NYMEX Light Sweet Crude Oil Future December 2018


Trading Metrics calculated at close of trading on 11-Sep-2018
Day Change Summary
Previous Current
10-Sep-2018 11-Sep-2018 Change Change % Previous Week
Open 67.47 67.28 -0.19 -0.3% 69.17
High 68.19 69.53 1.34 2.0% 70.64
Low 67.09 67.28 0.19 0.3% 66.50
Close 67.31 68.89 1.58 2.3% 67.39
Range 1.10 2.25 1.15 104.5% 4.14
ATR 1.33 1.40 0.07 4.9% 0.00
Volume 118,670 166,178 47,508 40.0% 392,324
Daily Pivots for day following 11-Sep-2018
Classic Woodie Camarilla DeMark
R4 75.32 74.35 70.13
R3 73.07 72.10 69.51
R2 70.82 70.82 69.30
R1 69.85 69.85 69.10 70.34
PP 68.57 68.57 68.57 68.81
S1 67.60 67.60 68.68 68.09
S2 66.32 66.32 68.48
S3 64.07 65.35 68.27
S4 61.82 63.10 67.65
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 80.60 78.13 69.67
R3 76.46 73.99 68.53
R2 72.32 72.32 68.15
R1 69.85 69.85 67.77 69.02
PP 68.18 68.18 68.18 67.76
S1 65.71 65.71 67.01 64.88
S2 64.04 64.04 66.63
S3 59.90 61.57 66.25
S4 55.76 57.43 65.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.53 66.50 3.03 4.4% 1.49 2.2% 79% True False 112,605
10 70.64 66.50 4.14 6.0% 1.33 1.9% 58% False False 95,913
20 70.64 63.48 7.16 10.4% 1.29 1.9% 76% False False 84,847
40 70.64 63.48 7.16 10.4% 1.33 1.9% 76% False False 77,005
60 70.64 62.32 8.32 12.1% 1.48 2.1% 79% False False 86,124
80 70.64 62.32 8.32 12.1% 1.45 2.1% 79% False False 87,883
100 70.64 62.32 8.32 12.1% 1.41 2.0% 79% False False 87,516
120 70.64 59.69 10.95 15.9% 1.40 2.0% 84% False False 85,480
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 0.25
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 79.09
2.618 75.42
1.618 73.17
1.000 71.78
0.618 70.92
HIGH 69.53
0.618 68.67
0.500 68.41
0.382 68.14
LOW 67.28
0.618 65.89
1.000 65.03
1.618 63.64
2.618 61.39
4.250 57.72
Fisher Pivots for day following 11-Sep-2018
Pivot 1 day 3 day
R1 68.73 68.60
PP 68.57 68.31
S1 68.41 68.02

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

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