NYMEX Light Sweet Crude Oil Future December 2018


Trading Metrics calculated at close of trading on 17-Sep-2018
Day Change Summary
Previous Current
14-Sep-2018 17-Sep-2018 Change Change % Previous Week
Open 68.56 68.79 0.23 0.3% 67.47
High 69.57 69.41 -0.16 -0.2% 70.65
Low 67.74 68.23 0.49 0.7% 67.09
Close 68.67 68.59 -0.08 -0.1% 68.67
Range 1.83 1.18 -0.65 -35.5% 3.56
ATR 1.49 1.47 -0.02 -1.5% 0.00
Volume 115,793 96,581 -19,212 -16.6% 762,665
Daily Pivots for day following 17-Sep-2018
Classic Woodie Camarilla DeMark
R4 72.28 71.62 69.24
R3 71.10 70.44 68.91
R2 69.92 69.92 68.81
R1 69.26 69.26 68.70 69.00
PP 68.74 68.74 68.74 68.62
S1 68.08 68.08 68.48 67.82
S2 67.56 67.56 68.37
S3 66.38 66.90 68.27
S4 65.20 65.72 67.94
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 79.48 77.64 70.63
R3 75.92 74.08 69.65
R2 72.36 72.36 69.32
R1 70.52 70.52 69.00 71.44
PP 68.80 68.80 68.80 69.27
S1 66.96 66.96 68.34 67.88
S2 65.24 65.24 68.02
S3 61.68 63.40 67.69
S4 58.12 59.84 66.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.65 67.28 3.37 4.9% 1.75 2.5% 39% False False 148,115
10 70.65 66.50 4.15 6.1% 1.60 2.3% 50% False False 125,157
20 70.65 64.27 6.38 9.3% 1.32 1.9% 68% False False 99,342
40 70.65 63.48 7.17 10.5% 1.37 2.0% 71% False False 84,095
60 70.65 63.48 7.17 10.5% 1.49 2.2% 71% False False 90,248
80 70.65 62.32 8.33 12.1% 1.48 2.2% 75% False False 90,900
100 70.65 62.32 8.33 12.1% 1.43 2.1% 75% False False 90,073
120 70.65 59.69 10.96 16.0% 1.40 2.0% 81% False False 87,944
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 74.43
2.618 72.50
1.618 71.32
1.000 70.59
0.618 70.14
HIGH 69.41
0.618 68.96
0.500 68.82
0.382 68.68
LOW 68.23
0.618 67.50
1.000 67.05
1.618 66.32
2.618 65.14
4.250 63.22
Fisher Pivots for day following 17-Sep-2018
Pivot 1 day 3 day
R1 68.82 68.83
PP 68.74 68.75
S1 68.67 68.67

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

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