NYMEX Light Sweet Crude Oil Future November 2018


Trading Metrics calculated at close of trading on 21-Sep-2018
Day Change Summary
Previous Current
20-Sep-2018 21-Sep-2018 Change Change % Previous Week
Open 70.98 70.20 -0.78 -1.1% 68.70
High 71.35 71.80 0.45 0.6% 71.80
Low 70.03 69.98 -0.05 -0.1% 68.29
Close 70.32 70.78 0.46 0.7% 70.78
Range 1.32 1.82 0.50 37.9% 3.51
ATR 1.53 1.55 0.02 1.3% 0.00
Volume 607,520 855,943 248,423 40.9% 2,818,973
Daily Pivots for day following 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 76.31 75.37 71.78
R3 74.49 73.55 71.28
R2 72.67 72.67 71.11
R1 71.73 71.73 70.95 72.20
PP 70.85 70.85 70.85 71.09
S1 69.91 69.91 70.61 70.38
S2 69.03 69.03 70.45
S3 67.21 68.09 70.28
S4 65.39 66.27 69.78
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 80.82 79.31 72.71
R3 77.31 75.80 71.75
R2 73.80 73.80 71.42
R1 72.29 72.29 71.10 73.05
PP 70.29 70.29 70.29 70.67
S1 68.78 68.78 70.46 69.54
S2 66.78 66.78 70.14
S3 63.27 65.27 69.81
S4 59.76 61.76 68.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.80 68.29 3.51 5.0% 1.58 2.2% 71% True False 563,794
10 71.80 67.19 4.61 6.5% 1.69 2.4% 78% True False 403,371
20 71.80 66.67 5.13 7.2% 1.46 2.1% 80% True False 247,523
40 71.80 63.69 8.11 11.5% 1.47 2.1% 87% True False 153,297
60 71.80 63.69 8.11 11.5% 1.49 2.1% 87% True False 118,451
80 71.80 62.48 9.32 13.2% 1.48 2.1% 89% True False 100,687
100 71.80 62.48 9.32 13.2% 1.45 2.0% 89% True False 86,307
120 71.80 60.13 11.67 16.5% 1.41 2.0% 91% True False 75,216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.54
2.618 76.56
1.618 74.74
1.000 73.62
0.618 72.92
HIGH 71.80
0.618 71.10
0.500 70.89
0.382 70.68
LOW 69.98
0.618 68.86
1.000 68.16
1.618 67.04
2.618 65.22
4.250 62.25
Fisher Pivots for day following 21-Sep-2018
Pivot 1 day 3 day
R1 70.89 70.71
PP 70.85 70.65
S1 70.82 70.58

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

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