NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 01-Aug-2018
Day Change Summary
Previous Current
31-Jul-2018 01-Aug-2018 Change Change % Previous Week
Open 67.72 66.53 -1.19 -1.8% 65.58
High 67.76 66.53 -1.23 -1.8% 67.56
Low 66.06 65.27 -0.79 -1.2% 65.36
Close 66.71 65.46 -1.25 -1.9% 66.78
Range 1.70 1.26 -0.44 -25.9% 2.20
ATR 1.40 1.40 0.00 0.2% 0.00
Volume 16,098 29,554 13,456 83.6% 130,659
Daily Pivots for day following 01-Aug-2018
Classic Woodie Camarilla DeMark
R4 69.53 68.76 66.15
R3 68.27 67.50 65.81
R2 67.01 67.01 65.69
R1 66.24 66.24 65.58 66.00
PP 65.75 65.75 65.75 65.63
S1 64.98 64.98 65.34 64.74
S2 64.49 64.49 65.23
S3 63.23 63.72 65.11
S4 61.97 62.46 64.77
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 73.17 72.17 67.99
R3 70.97 69.97 67.39
R2 68.77 68.77 67.18
R1 67.77 67.77 66.98 68.27
PP 66.57 66.57 66.57 66.82
S1 65.57 65.57 66.58 66.07
S2 64.37 64.37 66.38
S3 62.17 63.37 66.18
S4 59.97 61.17 65.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.00 65.27 2.73 4.2% 1.17 1.8% 7% False True 21,119
10 68.00 64.20 3.80 5.8% 1.14 1.7% 33% False False 24,320
20 69.37 63.98 5.39 8.2% 1.42 2.2% 27% False False 28,358
40 69.37 62.16 7.21 11.0% 1.42 2.2% 46% False False 26,718
60 70.11 62.16 7.95 12.1% 1.34 2.1% 42% False False 23,559
80 70.11 60.69 9.42 14.4% 1.29 2.0% 51% False False 20,592
100 70.11 57.66 12.45 19.0% 1.25 1.9% 63% False False 17,526
120 70.11 54.78 15.33 23.4% 1.24 1.9% 70% False False 15,261
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.89
2.618 69.83
1.618 68.57
1.000 67.79
0.618 67.31
HIGH 66.53
0.618 66.05
0.500 65.90
0.382 65.75
LOW 65.27
0.618 64.49
1.000 64.01
1.618 63.23
2.618 61.97
4.250 59.92
Fisher Pivots for day following 01-Aug-2018
Pivot 1 day 3 day
R1 65.90 66.64
PP 65.75 66.24
S1 65.61 65.85

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

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