NYMEX Light Sweet Crude Oil Future October 2018


Trading Metrics calculated at close of trading on 12-Sep-2018
Day Change Summary
Previous Current
11-Sep-2018 12-Sep-2018 Change Change % Previous Week
Open 67.53 69.89 2.36 3.5% 69.89
High 70.01 71.26 1.25 1.8% 71.40
Low 67.48 69.50 2.02 3.0% 66.86
Close 69.25 70.37 1.12 1.6% 67.75
Range 2.53 1.76 -0.77 -30.4% 4.54
ATR 1.50 1.54 0.04 2.4% 0.00
Volume 676,869 800,543 123,674 18.3% 2,492,804
Daily Pivots for day following 12-Sep-2018
Classic Woodie Camarilla DeMark
R4 75.66 74.77 71.34
R3 73.90 73.01 70.85
R2 72.14 72.14 70.69
R1 71.25 71.25 70.53 71.70
PP 70.38 70.38 70.38 70.60
S1 69.49 69.49 70.21 69.94
S2 68.62 68.62 70.05
S3 66.86 67.73 69.89
S4 65.10 65.97 69.40
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 71.26 66.86 4.40 6.3% 1.74 2.5% 80% True False 642,661
10 71.40 66.86 4.54 6.5% 1.51 2.2% 77% False False 590,380
20 71.40 63.89 7.51 10.7% 1.38 2.0% 86% False False 499,067
40 71.40 63.89 7.51 10.7% 1.45 2.1% 86% False False 311,463
60 71.40 63.45 7.95 11.3% 1.58 2.2% 87% False False 244,309
80 71.63 62.60 9.03 12.8% 1.56 2.2% 86% False False 198,331
100 71.63 62.60 9.03 12.8% 1.50 2.1% 86% False False 166,930
120 71.63 60.55 11.08 15.7% 1.46 2.1% 89% False False 143,105
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.74
2.618 75.87
1.618 74.11
1.000 73.02
0.618 72.35
HIGH 71.26
0.618 70.59
0.500 70.38
0.382 70.17
LOW 69.50
0.618 68.41
1.000 67.74
1.618 66.65
2.618 64.89
4.250 62.02
Fisher Pivots for day following 12-Sep-2018
Pivot 1 day 3 day
R1 70.38 70.01
PP 70.38 69.65
S1 70.37 69.30

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

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