NYMEX Light Sweet Crude Oil Future November 2018


Trading Metrics calculated at close of trading on 05-Jul-2018
Day Change Summary
Previous Current
03-Jul-2018 05-Jul-2018 Change Change % Previous Week
Open 68.40 68.00 -0.40 -0.6% 65.96
High 69.25 68.88 -0.37 -0.5% 70.51
Low 67.31 67.76 0.45 0.7% 65.23
Close 68.06 67.96 -0.10 -0.1% 70.16
Range 1.94 1.12 -0.82 -42.3% 5.28
ATR 1.57 1.54 -0.03 -2.0% 0.00
Volume 49,373 66,720 17,347 35.1% 292,705
Daily Pivots for day following 05-Jul-2018
Classic Woodie Camarilla DeMark
R4 71.56 70.88 68.58
R3 70.44 69.76 68.27
R2 69.32 69.32 68.17
R1 68.64 68.64 68.06 68.42
PP 68.20 68.20 68.20 68.09
S1 67.52 67.52 67.86 67.30
S2 67.08 67.08 67.75
S3 65.96 66.40 67.65
S4 64.84 65.28 67.34
Weekly Pivots for week ending 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 84.47 82.60 73.06
R3 79.19 77.32 71.61
R2 73.91 73.91 71.13
R1 72.04 72.04 70.64 72.98
PP 68.63 68.63 68.63 69.10
S1 66.76 66.76 69.68 67.70
S2 63.35 63.35 69.19
S3 58.07 61.48 68.71
S4 52.79 56.20 67.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.51 67.31 3.20 4.7% 1.46 2.1% 20% False False 55,267
10 70.51 63.28 7.23 10.6% 1.62 2.4% 65% False False 64,946
20 70.51 62.48 8.03 11.8% 1.48 2.2% 68% False False 50,584
40 71.10 62.48 8.62 12.7% 1.37 2.0% 64% False False 41,744
60 71.10 62.48 8.62 12.7% 1.34 2.0% 64% False False 35,048
80 71.10 58.36 12.74 18.7% 1.31 1.9% 75% False False 29,052
100 71.10 55.67 15.43 22.7% 1.30 1.9% 80% False False 24,622
120 71.10 55.46 15.64 23.0% 1.24 1.8% 80% False False 21,819
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 73.64
2.618 71.81
1.618 70.69
1.000 70.00
0.618 69.57
HIGH 68.88
0.618 68.45
0.500 68.32
0.382 68.19
LOW 67.76
0.618 67.07
1.000 66.64
1.618 65.95
2.618 64.83
4.250 63.00
Fisher Pivots for day following 05-Jul-2018
Pivot 1 day 3 day
R1 68.32 68.57
PP 68.20 68.37
S1 68.08 68.16

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

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