NYMEX Light Sweet Crude Oil Future October 2018


Trading Metrics calculated at close of trading on 03-Aug-2018
Day Change Summary
Previous Current
02-Aug-2018 03-Aug-2018 Change Change % Previous Week
Open 66.63 67.69 1.06 1.6% 67.86
High 68.05 67.94 -0.11 -0.2% 69.19
Low 65.82 66.68 0.86 1.3% 65.82
Close 67.66 67.35 -0.31 -0.5% 67.35
Range 2.23 1.26 -0.97 -43.5% 3.37
ATR 1.63 1.61 -0.03 -1.6% 0.00
Volume 106,913 80,141 -26,772 -25.0% 512,938
Daily Pivots for day following 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 71.10 70.49 68.04
R3 69.84 69.23 67.70
R2 68.58 68.58 67.58
R1 67.97 67.97 67.47 67.65
PP 67.32 67.32 67.32 67.16
S1 66.71 66.71 67.23 66.39
S2 66.06 66.06 67.12
S3 64.80 65.45 67.00
S4 63.54 64.19 66.66
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 77.56 75.83 69.20
R3 74.19 72.46 68.28
R2 70.82 70.82 67.97
R1 69.09 69.09 67.66 68.27
PP 67.45 67.45 67.45 67.05
S1 65.72 65.72 67.04 64.90
S2 64.08 64.08 66.73
S3 60.71 62.35 66.42
S4 57.34 58.98 65.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.19 65.82 3.37 5.0% 1.63 2.4% 45% False False 102,587
10 69.19 65.82 3.37 5.0% 1.41 2.1% 45% False False 98,110
20 71.05 65.20 5.85 8.7% 1.63 2.4% 37% False False 98,477
40 71.29 62.60 8.69 12.9% 1.64 2.4% 55% False False 96,197
60 71.63 62.60 9.03 13.4% 1.53 2.3% 53% False False 83,289
80 71.63 62.60 9.03 13.4% 1.48 2.2% 53% False False 71,144
100 71.63 58.67 12.96 19.2% 1.44 2.1% 67% False False 60,836
120 71.63 55.94 15.69 23.3% 1.42 2.1% 73% False False 52,539
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 73.30
2.618 71.24
1.618 69.98
1.000 69.20
0.618 68.72
HIGH 67.94
0.618 67.46
0.500 67.31
0.382 67.16
LOW 66.68
0.618 65.90
1.000 65.42
1.618 64.64
2.618 63.38
4.250 61.33
Fisher Pivots for day following 03-Aug-2018
Pivot 1 day 3 day
R1 67.34 67.21
PP 67.32 67.07
S1 67.31 66.94

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

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