NYMEX Light Sweet Crude Oil Future May 2019

Trading Metrics calculated at close of trading on 11-Jun-2018

Day Change Summary
	Previous	Current
	08-Jun-2018	11-Jun-2018	Change	Change %	Previous Week
Open	63.41	63.24	-0.17	-0.3%	62.73
High	63.54	63.73	0.19	0.3%	63.60
Low	62.94	62.64	-0.30	-0.5%	62.14
Close	63.39	63.67	0.28	0.4%	63.39
Range	0.60	1.09	0.49	81.7%	1.46
ATR	0.91	0.92	0.01	1.4%	0.00
Volume	4,724	2,361	-2,363	-50.0%	24,725

Daily Pivots for day following 11-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	66.62	66.23	64.27
R3	65.53	65.14	63.97
R2	64.44	64.44	63.87
R1	64.05	64.05	63.77	64.25
PP	63.35	63.35	63.35	63.44
S1	62.96	62.96	63.57	63.16
S2	62.26	62.26	63.47
S3	61.17	61.87	63.37
S4	60.08	60.78	63.07

Weekly Pivots for week ending 08-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	67.42	66.87	64.19
R3	65.96	65.41	63.79
R2	64.50	64.50	63.66
R1	63.95	63.95	63.52	64.23
PP	63.04	63.04	63.04	63.18
S1	62.49	62.49	63.26	62.77
S2	61.58	61.58	63.12
S3	60.12	61.03	62.99
S4	58.66	59.57	62.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	63.73	62.14	1.59	2.5%	0.85	1.3%	96%	True	False	4,627
10	64.51	62.14	2.37	3.7%	0.95	1.5%	65%	False	False	3,890
20	67.72	62.14	5.58	8.8%	0.91	1.4%	27%	False	False	3,158

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	68.36
2.618	66.58
1.618	65.49
1.000	64.82
0.618	64.40
HIGH	63.73
0.618	63.31
0.500	63.19
0.382	63.06
LOW	62.64
0.618	61.97
1.000	61.55
1.618	60.88
2.618	59.79
4.250	58.01

Fisher Pivots for day following 11-Jun-2018
Pivot	1 day	3 day
R1	63.51	63.51
PP	63.35	63.35
S1	63.19	63.19

Download as Excel Spreadsheet

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

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