NYMEX Light Sweet Crude Oil Future October 2018


Trading Metrics calculated at close of trading on 06-Sep-2018
Day Change Summary
Previous Current
05-Sep-2018 06-Sep-2018 Change Change % Previous Week
Open 69.43 68.64 -0.79 -1.1% 68.57
High 69.59 69.02 -0.57 -0.8% 70.50
Low 68.56 67.00 -1.56 -2.3% 68.21
Close 68.72 67.77 -0.95 -1.4% 69.80
Range 1.03 2.02 0.99 96.1% 2.29
ATR 1.41 1.45 0.04 3.1% 0.00
Volume 542,104 633,824 91,720 16.9% 2,121,863
Daily Pivots for day following 06-Sep-2018
Classic Woodie Camarilla DeMark
R4 73.99 72.90 68.88
R3 71.97 70.88 68.33
R2 69.95 69.95 68.14
R1 68.86 68.86 67.96 68.40
PP 67.93 67.93 67.93 67.70
S1 66.84 66.84 67.58 66.38
S2 65.91 65.91 67.40
S3 63.89 64.82 67.21
S4 61.87 62.80 66.66
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 76.37 75.38 71.06
R3 74.08 73.09 70.43
R2 71.79 71.79 70.22
R1 70.80 70.80 70.01 71.30
PP 69.50 69.50 69.50 69.75
S1 68.51 68.51 69.59 69.01
S2 67.21 67.21 69.38
S3 64.92 66.22 69.17
S4 62.63 63.93 68.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.40 67.00 4.40 6.5% 1.41 2.1% 18% False True 565,446
10 71.40 67.00 4.40 6.5% 1.24 1.8% 18% False True 505,225
20 71.40 63.89 7.51 11.1% 1.37 2.0% 52% False False 405,776
40 71.40 63.89 7.51 11.1% 1.47 2.2% 52% False False 257,277
60 71.40 62.60 8.80 13.0% 1.59 2.3% 59% False False 205,161
80 71.63 62.60 9.03 13.3% 1.52 2.2% 57% False False 168,702
100 71.63 62.60 9.03 13.3% 1.48 2.2% 57% False False 142,397
120 71.63 59.67 11.96 17.6% 1.45 2.1% 68% False False 122,222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.61
2.618 74.31
1.618 72.29
1.000 71.04
0.618 70.27
HIGH 69.02
0.618 68.25
0.500 68.01
0.382 67.77
LOW 67.00
0.618 65.75
1.000 64.98
1.618 63.73
2.618 61.71
4.250 58.42
Fisher Pivots for day following 06-Sep-2018
Pivot 1 day 3 day
R1 68.01 69.20
PP 67.93 68.72
S1 67.85 68.25

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

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