
|
|
Fisher Pivots for day following 27-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
65.38 |
65.18 |
PP |
65.31 |
65.18 |
S1 |
65.25 |
65.18 |
|