NYMEX Light Sweet Crude Oil Future November 2018


Trading Metrics calculated at close of trading on 21-Mar-2018
Day Change Summary
Previous Current
20-Mar-2018 21-Mar-2018 Change Change % Previous Week
Open 59.70 60.95 1.25 2.1% 59.77
High 61.14 62.70 1.56 2.6% 60.23
Low 59.70 60.95 1.25 2.1% 58.36
Close 60.79 62.28 1.49 2.5% 60.11
Range 1.44 1.75 0.31 21.5% 1.87
ATR 1.15 1.20 0.05 4.8% 0.00
Volume 10,040 15,822 5,782 57.6% 33,225
Daily Pivots for day following 21-Mar-2018
Classic Woodie Camarilla DeMark
R4 67.23 66.50 63.24
R3 65.48 64.75 62.76
R2 63.73 63.73 62.60
R1 63.00 63.00 62.44 63.37
PP 61.98 61.98 61.98 62.16
S1 61.25 61.25 62.12 61.62
S2 60.23 60.23 61.96
S3 58.48 59.50 61.80
S4 56.73 57.75 61.32
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 65.18 64.51 61.14
R3 63.31 62.64 60.62
R2 61.44 61.44 60.45
R1 60.77 60.77 60.28 61.11
PP 59.57 59.57 59.57 59.73
S1 58.90 58.90 59.94 59.24
S2 57.70 57.70 59.77
S3 55.83 57.03 59.60
S4 53.96 55.16 59.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.70 58.91 3.79 6.1% 1.11 1.8% 89% True False 7,978
10 62.70 57.82 4.88 7.8% 1.14 1.8% 91% True False 8,513
20 62.70 57.24 5.46 8.8% 1.23 2.0% 92% True False 7,318
40 62.71 55.46 7.25 11.6% 1.18 1.9% 94% False False 8,060
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 0.18
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 70.14
2.618 67.28
1.618 65.53
1.000 64.45
0.618 63.78
HIGH 62.70
0.618 62.03
0.500 61.83
0.382 61.62
LOW 60.95
0.618 59.87
1.000 59.20
1.618 58.12
2.618 56.37
4.250 53.51
Fisher Pivots for day following 21-Mar-2018
Pivot 1 day 3 day
R1 62.13 61.86
PP 61.98 61.44
S1 61.83 61.02

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

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