NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 27-Sep-2018
Day Change Summary
Previous Current
26-Sep-2018 27-Sep-2018 Change Change % Previous Week
Open 71.66 71.65 -0.01 0.0% 68.56
High 72.04 72.21 0.17 0.2% 71.08
Low 71.16 71.42 0.26 0.4% 68.06
Close 71.25 71.82 0.57 0.8% 70.06
Range 0.88 0.79 -0.09 -10.2% 3.02
ATR 1.37 1.34 -0.03 -2.1% 0.00
Volume 50,643 37,526 -13,117 -25.9% 384,399
Daily Pivots for day following 27-Sep-2018
Classic Woodie Camarilla DeMark
R4 74.19 73.79 72.25
R3 73.40 73.00 72.04
R2 72.61 72.61 71.96
R1 72.21 72.21 71.89 72.41
PP 71.82 71.82 71.82 71.92
S1 71.42 71.42 71.75 71.62
S2 71.03 71.03 71.68
S3 70.24 70.63 71.60
S4 69.45 69.84 71.39
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 78.79 77.45 71.72
R3 75.77 74.43 70.89
R2 72.75 72.75 70.61
R1 71.41 71.41 70.34 72.08
PP 69.73 69.73 69.73 70.07
S1 68.39 68.39 69.78 69.06
S2 66.71 66.71 69.51
S3 63.69 65.37 69.23
S4 60.67 62.35 68.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.21 69.37 2.84 4.0% 1.12 1.6% 86% True False 81,016
10 72.21 67.65 4.56 6.3% 1.29 1.8% 91% True False 64,794
20 72.21 66.30 5.91 8.2% 1.34 1.9% 93% True False 53,680
40 72.21 63.28 8.93 12.4% 1.32 1.8% 96% True False 38,320
60 72.21 63.28 8.93 12.4% 1.36 1.9% 96% True False 34,999
80 72.21 62.16 10.05 14.0% 1.37 1.9% 96% True False 32,519
100 72.21 62.16 10.05 14.0% 1.33 1.9% 96% True False 29,463
120 72.21 60.69 11.52 16.0% 1.30 1.8% 97% True False 26,502
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.57
2.618 74.28
1.618 73.49
1.000 73.00
0.618 72.70
HIGH 72.21
0.618 71.91
0.500 71.82
0.382 71.72
LOW 71.42
0.618 70.93
1.000 70.63
1.618 70.14
2.618 69.35
4.250 68.06
Fisher Pivots for day following 27-Sep-2018
Pivot 1 day 3 day
R1 71.82 71.78
PP 71.82 71.73
S1 71.82 71.69

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

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