NYMEX Light Sweet Crude Oil Future March 2019


Trading Metrics calculated at close of trading on 06-Sep-2018
Day Change Summary
Previous Current
05-Sep-2018 06-Sep-2018 Change Change % Previous Week
Open 68.10 67.21 -0.89 -1.3% 67.04
High 68.19 67.70 -0.49 -0.7% 68.74
Low 67.25 65.84 -1.41 -2.1% 66.88
Close 67.42 66.58 -0.84 -1.2% 68.16
Range 0.94 1.86 0.92 97.9% 1.86
ATR 1.19 1.24 0.05 4.0% 0.00
Volume 19,204 22,998 3,794 19.8% 79,504
Daily Pivots for day following 06-Sep-2018
Classic Woodie Camarilla DeMark
R4 72.29 71.29 67.60
R3 70.43 69.43 67.09
R2 68.57 68.57 66.92
R1 67.57 67.57 66.75 67.14
PP 66.71 66.71 66.71 66.49
S1 65.71 65.71 66.41 65.28
S2 64.85 64.85 66.24
S3 62.99 63.85 66.07
S4 61.13 61.99 65.56
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 73.51 72.69 69.18
R3 71.65 70.83 68.67
R2 69.79 69.79 68.50
R1 68.97 68.97 68.33 69.38
PP 67.93 67.93 67.93 68.13
S1 67.11 67.11 67.99 67.52
S2 66.07 66.07 67.82
S3 64.21 65.25 67.65
S4 62.35 63.39 67.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.66 65.84 3.82 5.7% 1.19 1.8% 19% False True 21,826
10 69.66 65.84 3.82 5.7% 1.05 1.6% 19% False True 18,709
20 69.66 62.83 6.83 10.3% 1.16 1.7% 55% False False 17,913
40 69.66 62.83 6.83 10.3% 1.22 1.8% 55% False False 16,327
60 69.66 61.69 7.97 12.0% 1.28 1.9% 61% False False 17,110
80 69.66 61.69 7.97 12.0% 1.23 1.8% 61% False False 16,715
100 69.66 61.50 8.16 12.3% 1.20 1.8% 62% False False 15,495
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 75.61
2.618 72.57
1.618 70.71
1.000 69.56
0.618 68.85
HIGH 67.70
0.618 66.99
0.500 66.77
0.382 66.55
LOW 65.84
0.618 64.69
1.000 63.98
1.618 62.83
2.618 60.97
4.250 57.94
Fisher Pivots for day following 06-Sep-2018
Pivot 1 day 3 day
R1 66.77 67.75
PP 66.71 67.36
S1 66.64 66.97

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

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