NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 21-Nov-2018
Day Change Summary
Previous Current
20-Nov-2018 21-Nov-2018 Change Change % Previous Week
Open 57.39 53.39 -4.00 -7.0% 60.85
High 57.44 55.86 -1.58 -2.8% 61.44
Low 52.77 53.39 0.62 1.2% 54.90
Close 53.43 54.63 1.20 2.2% 56.68
Range 4.67 2.47 -2.20 -47.1% 6.54
ATR 2.27 2.29 0.01 0.6% 0.00
Volume 983,120 734,277 -248,843 -25.3% 2,398,311
Daily Pivots for day following 21-Nov-2018
Classic Woodie Camarilla DeMark
R4 62.04 60.80 55.99
R3 59.57 58.33 55.31
R2 57.10 57.10 55.08
R1 55.86 55.86 54.86 56.48
PP 54.63 54.63 54.63 54.94
S1 53.39 53.39 54.40 54.01
S2 52.16 52.16 54.18
S3 49.69 50.92 53.95
S4 47.22 48.45 53.27
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 77.29 73.53 60.28
R3 70.75 66.99 58.48
R2 64.21 64.21 57.88
R1 60.45 60.45 57.28 59.06
PP 57.67 57.67 57.67 56.98
S1 53.91 53.91 56.08 52.52
S2 51.13 51.13 55.48
S3 44.59 47.37 54.88
S4 38.05 40.83 53.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.16 52.77 5.39 9.9% 2.63 4.8% 35% False False 744,468
10 62.56 52.77 9.79 17.9% 2.61 4.8% 19% False False 527,191
20 68.09 52.77 15.32 28.0% 2.21 4.0% 12% False False 327,759
40 76.56 52.77 23.79 43.5% 2.03 3.7% 8% False False 200,409
60 76.56 52.77 23.79 43.5% 1.81 3.3% 8% False False 151,205
80 76.56 52.77 23.79 43.5% 1.68 3.1% 8% False False 119,265
100 76.56 52.77 23.79 43.5% 1.64 3.0% 8% False False 101,010
120 76.56 52.77 23.79 43.5% 1.59 2.9% 8% False False 88,391
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.36
2.618 62.33
1.618 59.86
1.000 58.33
0.618 57.39
HIGH 55.86
0.618 54.92
0.500 54.63
0.382 54.33
LOW 53.39
0.618 51.86
1.000 50.92
1.618 49.39
2.618 46.92
4.250 42.89
Fisher Pivots for day following 21-Nov-2018
Pivot 1 day 3 day
R1 54.63 55.18
PP 54.63 54.99
S1 54.63 54.81

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

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