NYMEX Light Sweet Crude Oil Future June 2018

Trading Metrics calculated at close of trading on 21-Mar-2018

Day Change Summary
	Previous	Current
	20-Mar-2018	21-Mar-2018	Change	Change %	Previous Week
Open	61.98	63.53	1.55	2.5%	61.70
High	63.73	65.35	1.62	2.5%	62.44
Low	61.93	63.35	1.42	2.3%	60.07
Close	63.31	64.95	1.64	2.6%	62.25
Range	1.80	2.00	0.20	11.1%	2.37
ATR	1.42	1.47	0.04	3.1%	0.00
Volume	149,558	192,769	43,211	28.9%	496,967

Daily Pivots for day following 21-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	70.55	69.75	66.05
R3	68.55	67.75	65.50
R2	66.55	66.55	65.32
R1	65.75	65.75	65.13	66.15
PP	64.55	64.55	64.55	64.75
S1	63.75	63.75	64.77	64.15
S2	62.55	62.55	64.58
S3	60.55	61.75	64.40
S4	58.55	59.75	63.85

Weekly Pivots for week ending 16-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	68.70	67.84	63.55
R3	66.33	65.47	62.90
R2	63.96	63.96	62.68
R1	63.10	63.10	62.47	63.53
PP	61.59	61.59	61.59	61.80
S1	60.73	60.73	62.03	61.16
S2	59.22	59.22	61.82
S3	56.85	58.36	61.60
S4	54.48	55.99	60.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	65.35	60.74	4.61	7.1%	1.39	2.1%	91%	True	False	123,408
10	65.35	59.77	5.58	8.6%	1.43	2.2%	93%	True	False	130,019
20	65.35	59.67	5.68	8.7%	1.50	2.3%	93%	True	False	120,234
40	65.52	57.29	8.23	12.7%	1.52	2.3%	93%	False	False	123,618

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	73.85
2.618	70.59
1.618	68.59
1.000	67.35
0.618	66.59
HIGH	65.35
0.618	64.59
0.500	64.35
0.382	64.11
LOW	63.35
0.618	62.11
1.000	61.35
1.618	60.11
2.618	58.11
4.250	54.85

Fisher Pivots for day following 21-Mar-2018
Pivot	1 day	3 day
R1	64.75	64.41
PP	64.55	63.87
S1	64.35	63.33

Download as Excel Spreadsheet

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

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