NYMEX Light Sweet Crude Oil Future October 2018


Trading Metrics calculated at close of trading on 18-Sep-2018
Day Change Summary
Previous Current
17-Sep-2018 18-Sep-2018 Change Change % Previous Week
Open 68.93 68.80 -0.13 -0.2% 67.82
High 69.72 70.42 0.70 1.0% 71.26
Low 68.53 68.53 0.00 0.0% 67.33
Close 68.91 69.85 0.94 1.4% 68.99
Range 1.19 1.89 0.70 58.8% 3.93
ATR 1.57 1.59 0.02 1.5% 0.00
Volume 422,294 234,202 -188,092 -44.5% 3,344,598
Daily Pivots for day following 18-Sep-2018
Classic Woodie Camarilla DeMark
R4 75.27 74.45 70.89
R3 73.38 72.56 70.37
R2 71.49 71.49 70.20
R1 70.67 70.67 70.02 71.08
PP 69.60 69.60 69.60 69.81
S1 68.78 68.78 69.68 69.19
S2 67.71 67.71 69.50
S3 65.82 66.89 69.33
S4 63.93 65.00 68.81
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 80.98 78.92 71.15
R3 77.05 74.99 70.07
R2 73.12 73.12 69.71
R1 71.06 71.06 69.35 72.09
PP 69.19 69.19 69.19 69.71
S1 67.13 67.13 68.63 68.16
S2 65.26 65.26 68.27
S3 61.33 63.20 67.91
S4 57.40 59.27 66.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.26 67.94 3.32 4.8% 1.75 2.5% 58% False False 550,610
10 71.26 66.86 4.40 6.3% 1.67 2.4% 68% False False 570,791
20 71.40 65.31 6.09 8.7% 1.47 2.1% 75% False False 530,165
40 71.40 63.89 7.51 10.8% 1.48 2.1% 79% False False 350,371
60 71.40 63.89 7.51 10.8% 1.58 2.3% 79% False False 268,482
80 71.40 62.60 8.80 12.6% 1.59 2.3% 82% False False 220,284
100 71.63 62.60 9.03 12.9% 1.52 2.2% 80% False False 184,761
120 71.63 60.55 11.08 15.9% 1.48 2.1% 84% False False 158,774
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.45
2.618 75.37
1.618 73.48
1.000 72.31
0.618 71.59
HIGH 70.42
0.618 69.70
0.500 69.48
0.382 69.25
LOW 68.53
0.618 67.36
1.000 66.64
1.618 65.47
2.618 63.58
4.250 60.50
Fisher Pivots for day following 18-Sep-2018
Pivot 1 day 3 day
R1 69.73 69.63
PP 69.60 69.40
S1 69.48 69.18

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

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