NYMEX Light Sweet Crude Oil Future November 2018


Trading Metrics calculated at close of trading on 02-Oct-2018
Day Change Summary
Previous Current
01-Oct-2018 02-Oct-2018 Change Change % Previous Week
Open 73.29 75.42 2.13 2.9% 71.14
High 75.77 75.91 0.14 0.2% 73.73
Low 72.95 74.93 1.98 2.7% 71.14
Close 75.30 75.23 -0.07 -0.1% 73.25
Range 2.82 0.98 -1.84 -65.2% 2.59
ATR 1.58 1.54 -0.04 -2.7% 0.00
Volume 601,451 463,615 -137,836 -22.9% 2,591,233
Daily Pivots for day following 02-Oct-2018
Classic Woodie Camarilla DeMark
R4 78.30 77.74 75.77
R3 77.32 76.76 75.50
R2 76.34 76.34 75.41
R1 75.78 75.78 75.32 75.57
PP 75.36 75.36 75.36 75.25
S1 74.80 74.80 75.14 74.59
S2 74.38 74.38 75.05
S3 73.40 73.82 74.96
S4 72.42 72.84 74.69
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 75.91 71.47 4.44 5.9% 1.49 2.0% 85% True False 505,625
10 75.91 69.36 6.55 8.7% 1.48 2.0% 90% True False 572,610
20 75.91 66.67 9.24 12.3% 1.55 2.1% 93% True False 402,223
40 75.91 63.69 12.22 16.2% 1.46 1.9% 94% True False 237,901
60 75.91 63.69 12.22 16.2% 1.50 2.0% 94% True False 173,463
80 75.91 62.48 13.43 17.9% 1.50 2.0% 95% True False 142,514
100 75.91 62.48 13.43 17.9% 1.45 1.9% 95% True False 121,013
120 75.91 62.48 13.43 17.9% 1.41 1.9% 95% True False 104,543
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 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.08
2.618 78.48
1.618 77.50
1.000 76.89
0.618 76.52
HIGH 75.91
0.618 75.54
0.500 75.42
0.382 75.30
LOW 74.93
0.618 74.32
1.000 73.95
1.618 73.34
2.618 72.36
4.250 70.77
Fisher Pivots for day following 02-Oct-2018
Pivot 1 day 3 day
R1 75.42 74.79
PP 75.36 74.34
S1 75.29 73.90

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

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