NYMEX Light Sweet Crude Oil Future September 2018


Trading Metrics calculated at close of trading on 11-Jul-2018
Day Change Summary
Previous Current
10-Jul-2018 11-Jul-2018 Change Change % Previous Week
Open 72.19 72.67 0.48 0.7% 72.00
High 72.98 72.76 -0.22 -0.3% 72.85
Low 72.08 68.40 -3.68 -5.1% 69.93
Close 72.56 68.86 -3.70 -5.1% 71.57
Range 0.90 4.36 3.46 384.4% 2.92
ATR 1.70 1.89 0.19 11.2% 0.00
Volume 211,600 311,204 99,604 47.1% 800,307
Daily Pivots for day following 11-Jul-2018
Classic Woodie Camarilla DeMark
R4 83.09 80.33 71.26
R3 78.73 75.97 70.06
R2 74.37 74.37 69.66
R1 71.61 71.61 69.26 70.81
PP 70.01 70.01 70.01 69.61
S1 67.25 67.25 68.46 66.45
S2 65.65 65.65 68.06
S3 61.29 62.89 67.66
S4 56.93 58.53 66.46
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 80.21 78.81 73.18
R3 77.29 75.89 72.37
R2 74.37 74.37 72.11
R1 72.97 72.97 71.84 72.21
PP 71.45 71.45 71.45 71.07
S1 70.05 70.05 71.30 69.29
S2 68.53 68.53 71.03
S3 65.61 67.13 70.77
S4 62.69 64.21 69.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.98 68.40 4.58 6.7% 2.01 2.9% 10% False True 222,608
10 72.98 68.40 4.58 6.7% 1.99 2.9% 10% False True 205,253
20 72.98 62.99 9.99 14.5% 1.95 2.8% 59% False False 197,726
40 72.98 62.99 9.99 14.5% 1.67 2.4% 59% False False 149,109
60 72.98 62.99 9.99 14.5% 1.58 2.3% 59% False False 120,736
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 91.29
2.618 84.17
1.618 79.81
1.000 77.12
0.618 75.45
HIGH 72.76
0.618 71.09
0.500 70.58
0.382 70.07
LOW 68.40
0.618 65.71
1.000 64.04
1.618 61.35
2.618 56.99
4.250 49.87
Fisher Pivots for day following 11-Jul-2018
Pivot 1 day 3 day
R1 70.58 70.69
PP 70.01 70.08
S1 69.43 69.47

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

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