NYMEX Light Sweet Crude Oil Future March 2019


Trading Metrics calculated at close of trading on 27-Jun-2018
Day Change Summary
Previous Current
26-Jun-2018 27-Jun-2018 Change Change % Previous Week
Open 64.57 65.83 1.26 2.0% 62.07
High 66.02 67.32 1.30 2.0% 64.84
Low 64.19 65.73 1.54 2.4% 61.69
Close 65.87 66.95 1.08 1.6% 64.66
Range 1.83 1.59 -0.24 -13.1% 3.15
ATR 1.33 1.35 0.02 1.4% 0.00
Volume 14,319 30,565 16,246 113.5% 90,343
Daily Pivots for day following 27-Jun-2018
Classic Woodie Camarilla DeMark
R4 71.44 70.78 67.82
R3 69.85 69.19 67.39
R2 68.26 68.26 67.24
R1 67.60 67.60 67.10 67.93
PP 66.67 66.67 66.67 66.83
S1 66.01 66.01 66.80 66.34
S2 65.08 65.08 66.66
S3 63.49 64.42 66.51
S4 61.90 62.83 66.08
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 73.18 72.07 66.39
R3 70.03 68.92 65.53
R2 66.88 66.88 65.24
R1 65.77 65.77 64.95 66.33
PP 63.73 63.73 63.73 64.01
S1 62.62 62.62 64.37 63.18
S2 60.58 60.58 64.08
S3 57.43 59.47 63.79
S4 54.28 56.32 62.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.32 62.18 5.14 7.7% 1.54 2.3% 93% True False 22,397
10 67.32 61.69 5.63 8.4% 1.49 2.2% 93% True False 17,958
20 67.32 61.69 5.63 8.4% 1.25 1.9% 93% True False 18,418
40 68.97 61.69 7.28 10.9% 1.19 1.8% 72% False False 15,413
60 68.97 58.55 10.42 15.6% 1.14 1.7% 81% False False 13,663
Crabel Price Patterns
NR True
NR4 False
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.08
2.618 71.48
1.618 69.89
1.000 68.91
0.618 68.30
HIGH 67.32
0.618 66.71
0.500 66.53
0.382 66.34
LOW 65.73
0.618 64.75
1.000 64.14
1.618 63.16
2.618 61.57
4.250 58.97
Fisher Pivots for day following 27-Jun-2018
Pivot 1 day 3 day
R1 66.81 66.42
PP 66.67 65.89
S1 66.53 65.36

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

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