NYMEX Light Sweet Crude Oil Future May 2019


Trading Metrics calculated at close of trading on 21-Mar-2019
Day Change Summary
Previous Current
20-Mar-2019 21-Mar-2019 Change Change % Previous Week
Open 59.29 59.99 0.70 1.2% 56.43
High 60.28 60.39 0.11 0.2% 59.25
Low 58.56 59.66 1.10 1.9% 56.32
Close 60.23 59.98 -0.25 -0.4% 58.82
Range 1.72 0.73 -0.99 -57.6% 2.93
ATR 1.39 1.34 -0.05 -3.4% 0.00
Volume 786,342 655,380 -130,962 -16.7% 1,133,192
Daily Pivots for day following 21-Mar-2019
Classic Woodie Camarilla DeMark
R4 62.20 61.82 60.38
R3 61.47 61.09 60.18
R2 60.74 60.74 60.11
R1 60.36 60.36 60.05 60.19
PP 60.01 60.01 60.01 59.92
S1 59.63 59.63 59.91 59.46
S2 59.28 59.28 59.85
S3 58.55 58.90 59.78
S4 57.82 58.17 59.58
Weekly Pivots for week ending 15-Mar-2019
Classic Woodie Camarilla DeMark
R4 66.92 65.80 60.43
R3 63.99 62.87 59.63
R2 61.06 61.06 59.36
R1 59.94 59.94 59.09 60.50
PP 58.13 58.13 58.13 58.41
S1 57.01 57.01 58.55 57.57
S2 55.20 55.20 58.28
S3 52.27 54.08 58.01
S4 49.34 51.15 57.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.39 58.03 2.36 3.9% 1.16 1.9% 83% True False 563,558
10 60.39 54.87 5.52 9.2% 1.18 2.0% 93% True False 390,274
20 60.39 54.87 5.52 9.2% 1.27 2.1% 93% True False 252,631
40 60.39 51.99 8.40 14.0% 1.45 2.4% 95% True False 175,832
60 60.39 43.46 16.93 28.2% 1.66 2.8% 98% True False 130,053
80 60.39 43.46 16.93 28.2% 1.80 3.0% 98% True False 104,638
100 68.30 43.46 24.84 41.4% 1.88 3.1% 67% False False 87,983
120 75.80 43.46 32.34 53.9% 1.83 3.1% 51% False False 75,515
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.29
Narrowest range in 117 trading days
Fibonacci Retracements and Extensions
4.250 63.49
2.618 62.30
1.618 61.57
1.000 61.12
0.618 60.84
HIGH 60.39
0.618 60.11
0.500 60.03
0.382 59.94
LOW 59.66
0.618 59.21
1.000 58.93
1.618 58.48
2.618 57.75
4.250 56.56
Fisher Pivots for day following 21-Mar-2019
Pivot 1 day 3 day
R1 60.03 59.81
PP 60.01 59.64
S1 60.00 59.48

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

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