NYMEX Light Sweet Crude Oil Future May 2018
| Trading Metrics calculated at close of trading on 05-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2018 |
05-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
63.59 |
63.60 |
0.01 |
0.0% |
65.90 |
| High |
63.64 |
64.12 |
0.48 |
0.8% |
66.55 |
| Low |
62.06 |
63.07 |
1.01 |
1.6% |
63.72 |
| Close |
63.37 |
63.54 |
0.17 |
0.3% |
64.94 |
| Range |
1.58 |
1.05 |
-0.53 |
-33.5% |
2.83 |
| ATR |
1.56 |
1.53 |
-0.04 |
-2.3% |
0.00 |
| Volume |
760,596 |
588,597 |
-171,999 |
-22.6% |
2,517,207 |
|
| Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.73 |
66.18 |
64.12 |
|
| R3 |
65.68 |
65.13 |
63.83 |
|
| R2 |
64.63 |
64.63 |
63.73 |
|
| R1 |
64.08 |
64.08 |
63.64 |
63.83 |
| PP |
63.58 |
63.58 |
63.58 |
63.45 |
| S1 |
63.03 |
63.03 |
63.44 |
62.78 |
| S2 |
62.53 |
62.53 |
63.35 |
|
| S3 |
61.48 |
61.98 |
63.25 |
|
| S4 |
60.43 |
60.93 |
62.96 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.56 |
72.08 |
66.50 |
|
| R3 |
70.73 |
69.25 |
65.72 |
|
| R2 |
67.90 |
67.90 |
65.46 |
|
| R1 |
66.42 |
66.42 |
65.20 |
65.75 |
| PP |
65.07 |
65.07 |
65.07 |
64.73 |
| S1 |
63.59 |
63.59 |
64.68 |
62.92 |
| S2 |
62.24 |
62.24 |
64.42 |
|
| S3 |
59.41 |
60.76 |
64.16 |
|
| S4 |
56.58 |
57.93 |
63.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
65.42 |
62.06 |
3.36 |
5.3% |
1.47 |
2.3% |
44% |
False |
False |
604,408 |
| 10 |
66.55 |
62.06 |
4.49 |
7.1% |
1.56 |
2.5% |
33% |
False |
False |
641,859 |
| 20 |
66.55 |
59.91 |
6.64 |
10.5% |
1.52 |
2.4% |
55% |
False |
False |
534,835 |
| 40 |
66.55 |
57.60 |
8.95 |
14.1% |
1.60 |
2.5% |
66% |
False |
False |
342,192 |
| 60 |
66.55 |
57.60 |
8.95 |
14.1% |
1.48 |
2.3% |
66% |
False |
False |
255,791 |
| 80 |
66.55 |
55.90 |
10.65 |
16.8% |
1.31 |
2.1% |
72% |
False |
False |
200,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.58 |
|
2.618 |
66.87 |
|
1.618 |
65.82 |
|
1.000 |
65.17 |
|
0.618 |
64.77 |
|
HIGH |
64.12 |
|
0.618 |
63.72 |
|
0.500 |
63.60 |
|
0.382 |
63.47 |
|
LOW |
63.07 |
|
0.618 |
62.42 |
|
1.000 |
62.02 |
|
1.618 |
61.37 |
|
2.618 |
60.32 |
|
4.250 |
58.61 |
|
|
| Fisher Pivots for day following 05-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
63.60 |
63.39 |
| PP |
63.58 |
63.24 |
| S1 |
63.56 |
63.09 |
|