NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 27-Nov-2018
Day Change Summary
Previous Current
26-Nov-2018 27-Nov-2018 Change Change % Previous Week
Open 50.62 51.54 0.92 1.8% 57.03
High 52.25 52.38 0.13 0.2% 57.58
Low 50.10 50.30 0.20 0.4% 50.15
Close 51.63 51.56 -0.07 -0.1% 50.42
Range 2.15 2.08 -0.07 -3.3% 7.43
ATR 2.44 2.41 -0.03 -1.0% 0.00
Volume 663,108 764,010 100,902 15.2% 3,431,748
Daily Pivots for day following 27-Nov-2018
Classic Woodie Camarilla DeMark
R4 57.65 56.69 52.70
R3 55.57 54.61 52.13
R2 53.49 53.49 51.94
R1 52.53 52.53 51.75 53.01
PP 51.41 51.41 51.41 51.66
S1 50.45 50.45 51.37 50.93
S2 49.33 49.33 51.18
S3 47.25 48.37 50.99
S4 45.17 46.29 50.42
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 75.01 70.14 54.51
R3 67.58 62.71 52.46
R2 60.15 60.15 51.78
R1 55.28 55.28 51.10 54.00
PP 52.72 52.72 52.72 52.08
S1 47.85 47.85 49.74 46.57
S2 45.29 45.29 49.06
S3 37.86 40.42 48.38
S4 30.43 32.99 46.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.44 50.10 7.34 14.2% 3.21 6.2% 20% False False 831,836
10 59.51 50.10 9.41 18.3% 2.89 5.6% 16% False False 700,480
20 67.41 50.10 17.31 33.6% 2.41 4.7% 8% False False 437,280
40 76.56 50.10 26.46 51.3% 2.12 4.1% 6% False False 257,947
60 76.56 50.10 26.46 51.3% 1.91 3.7% 6% False False 190,721
80 76.56 50.10 26.46 51.3% 1.74 3.4% 6% False False 148,951
100 76.56 50.10 26.46 51.3% 1.68 3.3% 6% False False 124,625
120 76.56 50.10 26.46 51.3% 1.64 3.2% 6% False False 108,215
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 61.22
2.618 57.83
1.618 55.75
1.000 54.46
0.618 53.67
HIGH 52.38
0.618 51.59
0.500 51.34
0.382 51.09
LOW 50.30
0.618 49.01
1.000 48.22
1.618 46.93
2.618 44.85
4.250 41.46
Fisher Pivots for day following 27-Nov-2018
Pivot 1 day 3 day
R1 51.49 52.46
PP 51.41 52.16
S1 51.34 51.86

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

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