NYMEX Light Sweet Crude Oil Future November 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 63.19 62.78 -0.41 -0.6% 60.10
High 63.55 63.56 0.01 0.0% 63.09
Low 62.43 62.19 -0.24 -0.4% 59.34
Close 62.79 62.78 -0.01 0.0% 63.01
Range 1.12 1.37 0.25 22.3% 3.75
ATR 1.19 1.20 0.01 1.1% 0.00
Volume 7,247 10,328 3,081 42.5% 53,316
Daily Pivots for day following 27-Mar-2018
Classic Woodie Camarilla DeMark
R4 66.95 66.24 63.53
R3 65.58 64.87 63.16
R2 64.21 64.21 63.03
R1 63.50 63.50 62.91 63.47
PP 62.84 62.84 62.84 62.83
S1 62.13 62.13 62.65 62.10
S2 61.47 61.47 62.53
S3 60.10 60.76 62.40
S4 58.73 59.39 62.03
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 73.06 71.79 65.07
R3 69.31 68.04 64.04
R2 65.56 65.56 63.70
R1 64.29 64.29 63.35 64.93
PP 61.81 61.81 61.81 62.13
S1 60.54 60.54 62.67 61.18
S2 58.06 58.06 62.32
S3 54.31 56.79 61.98
S4 50.56 53.04 60.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.56 60.95 2.61 4.2% 1.31 2.1% 70% True False 11,593
10 63.56 58.36 5.20 8.3% 1.12 1.8% 85% True False 8,592
20 63.56 57.24 6.32 10.1% 1.23 2.0% 88% True False 8,163
40 63.56 55.46 8.10 12.9% 1.22 1.9% 90% True False 7,746
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.38
2.618 67.15
1.618 65.78
1.000 64.93
0.618 64.41
HIGH 63.56
0.618 63.04
0.500 62.88
0.382 62.71
LOW 62.19
0.618 61.34
1.000 60.82
1.618 59.97
2.618 58.60
4.250 56.37
Fisher Pivots for day following 27-Mar-2018
Pivot 1 day 3 day
R1 62.88 62.73
PP 62.84 62.67
S1 62.81 62.62

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

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