NYMEX Light Sweet Crude Oil Future November 2018


Trading Metrics calculated at close of trading on 28-Sep-2018
Day Change Summary
Previous Current
27-Sep-2018 28-Sep-2018 Change Change % Previous Week
Open 72.01 72.18 0.17 0.2% 71.14
High 72.60 73.73 1.13 1.6% 73.73
Low 71.71 71.88 0.17 0.2% 71.14
Close 72.12 73.25 1.13 1.6% 73.25
Range 0.89 1.85 0.96 107.9% 2.59
ATR 1.45 1.48 0.03 1.9% 0.00
Volume 454,549 544,047 89,498 19.7% 2,591,233
Daily Pivots for day following 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 78.50 77.73 74.27
R3 76.65 75.88 73.76
R2 74.80 74.80 73.59
R1 74.03 74.03 73.42 74.42
PP 72.95 72.95 72.95 73.15
S1 72.18 72.18 73.08 72.57
S2 71.10 71.10 72.91
S3 69.25 70.33 72.74
S4 67.40 68.48 72.23
Weekly Pivots for week ending 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 80.48 79.45 74.67
R3 77.89 76.86 73.96
R2 75.30 75.30 73.72
R1 74.27 74.27 73.49 74.79
PP 72.71 72.71 72.71 72.96
S1 71.68 71.68 73.01 72.20
S2 70.12 70.12 72.78
S3 67.53 69.09 72.54
S4 64.94 66.50 71.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.73 71.14 2.59 3.5% 1.23 1.7% 81% True False 518,246
10 73.73 68.29 5.44 7.4% 1.41 1.9% 91% True False 541,020
20 73.73 66.67 7.06 9.6% 1.50 2.1% 93% True False 359,428
40 73.73 63.69 10.04 13.7% 1.43 1.9% 95% True False 212,762
60 73.73 63.69 10.04 13.7% 1.47 2.0% 95% True False 157,032
80 73.73 62.48 11.25 15.4% 1.48 2.0% 96% True False 130,420
100 73.73 62.48 11.25 15.4% 1.43 2.0% 96% True False 110,917
120 73.73 62.48 11.25 15.4% 1.41 1.9% 96% True False 96,040
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 81.59
2.618 78.57
1.618 76.72
1.000 75.58
0.618 74.87
HIGH 73.73
0.618 73.02
0.500 72.81
0.382 72.59
LOW 71.88
0.618 70.74
1.000 70.03
1.618 68.89
2.618 67.04
4.250 64.02
Fisher Pivots for day following 28-Sep-2018
Pivot 1 day 3 day
R1 73.10 73.03
PP 72.95 72.82
S1 72.81 72.60

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

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