NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 11-Sep-2018
Day Change Summary
Previous Current
10-Sep-2018 11-Sep-2018 Change Change % Previous Week
Open 67.37 67.17 -0.20 -0.3% 68.93
High 67.99 69.27 1.28 1.9% 70.35
Low 66.94 67.15 0.21 0.3% 66.30
Close 67.17 68.71 1.54 2.3% 67.19
Range 1.05 2.12 1.07 101.9% 4.05
ATR 1.28 1.34 0.06 4.7% 0.00
Volume 42,167 63,897 21,730 51.5% 135,238
Daily Pivots for day following 11-Sep-2018
Classic Woodie Camarilla DeMark
R4 74.74 73.84 69.88
R3 72.62 71.72 69.29
R2 70.50 70.50 69.10
R1 69.60 69.60 68.90 70.05
PP 68.38 68.38 68.38 68.60
S1 67.48 67.48 68.52 67.93
S2 66.26 66.26 68.32
S3 64.14 65.36 68.13
S4 62.02 63.24 67.54
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 80.10 77.69 69.42
R3 76.05 73.64 68.30
R2 72.00 72.00 67.93
R1 69.59 69.59 67.56 68.77
PP 67.95 67.95 67.95 67.54
S1 65.54 65.54 66.82 64.72
S2 63.90 63.90 66.45
S3 59.85 61.49 66.08
S4 55.80 57.44 64.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.27 66.30 2.97 4.3% 1.42 2.1% 81% True False 40,217
10 70.35 66.30 4.05 5.9% 1.27 1.8% 60% False False 33,729
20 70.35 63.28 7.07 10.3% 1.23 1.8% 77% False False 28,304
40 70.35 63.28 7.07 10.3% 1.26 1.8% 77% False False 26,000
60 70.35 62.16 8.19 11.9% 1.39 2.0% 80% False False 27,543
80 70.35 62.16 8.19 11.9% 1.35 2.0% 80% False False 25,367
100 70.35 62.16 8.19 11.9% 1.31 1.9% 80% False False 22,894
120 70.35 59.34 11.01 16.0% 1.28 1.9% 85% False False 20,583
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 78.28
2.618 74.82
1.618 72.70
1.000 71.39
0.618 70.58
HIGH 69.27
0.618 68.46
0.500 68.21
0.382 67.96
LOW 67.15
0.618 65.84
1.000 65.03
1.618 63.72
2.618 61.60
4.250 58.14
Fisher Pivots for day following 11-Sep-2018
Pivot 1 day 3 day
R1 68.54 68.41
PP 68.38 68.10
S1 68.21 67.80

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

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