NYMEX Light Sweet Crude Oil Future October 2018


Trading Metrics calculated at close of trading on 27-Jun-2018
Day Change Summary
Previous Current
26-Jun-2018 27-Jun-2018 Change Change % Previous Week
Open 66.39 68.29 1.90 2.9% 63.39
High 68.40 70.19 1.79 2.6% 67.29
Low 65.98 68.14 2.16 3.3% 62.60
Close 68.16 69.96 1.80 2.6% 66.79
Range 2.42 2.05 -0.37 -15.3% 4.69
ATR 1.60 1.63 0.03 2.0% 0.00
Volume 115,310 106,197 -9,113 -7.9% 552,938
Daily Pivots for day following 27-Jun-2018
Classic Woodie Camarilla DeMark
R4 75.58 74.82 71.09
R3 73.53 72.77 70.52
R2 71.48 71.48 70.34
R1 70.72 70.72 70.15 71.10
PP 69.43 69.43 69.43 69.62
S1 68.67 68.67 69.77 69.05
S2 67.38 67.38 69.58
S3 65.33 66.62 69.40
S4 63.28 64.57 68.83
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 79.63 77.90 69.37
R3 74.94 73.21 68.08
R2 70.25 70.25 67.65
R1 68.52 68.52 67.22 69.39
PP 65.56 65.56 65.56 65.99
S1 63.83 63.83 66.36 64.70
S2 60.87 60.87 65.93
S3 56.18 59.14 65.50
S4 51.49 54.45 64.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.19 63.45 6.74 9.6% 1.98 2.8% 97% True False 153,528
10 70.19 62.60 7.59 10.8% 1.86 2.7% 97% True False 106,981
20 70.19 62.60 7.59 10.8% 1.55 2.2% 97% True False 85,512
40 71.63 62.60 9.03 12.9% 1.46 2.1% 82% False False 66,170
60 71.63 60.55 11.08 15.8% 1.41 2.0% 85% False False 54,711
80 71.63 58.24 13.39 19.1% 1.36 2.0% 88% False False 44,806
100 71.63 55.77 15.86 22.7% 1.36 1.9% 89% False False 37,895
120 71.63 55.77 15.86 22.7% 1.27 1.8% 89% False False 33,186
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.90
2.618 75.56
1.618 73.51
1.000 72.24
0.618 71.46
HIGH 70.19
0.618 69.41
0.500 69.17
0.382 68.92
LOW 68.14
0.618 66.87
1.000 66.09
1.618 64.82
2.618 62.77
4.250 59.43
Fisher Pivots for day following 27-Jun-2018
Pivot 1 day 3 day
R1 69.70 69.30
PP 69.43 68.64
S1 69.17 67.98

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

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