NYMEX Light Sweet Crude Oil Future March 2018
| Trading Metrics calculated at close of trading on 15-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2018 |
15-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
58.98 |
60.71 |
1.73 |
2.9% |
65.10 |
| High |
60.90 |
61.64 |
0.74 |
1.2% |
65.40 |
| Low |
58.20 |
59.72 |
1.52 |
2.6% |
58.07 |
| Close |
60.60 |
61.34 |
0.74 |
1.2% |
59.20 |
| Range |
2.70 |
1.92 |
-0.78 |
-28.9% |
7.33 |
| ATR |
1.65 |
1.67 |
0.02 |
1.1% |
0.00 |
| Volume |
650,324 |
340,401 |
-309,923 |
-47.7% |
4,581,170 |
|
| Daily Pivots for day following 15-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.66 |
65.92 |
62.40 |
|
| R3 |
64.74 |
64.00 |
61.87 |
|
| R2 |
62.82 |
62.82 |
61.69 |
|
| R1 |
62.08 |
62.08 |
61.52 |
62.45 |
| PP |
60.90 |
60.90 |
60.90 |
61.09 |
| S1 |
60.16 |
60.16 |
61.16 |
60.53 |
| S2 |
58.98 |
58.98 |
60.99 |
|
| S3 |
57.06 |
58.24 |
60.81 |
|
| S4 |
55.14 |
56.32 |
60.28 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.88 |
78.37 |
63.23 |
|
| R3 |
75.55 |
71.04 |
61.22 |
|
| R2 |
68.22 |
68.22 |
60.54 |
|
| R1 |
63.71 |
63.71 |
59.87 |
62.30 |
| PP |
60.89 |
60.89 |
60.89 |
60.19 |
| S1 |
56.38 |
56.38 |
58.53 |
54.97 |
| S2 |
53.56 |
53.56 |
57.86 |
|
| S3 |
46.23 |
49.05 |
57.18 |
|
| S4 |
38.90 |
41.72 |
55.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.64 |
58.07 |
3.57 |
5.8% |
2.08 |
3.4% |
92% |
True |
False |
648,309 |
| 10 |
66.30 |
58.07 |
8.23 |
13.4% |
2.01 |
3.3% |
40% |
False |
False |
774,698 |
| 20 |
66.66 |
58.07 |
8.59 |
14.0% |
1.71 |
2.8% |
38% |
False |
False |
734,506 |
| 40 |
66.66 |
57.21 |
9.45 |
15.4% |
1.31 |
2.1% |
44% |
False |
False |
483,552 |
| 60 |
66.66 |
55.90 |
10.76 |
17.5% |
1.24 |
2.0% |
51% |
False |
False |
358,265 |
| 80 |
66.66 |
51.95 |
14.71 |
24.0% |
1.19 |
1.9% |
64% |
False |
False |
287,001 |
| 100 |
66.66 |
50.07 |
16.59 |
27.0% |
1.14 |
1.9% |
68% |
False |
False |
237,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.80 |
|
2.618 |
66.67 |
|
1.618 |
64.75 |
|
1.000 |
63.56 |
|
0.618 |
62.83 |
|
HIGH |
61.64 |
|
0.618 |
60.91 |
|
0.500 |
60.68 |
|
0.382 |
60.45 |
|
LOW |
59.72 |
|
0.618 |
58.53 |
|
1.000 |
57.80 |
|
1.618 |
56.61 |
|
2.618 |
54.69 |
|
4.250 |
51.56 |
|
|
| Fisher Pivots for day following 15-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
61.12 |
60.87 |
| PP |
60.90 |
60.39 |
| S1 |
60.68 |
59.92 |
|