NYMEX Light Sweet Crude Oil Future August 2018

Trading Metrics calculated at close of trading on 15-Jun-2018

Day Change Summary
	Previous	Current
	14-Jun-2018	15-Jun-2018	Change	Change %	Previous Week
Open	66.49	66.82	0.33	0.5%	65.50
High	67.03	66.89	-0.14	-0.2%	67.03
Low	66.18	64.09	-2.09	-3.2%	64.09
Close	66.69	64.85	-1.84	-2.8%	64.85
Range	0.85	2.80	1.95	229.4%	2.94
ATR	1.42	1.52	0.10	7.0%	0.00
Volume	294,351	387,347	92,996	31.6%	1,256,268

Daily Pivots for day following 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	73.68	72.06	66.39
R3	70.88	69.26	65.62
R2	68.08	68.08	65.36
R1	66.46	66.46	65.11	65.87
PP	65.28	65.28	65.28	64.98
S1	63.66	63.66	64.59	63.07
S2	62.48	62.48	64.34
S3	59.68	60.86	64.08
S4	56.88	58.06	63.31

Weekly Pivots for week ending 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	74.14	72.44	66.47
R3	71.20	69.50	65.66
R2	68.26	68.26	65.39
R1	66.56	66.56	65.12	65.94
PP	65.32	65.32	65.32	65.02
S1	63.62	63.62	64.58	63.00
S2	62.38	62.38	64.31
S3	59.44	60.68	64.04
S4	56.50	57.74	63.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	67.03	64.09	2.94	4.5%	1.46	2.3%	26%	False	True	251,253
10	67.03	64.09	2.94	4.5%	1.41	2.2%	26%	False	True	218,232
20	72.70	64.09	8.61	13.3%	1.52	2.3%	9%	False	True	188,598
40	72.70	64.09	8.61	13.3%	1.46	2.2%	9%	False	True	140,271
60	72.70	61.43	11.27	17.4%	1.47	2.3%	30%	False	False	109,069

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	0.37
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	78.79
2.618	74.22
1.618	71.42
1.000	69.69
0.618	68.62
HIGH	66.89
0.618	65.82
0.500	65.49
0.382	65.16
LOW	64.09
0.618	62.36
1.000	61.29
1.618	59.56
2.618	56.76
4.250	52.19

Fisher Pivots for day following 15-Jun-2018
Pivot	1 day	3 day
R1	65.49	65.56
PP	65.28	65.32
S1	65.06	65.09

Download as Excel Spreadsheet

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

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