NYMEX Light Sweet Crude Oil Future October 2018


Trading Metrics calculated at close of trading on 15-May-2018
Day Change Summary
Previous Current
14-May-2018 15-May-2018 Change Change % Previous Week
Open 69.51 70.17 0.66 0.9% 68.15
High 70.18 70.95 0.77 1.1% 70.45
Low 69.25 69.54 0.29 0.4% 66.31
Close 70.04 70.23 0.19 0.3% 69.66
Range 0.93 1.41 0.48 51.6% 4.14
ATR 1.38 1.39 0.00 0.1% 0.00
Volume 37,568 79,783 42,215 112.4% 201,011
Daily Pivots for day following 15-May-2018
Classic Woodie Camarilla DeMark
R4 74.47 73.76 71.01
R3 73.06 72.35 70.62
R2 71.65 71.65 70.49
R1 70.94 70.94 70.36 71.30
PP 70.24 70.24 70.24 70.42
S1 69.53 69.53 70.10 69.89
S2 68.83 68.83 69.97
S3 67.42 68.12 69.84
S4 66.01 66.71 69.45
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 81.23 79.58 71.94
R3 77.09 75.44 70.80
R2 72.95 72.95 70.42
R1 71.30 71.30 70.04 72.13
PP 68.81 68.81 68.81 69.22
S1 67.16 67.16 69.28 67.99
S2 64.67 64.67 68.90
S3 60.53 63.02 68.52
S4 56.39 58.88 67.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.95 68.68 2.27 3.2% 1.12 1.6% 68% True False 47,262
10 70.95 65.40 5.55 7.9% 1.35 1.9% 87% True False 42,335
20 70.95 64.85 6.10 8.7% 1.33 1.9% 88% True False 40,413
40 70.95 60.30 10.65 15.2% 1.33 1.9% 93% True False 31,127
60 70.95 57.66 13.29 18.9% 1.28 1.8% 95% True False 24,339
80 70.95 55.77 15.18 21.6% 1.26 1.8% 95% True False 21,094
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 76.94
2.618 74.64
1.618 73.23
1.000 72.36
0.618 71.82
HIGH 70.95
0.618 70.41
0.500 70.25
0.382 70.08
LOW 69.54
0.618 68.67
1.000 68.13
1.618 67.26
2.618 65.85
4.250 63.55
Fisher Pivots for day following 15-May-2018
Pivot 1 day 3 day
R1 70.25 70.19
PP 70.24 70.14
S1 70.24 70.10

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

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