NYMEX Light Sweet Crude Oil Future December 2018

Trading Metrics calculated at close of trading on 04-Jun-2018

Day Change Summary
	Previous	Current
	01-Jun-2018	04-Jun-2018	Change	Change %	Previous Week
Open	65.62	64.68	-0.94	-1.4%	66.00
High	65.77	64.90	-0.87	-1.3%	66.79
Low	64.46	63.81	-0.65	-1.0%	64.39
Close	64.78	63.91	-0.87	-1.3%	64.78
Range	1.31	1.09	-0.22	-16.8%	2.40
ATR	1.42	1.39	-0.02	-1.7%	0.00
Volume	136,214	96,873	-39,341	-28.9%	488,390

Daily Pivots for day following 04-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	67.48	66.78	64.51
R3	66.39	65.69	64.21
R2	65.30	65.30	64.11
R1	64.60	64.60	64.01	64.41
PP	64.21	64.21	64.21	64.11
S1	63.51	63.51	63.81	63.32
S2	63.12	63.12	63.71
S3	62.03	62.42	63.61
S4	60.94	61.33	63.31

Weekly Pivots for week ending 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	72.52	71.05	66.10
R3	70.12	68.65	65.44
R2	67.72	67.72	65.22
R1	66.25	66.25	65.00	65.79
PP	65.32	65.32	65.32	65.09
S1	63.85	63.85	64.56	63.39
S2	62.92	62.92	64.34
S3	60.52	61.45	64.12
S4	58.12	59.05	63.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	66.79	63.81	2.98	4.7%	1.49	2.3%	3%	False	True	117,052
10	70.62	63.81	6.81	10.7%	1.47	2.3%	1%	False	True	104,525
20	70.62	63.81	6.81	10.7%	1.34	2.1%	1%	False	True	99,995
40	70.62	60.18	10.44	16.3%	1.31	2.1%	36%	False	False	92,157
60	70.62	57.67	12.95	20.3%	1.31	2.1%	48%	False	False	80,975
80	70.62	54.93	15.69	24.6%	1.33	2.1%	57%	False	False	74,937
100	70.62	54.93	15.69	24.6%	1.25	2.0%	57%	False	False	75,297

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.19
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	69.53
2.618	67.75
1.618	66.66
1.000	65.99
0.618	65.57
HIGH	64.90
0.618	64.48
0.500	64.36
0.382	64.23
LOW	63.81
0.618	63.14
1.000	62.72
1.618	62.05
2.618	60.96
4.250	59.18

Fisher Pivots for day following 04-Jun-2018
Pivot	1 day	3 day
R1	64.36	65.12
PP	64.21	64.71
S1	64.06	64.31

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