NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 16-Mar-2018
Day Change Summary
Previous Current
15-Mar-2018 16-Mar-2018 Change Change % Previous Week
Open 58.59 58.54 -0.05 -0.1% 58.82
High 58.63 59.38 0.75 1.3% 59.38
Low 58.27 58.37 0.10 0.2% 57.66
Close 58.54 59.30 0.76 1.3% 59.30
Range 0.36 1.01 0.65 180.6% 1.72
ATR 1.07 1.07 0.00 -0.4% 0.00
Volume 2,547 3,821 1,274 50.0% 17,572
Daily Pivots for day following 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 62.05 61.68 59.86
R3 61.04 60.67 59.58
R2 60.03 60.03 59.49
R1 59.66 59.66 59.39 59.85
PP 59.02 59.02 59.02 59.11
S1 58.65 58.65 59.21 58.84
S2 58.01 58.01 59.11
S3 57.00 57.64 59.02
S4 55.99 56.63 58.74
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 63.94 63.34 60.25
R3 62.22 61.62 59.77
R2 60.50 60.50 59.62
R1 59.90 59.90 59.46 60.20
PP 58.78 58.78 58.78 58.93
S1 58.18 58.18 59.14 58.48
S2 57.06 57.06 58.98
S3 55.34 56.46 58.83
S4 53.62 54.74 58.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.38 57.66 1.72 2.9% 0.94 1.6% 95% True False 3,514
10 59.38 57.09 2.29 3.9% 1.03 1.7% 97% True False 3,657
20 60.09 56.59 3.50 5.9% 1.06 1.8% 77% False False 3,777
40 61.72 54.78 6.94 11.7% 1.03 1.7% 65% False False 4,677
60 61.72 54.78 6.94 11.7% 0.87 1.5% 65% False False 5,078
80 61.72 53.94 7.78 13.1% 0.72 1.2% 69% False False 5,249
100 61.72 51.28 10.44 17.6% 0.61 1.0% 77% False False 4,648
120 61.72 50.16 11.56 19.5% 0.52 0.9% 79% False False 4,097
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.22
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 63.67
2.618 62.02
1.618 61.01
1.000 60.39
0.618 60.00
HIGH 59.38
0.618 58.99
0.500 58.88
0.382 58.76
LOW 58.37
0.618 57.75
1.000 57.36
1.618 56.74
2.618 55.73
4.250 54.08
Fisher Pivots for day following 16-Mar-2018
Pivot 1 day 3 day
R1 59.16 59.04
PP 59.02 58.78
S1 58.88 58.52

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

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