NYMEX Light Sweet Crude Oil Future June 2018


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 65.81 65.41 -0.40 -0.6% 62.14
High 66.37 66.27 -0.10 -0.2% 65.82
Low 64.94 64.49 -0.45 -0.7% 61.30
Close 65.41 65.18 -0.23 -0.4% 65.71
Range 1.43 1.78 0.35 24.5% 4.52
ATR 1.49 1.51 0.02 1.4% 0.00
Volume 116,651 156,307 39,656 34.0% 811,182
Daily Pivots for day following 27-Mar-2018
Classic Woodie Camarilla DeMark
R4 70.65 69.70 66.16
R3 68.87 67.92 65.67
R2 67.09 67.09 65.51
R1 66.14 66.14 65.34 65.73
PP 65.31 65.31 65.31 65.11
S1 64.36 64.36 65.02 63.95
S2 63.53 63.53 64.85
S3 61.75 62.58 64.69
S4 59.97 60.80 64.20
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 77.84 76.29 68.20
R3 73.32 71.77 66.95
R2 68.80 68.80 66.54
R1 67.25 67.25 66.12 68.03
PP 64.28 64.28 64.28 64.66
S1 62.73 62.73 65.30 63.51
S2 59.76 59.76 64.88
S3 55.24 58.21 64.47
S4 50.72 53.69 63.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.37 63.35 3.02 4.6% 1.71 2.6% 61% False False 168,691
10 66.37 60.07 6.30 9.7% 1.46 2.2% 81% False False 136,367
20 66.37 59.67 6.70 10.3% 1.52 2.3% 82% False False 132,861
40 66.37 57.29 9.08 13.9% 1.55 2.4% 87% False False 126,607
60 66.37 57.29 9.08 13.9% 1.35 2.1% 87% False False 114,859
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.84
2.618 70.93
1.618 69.15
1.000 68.05
0.618 67.37
HIGH 66.27
0.618 65.59
0.500 65.38
0.382 65.17
LOW 64.49
0.618 63.39
1.000 62.71
1.618 61.61
2.618 59.83
4.250 56.93
Fisher Pivots for day following 27-Mar-2018
Pivot 1 day 3 day
R1 65.38 65.18
PP 65.31 65.18
S1 65.25 65.18

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

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