NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 12-Mar-2018
Day Change Summary
Previous Current
09-Mar-2018 12-Mar-2018 Change Change % Previous Week
Open 57.46 58.82 1.36 2.4% 57.93
High 58.76 58.90 0.14 0.2% 59.12
Low 57.46 57.80 0.34 0.6% 57.09
Close 58.73 58.52 -0.21 -0.4% 58.73
Range 1.30 1.10 -0.20 -15.4% 2.03
ATR 1.13 1.13 0.00 -0.2% 0.00
Volume 5,742 2,866 -2,876 -50.1% 19,000
Daily Pivots for day following 12-Mar-2018
Classic Woodie Camarilla DeMark
R4 61.71 61.21 59.13
R3 60.61 60.11 58.82
R2 59.51 59.51 58.72
R1 59.01 59.01 58.62 58.71
PP 58.41 58.41 58.41 58.26
S1 57.91 57.91 58.42 57.61
S2 57.31 57.31 58.32
S3 56.21 56.81 58.22
S4 55.11 55.71 57.92
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 64.40 63.60 59.85
R3 62.37 61.57 59.29
R2 60.34 60.34 59.10
R1 59.54 59.54 58.92 59.94
PP 58.31 58.31 58.31 58.52
S1 57.51 57.51 58.54 57.91
S2 56.28 56.28 58.36
S3 54.25 55.48 58.17
S4 52.22 53.45 57.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.12 57.09 2.03 3.5% 1.07 1.8% 70% False False 3,524
10 59.95 56.59 3.36 5.7% 1.19 2.0% 57% False False 3,496
20 60.09 55.05 5.04 8.6% 1.15 2.0% 69% False False 3,716
40 61.72 54.78 6.94 11.9% 1.01 1.7% 54% False False 4,708
60 61.72 54.06 7.66 13.1% 0.84 1.4% 58% False False 5,895
80 61.72 53.74 7.98 13.6% 0.68 1.2% 60% False False 5,163
100 61.72 51.17 10.55 18.0% 0.58 1.0% 70% False False 4,532
120 61.72 50.16 11.56 19.8% 0.50 0.9% 72% False False 4,015
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.58
2.618 61.78
1.618 60.68
1.000 60.00
0.618 59.58
HIGH 58.90
0.618 58.48
0.500 58.35
0.382 58.22
LOW 57.80
0.618 57.12
1.000 56.70
1.618 56.02
2.618 54.92
4.250 53.13
Fisher Pivots for day following 12-Mar-2018
Pivot 1 day 3 day
R1 58.46 58.35
PP 58.41 58.17
S1 58.35 58.00

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

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