NYMEX Light Sweet Crude Oil Future November 2018


Trading Metrics calculated at close of trading on 28-Jun-2018
Day Change Summary
Previous Current
27-Jun-2018 28-Jun-2018 Change Change % Previous Week
Open 67.68 68.83 1.15 1.7% 63.25
High 69.48 69.83 0.35 0.5% 66.69
Low 67.49 68.67 1.18 1.7% 62.48
Close 69.22 69.51 0.29 0.4% 66.34
Range 1.99 1.16 -0.83 -41.7% 4.21
ATR 1.54 1.52 -0.03 -1.8% 0.00
Volume 61,090 54,225 -6,865 -11.2% 281,685
Daily Pivots for day following 28-Jun-2018
Classic Woodie Camarilla DeMark
R4 72.82 72.32 70.15
R3 71.66 71.16 69.83
R2 70.50 70.50 69.72
R1 70.00 70.00 69.62 70.25
PP 69.34 69.34 69.34 69.46
S1 68.84 68.84 69.40 69.09
S2 68.18 68.18 69.30
S3 67.02 67.68 69.19
S4 65.86 66.52 68.87
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 69.83 63.99 5.84 8.4% 1.77 2.5% 95% True False 72,270
10 69.83 62.48 7.35 10.6% 1.74 2.5% 96% True False 57,663
20 69.83 62.48 7.35 10.6% 1.43 2.1% 96% True False 48,026
40 71.10 62.48 8.62 12.4% 1.38 2.0% 82% False False 38,910
60 71.10 60.29 10.81 15.6% 1.33 1.9% 85% False False 32,654
80 71.10 57.82 13.28 19.1% 1.30 1.9% 88% False False 26,757
100 71.10 55.46 15.64 22.5% 1.30 1.9% 90% False False 22,706
120 71.10 55.46 15.64 22.5% 1.21 1.7% 90% False False 20,152
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 0.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 74.76
2.618 72.87
1.618 71.71
1.000 70.99
0.618 70.55
HIGH 69.83
0.618 69.39
0.500 69.25
0.382 69.11
LOW 68.67
0.618 67.95
1.000 67.51
1.618 66.79
2.618 65.63
4.250 63.74
Fisher Pivots for day following 28-Jun-2018
Pivot 1 day 3 day
R1 69.42 68.91
PP 69.34 68.32
S1 69.25 67.72

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

View Archives - Comment on this page... - Back to Index of Symbols