NYMEX Light Sweet Crude Oil Future December 2018


Trading Metrics calculated at close of trading on 27-Jun-2018
Day Change Summary
Previous Current
26-Jun-2018 27-Jun-2018 Change Change % Previous Week
Open 65.63 67.21 1.58 2.4% 62.81
High 67.32 68.90 1.58 2.3% 66.29
Low 65.25 67.03 1.78 2.7% 62.32
Close 67.17 68.61 1.44 2.1% 65.96
Range 2.07 1.87 -0.20 -9.7% 3.97
ATR 1.51 1.54 0.03 1.7% 0.00
Volume 111,719 122,595 10,876 9.7% 528,363
Daily Pivots for day following 27-Jun-2018
Classic Woodie Camarilla DeMark
R4 73.79 73.07 69.64
R3 71.92 71.20 69.12
R2 70.05 70.05 68.95
R1 69.33 69.33 68.78 69.69
PP 68.18 68.18 68.18 68.36
S1 67.46 67.46 68.44 67.82
S2 66.31 66.31 68.27
S3 64.44 65.59 68.10
S4 62.57 63.72 67.58
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 76.77 75.33 68.14
R3 72.80 71.36 67.05
R2 68.83 68.83 66.69
R1 67.39 67.39 66.32 68.11
PP 64.86 64.86 64.86 65.22
S1 63.42 63.42 65.60 64.14
S2 60.89 60.89 65.23
S3 56.92 59.45 64.87
S4 52.95 55.48 63.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.90 63.02 5.88 8.6% 1.83 2.7% 95% True False 137,563
10 68.90 62.32 6.58 9.6% 1.73 2.5% 96% True False 105,030
20 68.90 62.32 6.58 9.6% 1.46 2.1% 96% True False 99,379
40 70.62 62.32 8.30 12.1% 1.40 2.0% 76% False False 95,883
60 70.62 59.69 10.93 15.9% 1.36 2.0% 82% False False 91,440
80 70.62 57.44 13.18 19.2% 1.34 2.0% 85% False False 83,081
100 70.62 54.93 15.69 22.9% 1.35 2.0% 87% False False 78,937
120 70.62 54.93 15.69 22.9% 1.27 1.9% 87% False False 77,501
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.85
2.618 73.80
1.618 71.93
1.000 70.77
0.618 70.06
HIGH 68.90
0.618 68.19
0.500 67.97
0.382 67.74
LOW 67.03
0.618 65.87
1.000 65.16
1.618 64.00
2.618 62.13
4.250 59.08
Fisher Pivots for day following 27-Jun-2018
Pivot 1 day 3 day
R1 68.40 68.02
PP 68.18 67.43
S1 67.97 66.84

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

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