NYMEX Light Sweet Crude Oil Future July 2018


Trading Metrics calculated at close of trading on 23-May-2018
Day Change Summary
Previous Current
22-May-2018 23-May-2018 Change Change % Previous Week
Open 72.62 72.11 -0.51 -0.7% 70.50
High 72.90 72.26 -0.64 -0.9% 72.37
Low 71.82 71.19 -0.63 -0.9% 70.24
Close 72.20 71.84 -0.36 -0.5% 71.37
Range 1.08 1.07 -0.01 -0.9% 2.13
ATR 1.40 1.38 -0.02 -1.7% 0.00
Volume 723,458 702,791 -20,667 -2.9% 1,837,315
Daily Pivots for day following 23-May-2018
Classic Woodie Camarilla DeMark
R4 74.97 74.48 72.43
R3 73.90 73.41 72.13
R2 72.83 72.83 72.04
R1 72.34 72.34 71.94 72.05
PP 71.76 71.76 71.76 71.62
S1 71.27 71.27 71.74 70.98
S2 70.69 70.69 71.64
S3 69.62 70.20 71.55
S4 68.55 69.13 71.25
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 77.72 76.67 72.54
R3 75.59 74.54 71.96
R2 73.46 73.46 71.76
R1 72.41 72.41 71.57 72.94
PP 71.33 71.33 71.33 71.59
S1 70.28 70.28 71.17 70.81
S2 69.20 69.20 70.98
S3 67.07 68.15 70.78
S4 64.94 66.02 70.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.90 71.09 1.81 2.5% 1.09 1.5% 41% False False 585,664
10 72.90 70.24 2.66 3.7% 1.12 1.6% 60% False False 429,700
20 72.90 66.77 6.13 8.5% 1.35 1.9% 83% False False 314,507
40 72.90 61.73 11.17 15.5% 1.45 2.0% 91% False False 213,073
60 72.90 59.23 13.67 19.0% 1.45 2.0% 92% False False 157,917
80 72.90 56.93 15.97 22.2% 1.46 2.0% 93% False False 128,414
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 76.81
2.618 75.06
1.618 73.99
1.000 73.33
0.618 72.92
HIGH 72.26
0.618 71.85
0.500 71.73
0.382 71.60
LOW 71.19
0.618 70.53
1.000 70.12
1.618 69.46
2.618 68.39
4.250 66.64
Fisher Pivots for day following 23-May-2018
Pivot 1 day 3 day
R1 71.80 72.05
PP 71.76 71.98
S1 71.73 71.91

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

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