NYMEX Light Sweet Crude Oil Future September 2018


Trading Metrics calculated at close of trading on 28-Jun-2018
Day Change Summary
Previous Current
27-Jun-2018 28-Jun-2018 Change Change % Previous Week
Open 69.46 70.70 1.24 1.8% 63.81
High 71.48 72.31 0.83 1.2% 68.25
Low 69.28 70.69 1.41 2.0% 62.99
Close 71.26 71.81 0.55 0.8% 67.63
Range 2.20 1.62 -0.58 -26.4% 5.26
ATR 1.74 1.73 -0.01 -0.5% 0.00
Volume 199,733 188,218 -11,515 -5.8% 1,038,453
Daily Pivots for day following 28-Jun-2018
Classic Woodie Camarilla DeMark
R4 76.46 75.76 72.70
R3 74.84 74.14 72.26
R2 73.22 73.22 72.11
R1 72.52 72.52 71.96 72.87
PP 71.60 71.60 71.60 71.78
S1 70.90 70.90 71.66 71.25
S2 69.98 69.98 71.51
S3 68.36 69.28 71.36
S4 66.74 67.66 70.92
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 82.07 80.11 70.52
R3 76.81 74.85 69.08
R2 71.55 71.55 68.59
R1 69.59 69.59 68.11 70.57
PP 66.29 66.29 66.29 66.78
S1 64.33 64.33 67.15 65.31
S2 61.03 61.03 66.67
S3 55.77 59.07 66.18
S4 50.51 53.81 64.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.31 64.99 7.32 10.2% 2.17 3.0% 93% True False 267,694
10 72.31 62.99 9.32 13.0% 2.06 2.9% 95% True False 206,001
20 72.31 62.99 9.32 13.0% 1.66 2.3% 95% True False 158,867
40 72.31 62.99 9.32 13.0% 1.56 2.2% 95% True False 121,742
60 72.31 61.05 11.26 15.7% 1.50 2.1% 96% True False 100,969
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 False
Stretch 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.20
2.618 76.55
1.618 74.93
1.000 73.93
0.618 73.31
HIGH 72.31
0.618 71.69
0.500 71.50
0.382 71.31
LOW 70.69
0.618 69.69
1.000 69.07
1.618 68.07
2.618 66.45
4.250 63.81
Fisher Pivots for day following 28-Jun-2018
Pivot 1 day 3 day
R1 71.71 71.05
PP 71.60 70.30
S1 71.50 69.54

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

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