NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 14-Nov-2018
Day Change Summary
Previous Current
13-Nov-2018 14-Nov-2018 Change Change % Previous Week
Open 59.03 55.49 -3.54 -6.0% 63.02
High 59.51 57.55 -1.96 -3.3% 64.24
Low 54.90 55.30 0.40 0.7% 59.45
Close 55.84 56.44 0.60 1.1% 60.36
Range 4.61 2.25 -2.36 -51.2% 4.79
ATR 2.09 2.11 0.01 0.5% 0.00
Volume 422,819 417,864 -4,955 -1.2% 981,935
Daily Pivots for day following 14-Nov-2018
Classic Woodie Camarilla DeMark
R4 63.18 62.06 57.68
R3 60.93 59.81 57.06
R2 58.68 58.68 56.85
R1 57.56 57.56 56.65 58.12
PP 56.43 56.43 56.43 56.71
S1 55.31 55.31 56.23 55.87
S2 54.18 54.18 56.03
S3 51.93 53.06 55.82
S4 49.68 50.81 55.20
Weekly Pivots for week ending 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 75.72 72.83 62.99
R3 70.93 68.04 61.68
R2 66.14 66.14 61.24
R1 63.25 63.25 60.80 62.30
PP 61.35 61.35 61.35 60.88
S1 58.46 58.46 59.92 57.51
S2 56.56 56.56 59.48
S3 51.77 53.67 59.04
S4 46.98 48.88 57.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.56 54.90 7.66 13.6% 2.59 4.6% 20% False False 309,914
10 65.53 54.90 10.63 18.8% 2.21 3.9% 14% False False 235,875
20 70.02 54.90 15.12 26.8% 2.02 3.6% 10% False False 165,147
40 76.56 54.90 21.66 38.4% 1.85 3.3% 7% False False 118,360
60 76.56 54.90 21.66 38.4% 1.68 3.0% 7% False False 91,118
80 76.56 54.90 21.66 38.4% 1.59 2.8% 7% False False 74,075
100 76.56 54.90 21.66 38.4% 1.58 2.8% 7% False False 65,227
120 76.56 54.90 21.66 38.4% 1.54 2.7% 7% False False 58,180
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 67.11
2.618 63.44
1.618 61.19
1.000 59.80
0.618 58.94
HIGH 57.55
0.618 56.69
0.500 56.43
0.382 56.16
LOW 55.30
0.618 53.91
1.000 53.05
1.618 51.66
2.618 49.41
4.250 45.74
Fisher Pivots for day following 14-Nov-2018
Pivot 1 day 3 day
R1 56.44 58.17
PP 56.43 57.59
S1 56.43 57.02

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

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