NYMEX Light Sweet Crude Oil Future February 2019


Trading Metrics calculated at close of trading on 27-Dec-2018
Day Change Summary
Previous Current
26-Dec-2018 27-Dec-2018 Change Change % Previous Week
Open 42.85 46.58 3.73 8.7% 51.52
High 47.00 46.70 -0.30 -0.6% 52.15
Low 42.52 44.37 1.85 4.4% 45.13
Close 46.22 44.61 -1.61 -3.5% 45.59
Range 4.48 2.33 -2.15 -48.0% 7.02
ATR 2.71 2.68 -0.03 -1.0% 0.00
Volume 698,408 665,590 -32,818 -4.7% 3,818,450
Daily Pivots for day following 27-Dec-2018
Classic Woodie Camarilla DeMark
R4 52.22 50.74 45.89
R3 49.89 48.41 45.25
R2 47.56 47.56 45.04
R1 46.08 46.08 44.82 45.66
PP 45.23 45.23 45.23 45.01
S1 43.75 43.75 44.40 43.33
S2 42.90 42.90 44.18
S3 40.57 41.42 43.97
S4 38.24 39.09 43.33
Weekly Pivots for week ending 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 68.68 64.16 49.45
R3 61.66 57.14 47.52
R2 54.64 54.64 46.88
R1 50.12 50.12 46.23 48.87
PP 47.62 47.62 47.62 47.00
S1 43.10 43.10 44.95 41.85
S2 40.60 40.60 44.30
S3 33.58 36.08 43.66
S4 26.56 29.06 41.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.51 42.36 5.15 11.5% 2.83 6.4% 44% False False 653,598
10 53.50 42.36 11.14 25.0% 2.78 6.2% 20% False False 613,142
20 54.77 42.36 12.41 27.8% 2.59 5.8% 18% False False 383,044
40 67.25 42.36 24.89 55.8% 2.51 5.6% 9% False False 231,483
60 76.40 42.36 34.04 76.3% 2.28 5.1% 7% False False 165,848
80 76.40 42.36 34.04 76.3% 2.05 4.6% 7% False False 131,536
100 76.40 42.36 34.04 76.3% 1.87 4.2% 7% False False 108,129
120 76.40 42.36 34.04 76.3% 1.78 4.0% 7% False False 92,352
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 0.39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 56.60
2.618 52.80
1.618 50.47
1.000 49.03
0.618 48.14
HIGH 46.70
0.618 45.81
0.500 45.54
0.382 45.26
LOW 44.37
0.618 42.93
1.000 42.04
1.618 40.60
2.618 38.27
4.250 34.47
Fisher Pivots for day following 27-Dec-2018
Pivot 1 day 3 day
R1 45.54 44.68
PP 45.23 44.66
S1 44.92 44.63

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

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