NYMEX Light Sweet Crude Oil Future October 2018

Trading Metrics calculated at close of trading on 22-Mar-2018

Day Change Summary
	Previous	Current
	21-Mar-2018	22-Mar-2018	Change	Change %	Previous Week
Open	61.51	63.33	1.82	3.0%	60.11
High	63.24	63.33	0.09	0.1%	60.67
Low	61.45	62.07	0.62	1.0%	58.67
Close	62.82	62.30	-0.52	-0.8%	60.55
Range	1.79	1.26	-0.53	-29.6%	2.00
ATR	1.25	1.25	0.00	0.1%	0.00
Volume	32,070	19,217	-12,853	-40.1%	47,653

Daily Pivots for day following 22-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	66.35	65.58	62.99
R3	65.09	64.32	62.65
R2	63.83	63.83	62.53
R1	63.06	63.06	62.42	62.82
PP	62.57	62.57	62.57	62.44
S1	61.80	61.80	62.18	61.56
S2	61.31	61.31	62.07
S3	60.05	60.54	61.95
S4	58.79	59.28	61.61

Weekly Pivots for week ending 16-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	65.96	65.26	61.65
R3	63.96	63.26	61.10
R2	61.96	61.96	60.92
R1	61.26	61.26	60.73	61.61
PP	59.96	59.96	59.96	60.14
S1	59.26	59.26	60.37	59.61
S2	57.96	57.96	60.18
S3	55.96	57.26	60.00
S4	53.96	55.26	59.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	63.33	59.48	3.85	6.2%	1.31	2.1%	73%	True	False	16,737
10	63.33	58.51	4.82	7.7%	1.22	2.0%	79%	True	False	14,095
20	63.33	57.66	5.67	9.1%	1.25	2.0%	82%	True	False	12,665
40	63.33	55.77	7.56	12.1%	1.23	2.0%	86%	True	False	12,024

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	True
Stretch	0.19
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	68.69
2.618	66.63
1.618	65.37
1.000	64.59
0.618	64.11
HIGH	63.33
0.618	62.85
0.500	62.70
0.382	62.55
LOW	62.07
0.618	61.29
1.000	60.81
1.618	60.03
2.618	58.77
4.250	56.72

Fisher Pivots for day following 22-Mar-2018
Pivot	1 day	3 day
R1	62.70	62.14
PP	62.57	61.98
S1	62.43	61.82

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols