NYMEX Light Sweet Crude Oil Future November 2018


Trading Metrics calculated at close of trading on 19-Sep-2018
Day Change Summary
Previous Current
18-Sep-2018 19-Sep-2018 Change Change % Previous Week
Open 68.58 69.46 0.88 1.3% 67.64
High 70.17 71.07 0.90 1.3% 70.89
Low 68.29 69.36 1.07 1.6% 67.19
Close 69.59 70.77 1.18 1.7% 68.77
Range 1.88 1.71 -0.17 -9.0% 3.70
ATR 1.54 1.55 0.01 0.8% 0.00
Volume 513,859 606,342 92,483 18.0% 1,214,745
Daily Pivots for day following 19-Sep-2018
Classic Woodie Camarilla DeMark
R4 75.53 74.86 71.71
R3 73.82 73.15 71.24
R2 72.11 72.11 71.08
R1 71.44 71.44 70.93 71.78
PP 70.40 70.40 70.40 70.57
S1 69.73 69.73 70.61 70.07
S2 68.69 68.69 70.46
S3 66.98 68.02 70.30
S4 65.27 66.31 69.83
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 71.07 67.79 3.28 4.6% 1.71 2.4% 91% True False 365,731
10 71.07 66.67 4.40 6.2% 1.69 2.4% 93% True False 282,733
20 71.07 65.63 5.44 7.7% 1.45 2.0% 94% True False 182,311
40 71.07 63.69 7.38 10.4% 1.44 2.0% 96% True False 118,891
60 71.07 63.69 7.38 10.4% 1.51 2.1% 96% True False 96,020
80 71.07 62.48 8.59 12.1% 1.49 2.1% 97% True False 83,170
100 71.10 62.48 8.62 12.2% 1.45 2.1% 96% False False 72,162
120 71.10 60.13 10.97 15.5% 1.41 2.0% 97% False False 63,145
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.34
2.618 75.55
1.618 73.84
1.000 72.78
0.618 72.13
HIGH 71.07
0.618 70.42
0.500 70.22
0.382 70.01
LOW 69.36
0.618 68.30
1.000 67.65
1.618 66.59
2.618 64.88
4.250 62.09
Fisher Pivots for day following 19-Sep-2018
Pivot 1 day 3 day
R1 70.59 70.41
PP 70.40 70.04
S1 70.22 69.68

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

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