NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 28-Mar-2018
Day Change Summary
Previous Current
27-Mar-2018 28-Mar-2018 Change Change % Previous Week
Open 61.96 61.07 -0.89 -1.4% 59.09
High 62.50 61.57 -0.93 -1.5% 62.03
Low 61.21 60.47 -0.74 -1.2% 58.66
Close 61.81 61.12 -0.69 -1.1% 61.99
Range 1.29 1.10 -0.19 -14.7% 3.37
ATR 1.12 1.14 0.02 1.4% 0.00
Volume 4,863 5,803 940 19.3% 34,254
Daily Pivots for day following 28-Mar-2018
Classic Woodie Camarilla DeMark
R4 64.35 63.84 61.73
R3 63.25 62.74 61.42
R2 62.15 62.15 61.32
R1 61.64 61.64 61.22 61.90
PP 61.05 61.05 61.05 61.18
S1 60.54 60.54 61.02 60.80
S2 59.95 59.95 60.92
S3 58.85 59.44 60.82
S4 57.75 58.34 60.52
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 60.47 2.13 3.5% 1.14 1.9% 31% False True 7,445
10 62.60 58.27 4.33 7.1% 1.06 1.7% 66% False False 6,004
20 62.60 56.59 6.01 9.8% 1.09 1.8% 75% False False 4,917
40 62.60 54.78 7.82 12.8% 1.13 1.8% 81% False False 5,000
60 62.60 54.78 7.82 12.8% 0.96 1.6% 81% False False 5,211
80 62.60 54.06 8.54 14.0% 0.82 1.3% 83% False False 5,614
100 62.60 52.70 9.90 16.2% 0.68 1.1% 85% False False 5,001
120 62.60 50.16 12.44 20.4% 0.59 1.0% 88% False False 4,414
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 66.25
2.618 64.45
1.618 63.35
1.000 62.67
0.618 62.25
HIGH 61.57
0.618 61.15
0.500 61.02
0.382 60.89
LOW 60.47
0.618 59.79
1.000 59.37
1.618 58.69
2.618 57.59
4.250 55.80
Fisher Pivots for day following 28-Mar-2018
Pivot 1 day 3 day
R1 61.09 61.54
PP 61.05 61.40
S1 61.02 61.26

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

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