NYMEX Light Sweet Crude Oil Future December 2018


Trading Metrics calculated at close of trading on 24-Sep-2018
Day Change Summary
Previous Current
21-Sep-2018 24-Sep-2018 Change Change % Previous Week
Open 69.99 70.75 0.76 1.1% 68.79
High 71.38 72.24 0.86 1.2% 71.38
Low 69.62 70.68 1.06 1.5% 68.19
Close 70.37 71.76 1.39 2.0% 70.37
Range 1.76 1.56 -0.20 -11.4% 3.19
ATR 1.50 1.53 0.03 1.7% 0.00
Volume 307,241 168,962 -138,279 -45.0% 854,256
Daily Pivots for day following 24-Sep-2018
Classic Woodie Camarilla DeMark
R4 76.24 75.56 72.62
R3 74.68 74.00 72.19
R2 73.12 73.12 72.05
R1 72.44 72.44 71.90 72.78
PP 71.56 71.56 71.56 71.73
S1 70.88 70.88 71.62 71.22
S2 70.00 70.00 71.47
S3 68.44 69.32 71.33
S4 66.88 67.76 70.90
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 79.55 78.15 72.12
R3 76.36 74.96 71.25
R2 73.17 73.17 70.95
R1 71.77 71.77 70.66 72.47
PP 69.98 69.98 69.98 70.33
S1 68.58 68.58 70.08 69.28
S2 66.79 66.79 69.79
S3 63.60 65.39 69.49
S4 60.41 62.20 68.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.24 68.19 4.05 5.6% 1.60 2.2% 88% True False 185,327
10 72.24 67.28 4.96 6.9% 1.67 2.3% 90% True False 166,721
20 72.24 66.50 5.74 8.0% 1.42 2.0% 92% True False 125,700
40 72.24 63.48 8.76 12.2% 1.43 2.0% 95% True False 98,631
60 72.24 63.48 8.76 12.2% 1.47 2.1% 95% True False 94,446
80 72.24 62.32 9.92 13.8% 1.46 2.0% 95% True False 95,440
100 72.24 62.32 9.92 13.8% 1.44 2.0% 95% True False 95,506
120 72.24 59.91 12.33 17.2% 1.42 2.0% 96% True False 93,411
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.87
2.618 76.32
1.618 74.76
1.000 73.80
0.618 73.20
HIGH 72.24
0.618 71.64
0.500 71.46
0.382 71.28
LOW 70.68
0.618 69.72
1.000 69.12
1.618 68.16
2.618 66.60
4.250 64.05
Fisher Pivots for day following 24-Sep-2018
Pivot 1 day 3 day
R1 71.66 71.48
PP 71.56 71.21
S1 71.46 70.93

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

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