NYMEX Light Sweet Crude Oil Future February 2019


Trading Metrics calculated at close of trading on 27-Mar-2018
Day Change Summary
Previous Current
26-Mar-2018 27-Mar-2018 Change Change % Previous Week
Open 61.57 61.21 -0.36 -0.6% 58.67
High 61.96 61.81 -0.15 -0.2% 61.49
Low 61.00 60.77 -0.23 -0.4% 58.10
Close 61.24 61.31 0.07 0.1% 61.46
Range 0.96 1.04 0.08 8.3% 3.39
ATR 1.07 1.06 0.00 -0.2% 0.00
Volume 6,401 2,368 -4,033 -63.0% 25,734
Daily Pivots for day following 27-Mar-2018
Classic Woodie Camarilla DeMark
R4 64.42 63.90 61.88
R3 63.38 62.86 61.60
R2 62.34 62.34 61.50
R1 61.82 61.82 61.41 62.08
PP 61.30 61.30 61.30 61.43
S1 60.78 60.78 61.21 61.04
S2 60.26 60.26 61.12
S3 59.22 59.74 61.02
S4 58.18 58.70 60.74
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 70.52 69.38 63.32
R3 67.13 65.99 62.39
R2 63.74 63.74 62.08
R1 62.60 62.60 61.77 63.17
PP 60.35 60.35 60.35 60.64
S1 59.21 59.21 61.15 59.78
S2 56.96 56.96 60.84
S3 53.57 55.82 60.53
S4 50.18 52.43 59.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.96 59.51 2.45 4.0% 1.10 1.8% 73% False False 5,969
10 61.96 57.37 4.59 7.5% 0.96 1.6% 86% False False 4,521
20 61.96 56.32 5.64 9.2% 1.10 1.8% 88% False False 3,900
40 61.96 54.42 7.54 12.3% 1.11 1.8% 91% False False 3,743
60 61.96 54.42 7.54 12.3% 0.85 1.4% 91% False False 3,657
80 61.96 53.78 8.18 13.3% 0.66 1.1% 92% False False 3,377
100 61.96 52.23 9.73 15.9% 0.55 0.9% 93% False False 3,175
120 61.96 50.09 11.87 19.4% 0.47 0.8% 95% False False 2,836
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.23
2.618 64.53
1.618 63.49
1.000 62.85
0.618 62.45
HIGH 61.81
0.618 61.41
0.500 61.29
0.382 61.17
LOW 60.77
0.618 60.13
1.000 59.73
1.618 59.09
2.618 58.05
4.250 56.35
Fisher Pivots for day following 27-Mar-2018
Pivot 1 day 3 day
R1 61.30 61.25
PP 61.30 61.18
S1 61.29 61.12

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

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