NYMEX Light Sweet Crude Oil Future October 2018


Trading Metrics calculated at close of trading on 11-Sep-2018
Day Change Summary
Previous Current
10-Sep-2018 11-Sep-2018 Change Change % Previous Week
Open 67.82 67.53 -0.29 -0.4% 69.89
High 68.52 70.01 1.49 2.2% 71.40
Low 67.33 67.48 0.15 0.2% 66.86
Close 67.54 69.25 1.71 2.5% 67.75
Range 1.19 2.53 1.34 112.6% 4.54
ATR 1.42 1.50 0.08 5.6% 0.00
Volume 571,174 676,869 105,695 18.5% 2,492,804
Daily Pivots for day following 11-Sep-2018
Classic Woodie Camarilla DeMark
R4 76.50 75.41 70.64
R3 73.97 72.88 69.95
R2 71.44 71.44 69.71
R1 70.35 70.35 69.48 70.90
PP 68.91 68.91 68.91 69.19
S1 67.82 67.82 69.02 68.37
S2 66.38 66.38 68.79
S3 63.85 65.29 68.55
S4 61.32 62.76 67.86
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 82.29 79.56 70.25
R3 77.75 75.02 69.00
R2 73.21 73.21 68.58
R1 70.48 70.48 68.17 69.58
PP 68.67 68.67 68.67 68.22
S1 65.94 65.94 67.33 65.04
S2 64.13 64.13 66.92
S3 59.59 61.40 66.50
S4 55.05 56.86 65.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.01 66.86 3.15 4.5% 1.60 2.3% 76% True False 590,973
10 71.40 66.86 4.54 6.6% 1.44 2.1% 53% False False 553,009
20 71.40 63.89 7.51 10.8% 1.38 2.0% 71% False False 467,585
40 71.40 63.89 7.51 10.8% 1.43 2.1% 71% False False 294,096
60 71.40 62.60 8.80 12.7% 1.59 2.3% 76% False False 231,813
80 71.63 62.60 9.03 13.0% 1.54 2.2% 74% False False 188,794
100 71.63 62.60 9.03 13.0% 1.49 2.2% 74% False False 159,226
120 71.63 60.55 11.08 16.0% 1.46 2.1% 79% False False 136,594
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 0.30
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 80.76
2.618 76.63
1.618 74.10
1.000 72.54
0.618 71.57
HIGH 70.01
0.618 69.04
0.500 68.75
0.382 68.45
LOW 67.48
0.618 65.92
1.000 64.95
1.618 63.39
2.618 60.86
4.250 56.73
Fisher Pivots for day following 11-Sep-2018
Pivot 1 day 3 day
R1 69.08 68.98
PP 68.91 68.71
S1 68.75 68.44

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

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