NYMEX Light Sweet Crude Oil Future January 2019


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 65.33 66.65 1.32 2.0% 62.64
High 66.84 68.35 1.51 2.3% 65.78
Low 64.91 66.65 1.74 2.7% 62.16
Close 66.74 68.04 1.30 1.9% 65.56
Range 1.93 1.70 -0.23 -11.9% 3.62
ATR 1.40 1.43 0.02 1.5% 0.00
Volume 24,263 34,730 10,467 43.1% 132,888
Daily Pivots for day following 27-Jun-2018
Classic Woodie Camarilla DeMark
R4 72.78 72.11 68.98
R3 71.08 70.41 68.51
R2 69.38 69.38 68.35
R1 68.71 68.71 68.20 69.05
PP 67.68 67.68 67.68 67.85
S1 67.01 67.01 67.88 67.35
S2 65.98 65.98 67.73
S3 64.28 65.31 67.57
S4 62.58 63.61 67.11
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 75.36 74.08 67.55
R3 71.74 70.46 66.56
R2 68.12 68.12 66.22
R1 66.84 66.84 65.89 67.48
PP 64.50 64.50 64.50 64.82
S1 63.22 63.22 65.23 63.86
S2 60.88 60.88 64.90
S3 57.26 59.60 64.56
S4 53.64 55.98 63.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.35 62.82 5.53 8.1% 1.67 2.5% 94% True False 36,189
10 68.35 62.16 6.19 9.1% 1.60 2.4% 95% True False 27,128
20 68.35 62.16 6.19 9.1% 1.34 2.0% 95% True False 24,308
40 70.11 62.16 7.95 11.7% 1.27 1.9% 74% False False 19,541
60 70.11 59.34 10.77 15.8% 1.22 1.8% 81% False False 16,598
80 70.11 57.09 13.02 19.1% 1.19 1.7% 84% False False 13,662
100 70.11 54.78 15.33 22.5% 1.19 1.8% 86% False False 11,820
120 70.11 54.78 15.33 22.5% 1.11 1.6% 86% False False 10,787
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.58
2.618 72.80
1.618 71.10
1.000 70.05
0.618 69.40
HIGH 68.35
0.618 67.70
0.500 67.50
0.382 67.30
LOW 66.65
0.618 65.60
1.000 64.95
1.618 63.90
2.618 62.20
4.250 59.43
Fisher Pivots for day following 27-Jun-2018
Pivot 1 day 3 day
R1 67.86 67.48
PP 67.68 66.92
S1 67.50 66.36

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

View Archives - Comment on this page... - Back to Index of Symbols