NYMEX Light Sweet Crude Oil Future March 2018
| Trading Metrics calculated at close of trading on 20-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2018 |
20-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
61.45 |
61.63 |
0.18 |
0.3% |
59.12 |
| High |
61.99 |
62.74 |
0.75 |
1.2% |
61.99 |
| Low |
60.88 |
61.58 |
0.70 |
1.1% |
58.20 |
| Close |
61.68 |
61.90 |
0.22 |
0.4% |
61.68 |
| Range |
1.11 |
1.16 |
0.05 |
4.5% |
3.79 |
| ATR |
1.63 |
1.60 |
-0.03 |
-2.1% |
0.00 |
| Volume |
181,179 |
40,938 |
-140,241 |
-77.4% |
2,489,421 |
|
| Daily Pivots for day following 20-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.55 |
64.89 |
62.54 |
|
| R3 |
64.39 |
63.73 |
62.22 |
|
| R2 |
63.23 |
63.23 |
62.11 |
|
| R1 |
62.57 |
62.57 |
62.01 |
62.90 |
| PP |
62.07 |
62.07 |
62.07 |
62.24 |
| S1 |
61.41 |
61.41 |
61.79 |
61.74 |
| S2 |
60.91 |
60.91 |
61.69 |
|
| S3 |
59.75 |
60.25 |
61.58 |
|
| S4 |
58.59 |
59.09 |
61.26 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.99 |
70.63 |
63.76 |
|
| R3 |
68.20 |
66.84 |
62.72 |
|
| R2 |
64.41 |
64.41 |
62.37 |
|
| R1 |
63.05 |
63.05 |
62.03 |
63.73 |
| PP |
60.62 |
60.62 |
60.62 |
60.97 |
| S1 |
59.26 |
59.26 |
61.33 |
59.94 |
| S2 |
56.83 |
56.83 |
60.99 |
|
| S3 |
53.04 |
55.47 |
60.64 |
|
| S4 |
49.25 |
51.68 |
59.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
62.74 |
58.20 |
4.54 |
7.3% |
1.65 |
2.7% |
81% |
True |
False |
358,688 |
| 10 |
64.29 |
58.07 |
6.22 |
10.0% |
1.86 |
3.0% |
62% |
False |
False |
622,046 |
| 20 |
66.66 |
58.07 |
8.59 |
13.9% |
1.72 |
2.8% |
45% |
False |
False |
680,603 |
| 40 |
66.66 |
57.68 |
8.98 |
14.5% |
1.34 |
2.2% |
47% |
False |
False |
484,631 |
| 60 |
66.66 |
55.93 |
10.73 |
17.3% |
1.25 |
2.0% |
56% |
False |
False |
358,713 |
| 80 |
66.66 |
52.39 |
14.27 |
23.1% |
1.20 |
1.9% |
67% |
False |
False |
288,459 |
| 100 |
66.66 |
50.07 |
16.59 |
26.8% |
1.14 |
1.8% |
71% |
False |
False |
238,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.67 |
|
2.618 |
65.78 |
|
1.618 |
64.62 |
|
1.000 |
63.90 |
|
0.618 |
63.46 |
|
HIGH |
62.74 |
|
0.618 |
62.30 |
|
0.500 |
62.16 |
|
0.382 |
62.02 |
|
LOW |
61.58 |
|
0.618 |
60.86 |
|
1.000 |
60.42 |
|
1.618 |
59.70 |
|
2.618 |
58.54 |
|
4.250 |
56.65 |
|
|
| Fisher Pivots for day following 20-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
62.16 |
61.68 |
| PP |
62.07 |
61.45 |
| S1 |
61.99 |
61.23 |
|