NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 27-Aug-2018
Day Change Summary
Previous Current
24-Aug-2018 27-Aug-2018 Change Change % Previous Week
Open 67.01 67.58 0.57 0.9% 64.35
High 68.35 68.08 -0.27 -0.4% 68.35
Low 66.96 67.46 0.50 0.7% 64.07
Close 67.78 67.99 0.21 0.3% 67.78
Range 1.39 0.62 -0.77 -55.4% 4.28
ATR 1.37 1.32 -0.05 -3.9% 0.00
Volume 25,428 21,378 -4,050 -15.9% 108,914
Daily Pivots for day following 27-Aug-2018
Classic Woodie Camarilla DeMark
R4 69.70 69.47 68.33
R3 69.08 68.85 68.16
R2 68.46 68.46 68.10
R1 68.23 68.23 68.05 68.35
PP 67.84 67.84 67.84 67.90
S1 67.61 67.61 67.93 67.73
S2 67.22 67.22 67.88
S3 66.60 66.99 67.82
S4 65.98 66.37 67.65
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 79.57 77.96 70.13
R3 75.29 73.68 68.96
R2 71.01 71.01 68.56
R1 69.40 69.40 68.17 70.21
PP 66.73 66.73 66.73 67.14
S1 65.12 65.12 67.39 65.93
S2 62.45 62.45 67.00
S3 58.17 60.84 66.60
S4 53.89 56.56 65.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.35 64.45 3.90 5.7% 1.13 1.7% 91% False False 21,876
10 68.35 63.28 5.07 7.5% 1.19 1.8% 93% False False 22,880
20 68.35 63.28 5.07 7.5% 1.35 2.0% 93% False False 22,991
40 69.37 63.28 6.09 9.0% 1.39 2.1% 77% False False 25,734
60 69.37 62.16 7.21 10.6% 1.38 2.0% 81% False False 25,465
80 70.11 62.16 7.95 11.7% 1.34 2.0% 73% False False 23,130
100 70.11 59.60 10.51 15.5% 1.29 1.9% 80% False False 20,708
120 70.11 57.09 13.02 19.1% 1.26 1.8% 84% False False 18,141
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.19
Narrowest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 70.72
2.618 69.70
1.618 69.08
1.000 68.70
0.618 68.46
HIGH 68.08
0.618 67.84
0.500 67.77
0.382 67.70
LOW 67.46
0.618 67.08
1.000 66.84
1.618 66.46
2.618 65.84
4.250 64.83
Fisher Pivots for day following 27-Aug-2018
Pivot 1 day 3 day
R1 67.92 67.80
PP 67.84 67.60
S1 67.77 67.41

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

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