NYMEX Light Sweet Crude Oil Future March 2019


Trading Metrics calculated at close of trading on 11-May-2018
Day Change Summary
Previous Current
10-May-2018 11-May-2018 Change Change % Previous Week
Open 67.10 67.57 0.47 0.7% 66.00
High 67.60 67.57 -0.03 0.0% 67.60
Low 66.65 67.07 0.42 0.6% 63.66
Close 67.49 67.21 -0.28 -0.4% 67.21
Range 0.95 0.50 -0.45 -47.4% 3.94
ATR 1.23 1.18 -0.05 -4.2% 0.00
Volume 10,795 9,662 -1,133 -10.5% 63,574
Daily Pivots for day following 11-May-2018
Classic Woodie Camarilla DeMark
R4 68.78 68.50 67.49
R3 68.28 68.00 67.35
R2 67.78 67.78 67.30
R1 67.50 67.50 67.26 67.39
PP 67.28 67.28 67.28 67.23
S1 67.00 67.00 67.16 66.89
S2 66.78 66.78 67.12
S3 66.28 66.50 67.07
S4 65.78 66.00 66.94
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 77.98 76.53 69.38
R3 74.04 72.59 68.29
R2 70.10 70.10 67.93
R1 68.65 68.65 67.57 69.38
PP 66.16 66.16 66.16 66.52
S1 64.71 64.71 66.85 65.44
S2 62.22 62.22 66.49
S3 58.28 60.77 66.13
S4 54.34 56.83 65.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.60 63.66 3.94 5.9% 1.24 1.8% 90% False False 12,714
10 67.60 62.78 4.82 7.2% 1.26 1.9% 92% False False 10,765
20 67.60 61.50 6.10 9.1% 1.07 1.6% 94% False False 10,255
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 69.70
2.618 68.88
1.618 68.38
1.000 68.07
0.618 67.88
HIGH 67.57
0.618 67.38
0.500 67.32
0.382 67.26
LOW 67.07
0.618 66.76
1.000 66.57
1.618 66.26
2.618 65.76
4.250 64.95
Fisher Pivots for day following 11-May-2018
Pivot 1 day 3 day
R1 67.32 67.04
PP 67.28 66.87
S1 67.25 66.70

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

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