NYMEX Light Sweet Crude Oil Future September 2018


Trading Metrics calculated at close of trading on 03-Jul-2018
Day Change Summary
Previous Current
02-Jul-2018 03-Jul-2018 Change Change % Previous Week
Open 72.00 71.75 -0.25 -0.3% 67.55
High 72.40 72.85 0.45 0.6% 72.80
Low 70.25 70.43 0.18 0.3% 66.77
Close 71.62 71.59 -0.03 0.0% 72.46
Range 2.15 2.42 0.27 12.6% 6.03
ATR 1.75 1.80 0.05 2.7% 0.00
Volume 207,688 200,256 -7,432 -3.6% 1,025,259
Daily Pivots for day following 03-Jul-2018
Classic Woodie Camarilla DeMark
R4 78.88 77.66 72.92
R3 76.46 75.24 72.26
R2 74.04 74.04 72.03
R1 72.82 72.82 71.81 72.22
PP 71.62 71.62 71.62 71.33
S1 70.40 70.40 71.37 69.80
S2 69.20 69.20 71.15
S3 66.78 67.98 70.92
S4 64.36 65.56 70.26
Weekly Pivots for week ending 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 88.77 86.64 75.78
R3 82.74 80.61 74.12
R2 76.71 76.71 73.57
R1 74.58 74.58 73.01 75.65
PP 70.68 70.68 70.68 71.21
S1 68.55 68.55 71.91 69.62
S2 64.65 64.65 71.35
S3 58.62 62.52 70.80
S4 52.59 56.49 69.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.85 69.28 3.57 5.0% 1.97 2.8% 65% True False 187,899
10 72.85 63.90 8.95 12.5% 2.00 2.8% 86% True False 227,204
20 72.85 62.99 9.86 13.8% 1.75 2.4% 87% True False 166,733
40 72.85 62.99 9.86 13.8% 1.60 2.2% 87% True False 130,340
60 72.85 62.26 10.59 14.8% 1.54 2.1% 88% True False 107,683
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 0.36
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 83.14
2.618 79.19
1.618 76.77
1.000 75.27
0.618 74.35
HIGH 72.85
0.618 71.93
0.500 71.64
0.382 71.35
LOW 70.43
0.618 68.93
1.000 68.01
1.618 66.51
2.618 64.09
4.250 60.15
Fisher Pivots for day following 03-Jul-2018
Pivot 1 day 3 day
R1 71.64 71.58
PP 71.62 71.56
S1 71.61 71.55

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

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