NYMEX Light Sweet Crude Oil Future November 2018


Trading Metrics calculated at close of trading on 12-Sep-2018
Day Change Summary
Previous Current
11-Sep-2018 12-Sep-2018 Change Change % Previous Week
Open 67.41 69.61 2.20 3.3% 69.49
High 69.74 70.89 1.15 1.6% 70.98
Low 67.37 69.24 1.87 2.8% 66.67
Close 69.04 70.16 1.12 1.6% 67.55
Range 2.37 1.65 -0.72 -30.4% 4.31
ATR 1.44 1.47 0.03 2.1% 0.00
Volume 249,453 311,694 62,241 25.0% 495,300
Daily Pivots for day following 12-Sep-2018
Classic Woodie Camarilla DeMark
R4 75.05 74.25 71.07
R3 73.40 72.60 70.61
R2 71.75 71.75 70.46
R1 70.95 70.95 70.31 71.35
PP 70.10 70.10 70.10 70.30
S1 69.30 69.30 70.01 69.70
S2 68.45 68.45 69.86
S3 66.80 67.65 69.71
S4 65.15 66.00 69.25
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 81.33 78.75 69.92
R3 77.02 74.44 68.74
R2 72.71 72.71 68.34
R1 70.13 70.13 67.95 69.27
PP 68.40 68.40 68.40 67.97
S1 65.82 65.82 67.15 64.96
S2 64.09 64.09 66.76
S3 59.78 61.51 66.36
S4 55.47 57.20 65.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.89 66.67 4.22 6.0% 1.67 2.4% 83% True False 199,735
10 70.98 66.67 4.31 6.1% 1.44 2.1% 81% False False 145,622
20 70.98 63.69 7.29 10.4% 1.32 1.9% 89% False False 107,616
40 70.98 63.69 7.29 10.4% 1.39 2.0% 89% False False 78,643
60 70.98 63.28 7.70 11.0% 1.49 2.1% 89% False False 70,903
80 71.10 62.48 8.62 12.3% 1.47 2.1% 89% False False 62,408
100 71.10 62.48 8.62 12.3% 1.42 2.0% 89% False False 54,923
120 71.10 60.13 10.97 15.6% 1.39 2.0% 91% False False 48,297
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.90
2.618 75.21
1.618 73.56
1.000 72.54
0.618 71.91
HIGH 70.89
0.618 70.26
0.500 70.07
0.382 69.87
LOW 69.24
0.618 68.22
1.000 67.59
1.618 66.57
2.618 64.92
4.250 62.23
Fisher Pivots for day following 12-Sep-2018
Pivot 1 day 3 day
R1 70.13 69.79
PP 70.10 69.41
S1 70.07 69.04

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

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