NYMEX Light Sweet Crude Oil Future May 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 65.90 65.53 -0.37 -0.6% 62.30
High 66.55 66.41 -0.14 -0.2% 66.00
Low 65.08 64.53 -0.55 -0.8% 61.45
Close 65.55 65.25 -0.30 -0.5% 65.88
Range 1.47 1.88 0.41 27.9% 4.55
ATR 1.54 1.56 0.02 1.6% 0.00
Volume 585,899 670,811 84,912 14.5% 3,480,907
Daily Pivots for day following 27-Mar-2018
Classic Woodie Camarilla DeMark
R4 71.04 70.02 66.28
R3 69.16 68.14 65.77
R2 67.28 67.28 65.59
R1 66.26 66.26 65.42 65.83
PP 65.40 65.40 65.40 65.18
S1 64.38 64.38 65.08 63.95
S2 63.52 63.52 64.91
S3 61.64 62.50 64.73
S4 59.76 60.62 64.22
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 78.09 76.54 68.38
R3 73.54 71.99 67.13
R2 68.99 68.99 66.71
R1 67.44 67.44 66.30 68.22
PP 64.44 64.44 64.44 64.83
S1 62.89 62.89 65.46 63.67
S2 59.89 59.89 65.05
S3 55.34 58.34 64.63
S4 50.79 53.79 63.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.55 63.58 2.97 4.6% 1.76 2.7% 56% False False 692,528
10 66.55 60.18 6.37 9.8% 1.50 2.3% 80% False False 581,287
20 66.55 59.91 6.64 10.2% 1.57 2.4% 80% False False 405,744
40 66.55 57.60 8.95 13.7% 1.60 2.4% 85% False False 265,891
60 66.55 57.60 8.95 13.7% 1.40 2.1% 85% False False 198,262
80 66.55 55.90 10.65 16.3% 1.28 2.0% 88% False False 156,188
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 74.40
2.618 71.33
1.618 69.45
1.000 68.29
0.618 67.57
HIGH 66.41
0.618 65.69
0.500 65.47
0.382 65.25
LOW 64.53
0.618 63.37
1.000 62.65
1.618 61.49
2.618 59.61
4.250 56.54
Fisher Pivots for day following 27-Mar-2018
Pivot 1 day 3 day
R1 65.47 65.33
PP 65.40 65.30
S1 65.32 65.28

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

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