NYMEX Light Sweet Crude Oil Future November 2018


Trading Metrics calculated at close of trading on 27-Jun-2018
Day Change Summary
Previous Current
26-Jun-2018 27-Jun-2018 Change Change % Previous Week
Open 66.00 67.68 1.68 2.5% 63.25
High 67.74 69.48 1.74 2.6% 66.69
Low 65.61 67.49 1.88 2.9% 62.48
Close 67.59 69.22 1.63 2.4% 66.34
Range 2.13 1.99 -0.14 -6.6% 4.21
ATR 1.51 1.54 0.03 2.3% 0.00
Volume 56,557 61,090 4,533 8.0% 281,685
Daily Pivots for day following 27-Jun-2018
Classic Woodie Camarilla DeMark
R4 74.70 73.95 70.31
R3 72.71 71.96 69.77
R2 70.72 70.72 69.58
R1 69.97 69.97 69.40 70.35
PP 68.73 68.73 68.73 68.92
S1 67.98 67.98 69.04 68.36
S2 66.74 66.74 68.86
S3 64.75 65.99 68.67
S4 62.76 64.00 68.13
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 77.80 76.28 68.66
R3 73.59 72.07 67.50
R2 69.38 69.38 67.11
R1 67.86 67.86 66.73 68.62
PP 65.17 65.17 65.17 65.55
S1 63.65 63.65 65.95 64.41
S2 60.96 60.96 65.57
S3 56.75 59.44 65.18
S4 52.54 55.23 64.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.48 63.28 6.20 9.0% 1.79 2.6% 96% True False 74,625
10 69.48 62.48 7.00 10.1% 1.71 2.5% 96% True False 55,345
20 69.48 62.48 7.00 10.1% 1.44 2.1% 96% True False 47,397
40 71.10 62.48 8.62 12.5% 1.38 2.0% 78% False False 38,092
60 71.10 60.13 10.97 15.8% 1.33 1.9% 83% False False 31,981
80 71.10 57.82 13.28 19.2% 1.29 1.9% 86% False False 26,117
100 71.10 55.46 15.64 22.6% 1.29 1.9% 88% False False 22,262
120 71.10 55.46 15.64 22.6% 1.21 1.7% 88% False False 19,725
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.94
2.618 74.69
1.618 72.70
1.000 71.47
0.618 70.71
HIGH 69.48
0.618 68.72
0.500 68.49
0.382 68.25
LOW 67.49
0.618 66.26
1.000 65.50
1.618 64.27
2.618 62.28
4.250 59.03
Fisher Pivots for day following 27-Jun-2018
Pivot 1 day 3 day
R1 68.98 68.60
PP 68.73 67.98
S1 68.49 67.36

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

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