NYMEX Light Sweet Crude Oil Future October 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 70.06 70.94 0.88 1.3% 70.50
High 71.05 70.94 -0.11 -0.2% 70.71
Low 69.96 66.57 -3.39 -4.8% 67.62
Close 70.62 67.10 -3.52 -5.0% 69.14
Range 1.09 4.37 3.28 300.9% 3.09
ATR 1.59 1.79 0.20 12.5% 0.00
Volume 83,150 123,077 39,927 48.0% 440,311
Daily Pivots for day following 11-Jul-2018
Classic Woodie Camarilla DeMark
R4 81.31 78.58 69.50
R3 76.94 74.21 68.30
R2 72.57 72.57 67.90
R1 69.84 69.84 67.50 69.02
PP 68.20 68.20 68.20 67.80
S1 65.47 65.47 66.70 64.65
S2 63.83 63.83 66.30
S3 59.46 61.10 65.90
S4 55.09 56.73 64.70
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 78.43 76.87 70.84
R3 75.34 73.78 69.99
R2 72.25 72.25 69.71
R1 70.69 70.69 69.42 69.93
PP 69.16 69.16 69.16 68.77
S1 67.60 67.60 68.86 66.84
S2 66.07 66.07 68.57
S3 62.98 64.51 68.29
S4 59.89 61.42 67.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.05 66.57 4.48 6.7% 1.99 3.0% 12% False True 93,495
10 71.29 66.57 4.72 7.0% 1.86 2.8% 11% False True 100,805
20 71.29 62.60 8.69 13.0% 1.82 2.7% 52% False False 100,928
40 71.63 62.60 9.03 13.5% 1.57 2.3% 50% False False 80,127
60 71.63 62.60 9.03 13.5% 1.48 2.2% 50% False False 65,809
80 71.63 59.67 11.96 17.8% 1.44 2.2% 62% False False 54,694
100 71.63 57.66 13.97 20.8% 1.39 2.1% 68% False False 45,941
120 71.63 55.77 15.86 23.6% 1.35 2.0% 71% False False 40,136
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 0.34
Widest range in 132 trading days
Fibonacci Retracements and Extensions
4.250 89.51
2.618 82.38
1.618 78.01
1.000 75.31
0.618 73.64
HIGH 70.94
0.618 69.27
0.500 68.76
0.382 68.24
LOW 66.57
0.618 63.87
1.000 62.20
1.618 59.50
2.618 55.13
4.250 48.00
Fisher Pivots for day following 11-Jul-2018
Pivot 1 day 3 day
R1 68.76 68.81
PP 68.20 68.24
S1 67.65 67.67

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

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