NYMEX Light Sweet Crude Oil Future November 2018


Trading Metrics calculated at close of trading on 14-Sep-2018
Day Change Summary
Previous Current
13-Sep-2018 14-Sep-2018 Change Change % Previous Week
Open 70.02 68.63 -1.39 -2.0% 67.64
High 70.04 69.70 -0.34 -0.5% 70.89
Low 68.16 67.79 -0.37 -0.5% 67.19
Close 68.41 68.77 0.36 0.5% 68.77
Range 1.88 1.91 0.03 1.6% 3.70
ATR 1.50 1.53 0.03 1.9% 0.00
Volume 247,837 225,309 -22,528 -9.1% 1,214,745
Daily Pivots for day following 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 74.48 73.54 69.82
R3 72.57 71.63 69.30
R2 70.66 70.66 69.12
R1 69.72 69.72 68.95 70.19
PP 68.75 68.75 68.75 68.99
S1 67.81 67.81 68.59 68.28
S2 66.84 66.84 68.42
S3 64.93 65.90 68.24
S4 63.02 63.99 67.72
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 80.05 78.11 70.81
R3 76.35 74.41 69.79
R2 72.65 72.65 69.45
R1 70.71 70.71 69.11 71.68
PP 68.95 68.95 68.95 69.44
S1 67.01 67.01 68.43 67.98
S2 65.25 65.25 68.09
S3 61.55 63.31 67.75
S4 57.85 59.61 66.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.89 67.19 3.70 5.4% 1.79 2.6% 43% False False 242,949
10 70.98 66.67 4.31 6.3% 1.60 2.3% 49% False False 177,836
20 70.98 64.48 6.50 9.5% 1.35 2.0% 66% False False 123,893
40 70.98 63.69 7.29 10.6% 1.40 2.0% 70% False False 88,323
60 70.98 63.28 7.70 11.2% 1.51 2.2% 71% False False 77,686
80 70.98 62.48 8.50 12.4% 1.49 2.2% 74% False False 67,547
100 71.10 62.48 8.62 12.5% 1.43 2.1% 73% False False 59,118
120 71.10 60.13 10.97 16.0% 1.40 2.0% 79% False False 52,078
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.82
2.618 74.70
1.618 72.79
1.000 71.61
0.618 70.88
HIGH 69.70
0.618 68.97
0.500 68.75
0.382 68.52
LOW 67.79
0.618 66.61
1.000 65.88
1.618 64.70
2.618 62.79
4.250 59.67
Fisher Pivots for day following 14-Sep-2018
Pivot 1 day 3 day
R1 68.76 69.34
PP 68.75 69.15
S1 68.75 68.96

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

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