NYMEX Light Sweet Crude Oil Future October 2018


Trading Metrics calculated at close of trading on 19-Sep-2018
Day Change Summary
Previous Current
18-Sep-2018 19-Sep-2018 Change Change % Previous Week
Open 68.80 69.71 0.91 1.3% 67.82
High 70.42 71.50 1.08 1.5% 71.26
Low 68.53 69.65 1.12 1.6% 67.33
Close 69.85 71.12 1.27 1.8% 68.99
Range 1.89 1.85 -0.04 -2.1% 3.93
ATR 1.59 1.61 0.02 1.2% 0.00
Volume 234,202 125,208 -108,994 -46.5% 3,344,598
Daily Pivots for day following 19-Sep-2018
Classic Woodie Camarilla DeMark
R4 76.31 75.56 72.14
R3 74.46 73.71 71.63
R2 72.61 72.61 71.46
R1 71.86 71.86 71.29 72.24
PP 70.76 70.76 70.76 70.94
S1 70.01 70.01 70.95 70.39
S2 68.91 68.91 70.78
S3 67.06 68.16 70.61
S4 65.21 66.31 70.10
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 71.50 67.94 3.56 5.0% 1.77 2.5% 89% True False 415,543
10 71.50 66.86 4.64 6.5% 1.76 2.5% 92% True False 529,102
20 71.50 65.98 5.52 7.8% 1.50 2.1% 93% True False 514,567
40 71.50 63.89 7.61 10.7% 1.50 2.1% 95% True False 351,485
60 71.50 63.89 7.61 10.7% 1.59 2.2% 95% True False 267,861
80 71.50 62.60 8.90 12.5% 1.57 2.2% 96% True False 220,806
100 71.63 62.60 9.03 12.7% 1.53 2.2% 94% False False 185,800
120 71.63 60.55 11.08 15.6% 1.49 2.1% 95% False False 159,733
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 79.36
2.618 76.34
1.618 74.49
1.000 73.35
0.618 72.64
HIGH 71.50
0.618 70.79
0.500 70.58
0.382 70.36
LOW 69.65
0.618 68.51
1.000 67.80
1.618 66.66
2.618 64.81
4.250 61.79
Fisher Pivots for day following 19-Sep-2018
Pivot 1 day 3 day
R1 70.94 70.75
PP 70.76 70.38
S1 70.58 70.02

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

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