NYMEX Light Sweet Crude Oil Future January 2019


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 62.12 61.96 -0.16 -0.3% 59.09
High 62.60 62.50 -0.10 -0.2% 62.03
Low 61.44 61.21 -0.23 -0.4% 58.66
Close 61.77 61.81 0.04 0.1% 61.99
Range 1.16 1.29 0.13 11.2% 3.37
ATR 1.11 1.12 0.01 1.1% 0.00
Volume 8,761 4,863 -3,898 -44.5% 34,254
Daily Pivots for day following 27-Mar-2018
Classic Woodie Camarilla DeMark
R4 65.71 65.05 62.52
R3 64.42 63.76 62.16
R2 63.13 63.13 62.05
R1 62.47 62.47 61.93 62.16
PP 61.84 61.84 61.84 61.68
S1 61.18 61.18 61.69 60.87
S2 60.55 60.55 61.57
S3 59.26 59.89 61.46
S4 57.97 58.60 61.10
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 71.00 69.87 63.84
R3 67.63 66.50 62.92
R2 64.26 64.26 62.61
R1 63.13 63.13 62.30 63.70
PP 60.89 60.89 60.89 61.18
S1 59.76 59.76 61.68 60.33
S2 57.52 57.52 61.37
S3 54.15 56.39 61.06
S4 50.78 53.02 60.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.60 60.02 2.58 4.2% 1.26 2.0% 69% False False 7,944
10 62.60 57.66 4.94 8.0% 1.04 1.7% 84% False False 5,733
20 62.60 56.59 6.01 9.7% 1.14 1.8% 87% False False 4,748
40 62.60 54.78 7.82 12.7% 1.13 1.8% 90% False False 4,930
60 62.60 54.78 7.82 12.7% 0.95 1.5% 90% False False 5,255
80 62.60 54.06 8.54 13.8% 0.81 1.3% 91% False False 5,560
100 62.60 52.48 10.12 16.4% 0.68 1.1% 92% False False 4,982
120 62.60 50.16 12.44 20.1% 0.58 0.9% 94% False False 4,376
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.98
2.618 65.88
1.618 64.59
1.000 63.79
0.618 63.30
HIGH 62.50
0.618 62.01
0.500 61.86
0.382 61.70
LOW 61.21
0.618 60.41
1.000 59.92
1.618 59.12
2.618 57.83
4.250 55.73
Fisher Pivots for day following 27-Mar-2018
Pivot 1 day 3 day
R1 61.86 61.76
PP 61.84 61.71
S1 61.83 61.66

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

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