NYMEX Light Sweet Crude Oil Future October 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 68.29 69.46 1.17 1.7% 63.39
High 70.19 70.76 0.57 0.8% 67.29
Low 68.14 69.36 1.22 1.8% 62.60
Close 69.96 70.34 0.38 0.5% 66.79
Range 2.05 1.40 -0.65 -31.7% 4.69
ATR 1.63 1.62 -0.02 -1.0% 0.00
Volume 106,197 103,183 -3,014 -2.8% 552,938
Daily Pivots for day following 28-Jun-2018
Classic Woodie Camarilla DeMark
R4 74.35 73.75 71.11
R3 72.95 72.35 70.73
R2 71.55 71.55 70.60
R1 70.95 70.95 70.47 71.25
PP 70.15 70.15 70.15 70.31
S1 69.55 69.55 70.21 69.85
S2 68.75 68.75 70.08
S3 67.35 68.15 69.96
S4 65.95 66.75 69.57
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 70.76 64.27 6.49 9.2% 1.96 2.8% 94% True False 149,583
10 70.76 62.60 8.16 11.6% 1.91 2.7% 95% True False 111,447
20 70.76 62.60 8.16 11.6% 1.55 2.2% 95% True False 87,457
40 71.63 62.60 9.03 12.8% 1.47 2.1% 86% False False 67,789
60 71.63 60.66 10.97 15.6% 1.41 2.0% 88% False False 55,957
80 71.63 58.24 13.39 19.0% 1.37 2.0% 90% False False 46,015
100 71.63 55.77 15.86 22.5% 1.36 1.9% 92% False False 38,773
120 71.63 55.77 15.86 22.5% 1.28 1.8% 92% False False 33,996
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 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 76.71
2.618 74.43
1.618 73.03
1.000 72.16
0.618 71.63
HIGH 70.76
0.618 70.23
0.500 70.06
0.382 69.89
LOW 69.36
0.618 68.49
1.000 67.96
1.618 67.09
2.618 65.69
4.250 63.41
Fisher Pivots for day following 28-Jun-2018
Pivot 1 day 3 day
R1 70.25 69.68
PP 70.15 69.03
S1 70.06 68.37

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

View Archives - Comment on this page... - Back to Index of Symbols