NYMEX Light Sweet Crude Oil Future December 2018


Trading Metrics calculated at close of trading on 03-Jul-2018
Day Change Summary
Previous Current
02-Jul-2018 03-Jul-2018 Change Change % Previous Week
Open 69.13 67.74 -1.39 -2.0% 65.47
High 69.13 68.59 -0.54 -0.8% 69.86
Low 67.53 66.66 -0.87 -1.3% 64.77
Close 67.83 67.44 -0.39 -0.6% 69.49
Range 1.60 1.93 0.33 20.6% 5.09
ATR 1.54 1.57 0.03 1.8% 0.00
Volume 102,127 111,554 9,427 9.2% 565,734
Daily Pivots for day following 03-Jul-2018
Classic Woodie Camarilla DeMark
R4 73.35 72.33 68.50
R3 71.42 70.40 67.97
R2 69.49 69.49 67.79
R1 68.47 68.47 67.62 68.02
PP 67.56 67.56 67.56 67.34
S1 66.54 66.54 67.26 66.09
S2 65.63 65.63 67.09
S3 63.70 64.61 66.91
S4 61.77 62.68 66.38
Weekly Pivots for week ending 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 83.31 81.49 72.29
R3 78.22 76.40 70.89
R2 73.13 73.13 70.42
R1 71.31 71.31 69.96 72.22
PP 68.04 68.04 68.04 68.50
S1 66.22 66.22 69.02 67.13
S2 62.95 62.95 68.56
S3 57.86 61.13 68.09
S4 52.77 56.04 66.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.86 66.66 3.20 4.7% 1.60 2.4% 24% False True 110,153
10 69.86 63.02 6.84 10.1% 1.65 2.4% 65% False False 118,613
20 69.86 62.32 7.54 11.2% 1.52 2.3% 68% False False 96,023
40 70.62 62.32 8.30 12.3% 1.43 2.1% 62% False False 98,954
60 70.62 61.04 9.58 14.2% 1.38 2.0% 67% False False 94,508
80 70.62 57.96 12.66 18.8% 1.36 2.0% 75% False False 85,408
100 70.62 54.93 15.69 23.3% 1.36 2.0% 80% False False 79,540
120 70.62 54.93 15.69 23.3% 1.30 1.9% 80% False False 79,173
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 76.79
2.618 73.64
1.618 71.71
1.000 70.52
0.618 69.78
HIGH 68.59
0.618 67.85
0.500 67.63
0.382 67.40
LOW 66.66
0.618 65.47
1.000 64.73
1.618 63.54
2.618 61.61
4.250 58.46
Fisher Pivots for day following 03-Jul-2018
Pivot 1 day 3 day
R1 67.63 68.26
PP 67.56 67.99
S1 67.50 67.71

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

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