NYMEX Light Sweet Crude Oil Future May 2018


Trading Metrics calculated at close of trading on 28-Mar-2018
Day Change Summary
Previous Current
27-Mar-2018 28-Mar-2018 Change Change % Previous Week
Open 65.53 64.70 -0.83 -1.3% 62.30
High 66.41 65.13 -1.28 -1.9% 66.00
Low 64.53 63.72 -0.81 -1.3% 61.45
Close 65.25 64.38 -0.87 -1.3% 65.88
Range 1.88 1.41 -0.47 -25.0% 4.55
ATR 1.56 1.56 0.00 -0.1% 0.00
Volume 670,811 697,678 26,867 4.0% 3,480,907
Daily Pivots for day following 28-Mar-2018
Classic Woodie Camarilla DeMark
R4 68.64 67.92 65.16
R3 67.23 66.51 64.77
R2 65.82 65.82 64.64
R1 65.10 65.10 64.51 64.76
PP 64.41 64.41 64.41 64.24
S1 63.69 63.69 64.25 63.35
S2 63.00 63.00 64.12
S3 61.59 62.28 63.99
S4 60.18 60.87 63.60
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 63.72 2.83 4.4% 1.65 2.6% 23% False True 679,310
10 66.55 60.86 5.69 8.8% 1.53 2.4% 62% False False 619,431
20 66.55 59.91 6.64 10.3% 1.54 2.4% 67% False False 430,737
40 66.55 57.60 8.95 13.9% 1.59 2.5% 76% False False 281,423
60 66.55 57.60 8.95 13.9% 1.41 2.2% 76% False False 209,478
80 66.55 55.90 10.65 16.5% 1.29 2.0% 80% False False 164,601
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 0.30
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 71.12
2.618 68.82
1.618 67.41
1.000 66.54
0.618 66.00
HIGH 65.13
0.618 64.59
0.500 64.43
0.382 64.26
LOW 63.72
0.618 62.85
1.000 62.31
1.618 61.44
2.618 60.03
4.250 57.73
Fisher Pivots for day following 28-Mar-2018
Pivot 1 day 3 day
R1 64.43 65.14
PP 64.41 64.88
S1 64.40 64.63

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

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