NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 20-Mar-2018
Day Change Summary
Previous Current
19-Mar-2018 20-Mar-2018 Change Change % Previous Week
Open 59.09 59.13 0.04 0.1% 58.82
High 59.33 60.26 0.93 1.6% 59.38
Low 58.66 59.13 0.47 0.8% 57.66
Close 58.96 59.89 0.93 1.6% 59.30
Range 0.67 1.13 0.46 68.7% 1.72
ATR 1.04 1.06 0.02 1.8% 0.00
Volume 3,300 4,857 1,557 47.2% 17,572
Daily Pivots for day following 20-Mar-2018
Classic Woodie Camarilla DeMark
R4 63.15 62.65 60.51
R3 62.02 61.52 60.20
R2 60.89 60.89 60.10
R1 60.39 60.39 59.99 60.64
PP 59.76 59.76 59.76 59.89
S1 59.26 59.26 59.79 59.51
S2 58.63 58.63 59.68
S3 57.50 58.13 59.58
S4 56.37 57.00 59.27
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 63.94 63.34 60.25
R3 62.22 61.62 59.77
R2 60.50 60.50 59.62
R1 59.90 59.90 59.46 60.20
PP 58.78 58.78 58.78 58.93
S1 58.18 58.18 59.14 58.48
S2 57.06 57.06 58.98
S3 55.34 56.46 58.83
S4 53.62 54.74 58.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.26 57.66 2.60 4.3% 0.81 1.4% 86% True False 3,522
10 60.26 57.09 3.17 5.3% 1.01 1.7% 88% True False 3,800
20 60.26 56.59 3.67 6.1% 1.07 1.8% 90% True False 3,617
40 61.72 54.78 6.94 11.6% 1.05 1.8% 74% False False 4,798
60 61.72 54.78 6.94 11.6% 0.89 1.5% 74% False False 4,922
80 61.72 54.06 7.66 12.8% 0.74 1.2% 76% False False 5,297
100 61.72 51.65 10.07 16.8% 0.63 1.0% 82% False False 4,714
120 61.72 50.16 11.56 19.3% 0.53 0.9% 84% False False 4,120
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 65.06
2.618 63.22
1.618 62.09
1.000 61.39
0.618 60.96
HIGH 60.26
0.618 59.83
0.500 59.70
0.382 59.56
LOW 59.13
0.618 58.43
1.000 58.00
1.618 57.30
2.618 56.17
4.250 54.33
Fisher Pivots for day following 20-Mar-2018
Pivot 1 day 3 day
R1 59.83 59.70
PP 59.76 59.51
S1 59.70 59.32

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

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