NYMEX Light Sweet Crude Oil Future October 2018


Trading Metrics calculated at close of trading on 20-Sep-2018
Day Change Summary
Previous Current
19-Sep-2018 20-Sep-2018 Change Change % Previous Week
Open 69.71 71.39 1.68 2.4% 67.82
High 71.50 71.81 0.31 0.4% 71.26
Low 69.65 70.73 1.08 1.6% 67.33
Close 71.12 70.80 -0.32 -0.4% 68.99
Range 1.85 1.08 -0.77 -41.6% 3.93
ATR 1.61 1.57 -0.04 -2.4% 0.00
Volume 125,208 20,408 -104,800 -83.7% 3,344,598
Daily Pivots for day following 20-Sep-2018
Classic Woodie Camarilla DeMark
R4 74.35 73.66 71.39
R3 73.27 72.58 71.10
R2 72.19 72.19 71.00
R1 71.50 71.50 70.90 71.31
PP 71.11 71.11 71.11 71.02
S1 70.42 70.42 70.70 70.23
S2 70.03 70.03 70.60
S3 68.95 69.34 70.50
S4 67.87 68.26 70.21
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 71.81 67.94 3.87 5.5% 1.60 2.3% 74% True False 282,637
10 71.81 66.86 4.95 7.0% 1.66 2.3% 80% True False 467,760
20 71.81 66.86 4.95 7.0% 1.45 2.0% 80% True False 486,493
40 71.81 63.89 7.92 11.2% 1.49 2.1% 87% True False 349,286
60 71.81 63.89 7.92 11.2% 1.57 2.2% 87% True False 266,279
80 71.81 62.60 9.21 13.0% 1.57 2.2% 89% True False 220,381
100 71.81 62.60 9.21 13.0% 1.52 2.1% 89% True False 185,536
120 71.81 60.55 11.26 15.9% 1.48 2.1% 91% True False 159,746
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.32
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 76.40
2.618 74.64
1.618 73.56
1.000 72.89
0.618 72.48
HIGH 71.81
0.618 71.40
0.500 71.27
0.382 71.14
LOW 70.73
0.618 70.06
1.000 69.65
1.618 68.98
2.618 67.90
4.250 66.14
Fisher Pivots for day following 20-Sep-2018
Pivot 1 day 3 day
R1 71.27 70.59
PP 71.11 70.38
S1 70.96 70.17

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

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