NYMEX Light Sweet Crude Oil Future October 2018


Trading Metrics calculated at close of trading on 04-Jun-2018
Day Change Summary
Previous Current
01-Jun-2018 04-Jun-2018 Change Change % Previous Week
Open 66.16 65.03 -1.13 -1.7% 66.61
High 66.35 65.40 -0.95 -1.4% 67.51
Low 64.95 64.15 -0.80 -1.2% 64.95
Close 65.23 64.26 -0.97 -1.5% 65.23
Range 1.40 1.25 -0.15 -10.7% 2.56
ATR 1.46 1.45 -0.02 -1.0% 0.00
Volume 106,048 77,112 -28,936 -27.3% 274,438
Daily Pivots for day following 04-Jun-2018
Classic Woodie Camarilla DeMark
R4 68.35 67.56 64.95
R3 67.10 66.31 64.60
R2 65.85 65.85 64.49
R1 65.06 65.06 64.37 64.83
PP 64.60 64.60 64.60 64.49
S1 63.81 63.81 64.15 63.58
S2 63.35 63.35 64.03
S3 62.10 62.56 63.92
S4 60.85 61.31 63.57
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 73.58 71.96 66.64
R3 71.02 69.40 65.93
R2 68.46 68.46 65.70
R1 66.84 66.84 65.46 66.37
PP 65.90 65.90 65.90 65.66
S1 64.28 64.28 65.00 63.81
S2 63.34 63.34 64.76
S3 60.78 61.72 64.53
S4 58.22 59.16 63.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.51 64.15 3.36 5.2% 1.56 2.4% 3% False True 70,310
10 71.63 64.15 7.48 11.6% 1.53 2.4% 1% False True 63,124
20 71.63 64.15 7.48 11.6% 1.37 2.1% 1% False True 53,951
40 71.63 60.98 10.65 16.6% 1.34 2.1% 31% False False 43,501
60 71.63 58.51 13.12 20.4% 1.31 2.0% 44% False False 34,640
80 71.63 55.77 15.86 24.7% 1.32 2.0% 54% False False 28,601
100 71.63 55.77 15.86 24.7% 1.23 1.9% 54% False False 24,994
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.21
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 70.71
2.618 68.67
1.618 67.42
1.000 66.65
0.618 66.17
HIGH 65.40
0.618 64.92
0.500 64.78
0.382 64.63
LOW 64.15
0.618 63.38
1.000 62.90
1.618 62.13
2.618 60.88
4.250 58.84
Fisher Pivots for day following 04-Jun-2018
Pivot 1 day 3 day
R1 64.78 65.66
PP 64.60 65.19
S1 64.43 64.73

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

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