NYMEX Light Sweet Crude Oil Future March 2019


Trading Metrics calculated at close of trading on 11-Sep-2018
Day Change Summary
Previous Current
10-Sep-2018 11-Sep-2018 Change Change % Previous Week
Open 66.96 66.81 -0.15 -0.2% 68.29
High 67.52 68.72 1.20 1.8% 69.66
Low 66.54 66.81 0.27 0.4% 65.84
Close 66.80 68.28 1.48 2.2% 66.73
Range 0.98 1.91 0.93 94.9% 3.82
ATR 1.20 1.25 0.05 4.3% 0.00
Volume 31,483 40,730 9,247 29.4% 94,425
Daily Pivots for day following 11-Sep-2018
Classic Woodie Camarilla DeMark
R4 73.67 72.88 69.33
R3 71.76 70.97 68.81
R2 69.85 69.85 68.63
R1 69.06 69.06 68.46 69.46
PP 67.94 67.94 67.94 68.13
S1 67.15 67.15 68.10 67.55
S2 66.03 66.03 67.93
S3 64.12 65.24 67.75
S4 62.21 63.33 67.23
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 78.87 76.62 68.83
R3 75.05 72.80 67.78
R2 71.23 71.23 67.43
R1 68.98 68.98 67.08 68.20
PP 67.41 67.41 67.41 67.02
S1 65.16 65.16 66.38 64.38
S2 63.59 63.59 66.03
S3 59.77 61.34 65.68
S4 55.95 57.52 64.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.72 65.84 2.88 4.2% 1.33 2.0% 85% True False 27,052
10 69.66 65.84 3.82 5.6% 1.19 1.7% 64% False False 23,506
20 69.66 62.83 6.83 10.0% 1.16 1.7% 80% False False 19,745
40 69.66 62.83 6.83 10.0% 1.17 1.7% 80% False False 17,173
60 69.66 61.69 7.97 11.7% 1.27 1.9% 83% False False 17,847
80 69.66 61.69 7.97 11.7% 1.24 1.8% 83% False False 17,507
100 69.66 61.69 7.97 11.7% 1.20 1.8% 83% False False 16,138
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 0.21
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 76.84
2.618 73.72
1.618 71.81
1.000 70.63
0.618 69.90
HIGH 68.72
0.618 67.99
0.500 67.77
0.382 67.54
LOW 66.81
0.618 65.63
1.000 64.90
1.618 63.72
2.618 61.81
4.250 58.69
Fisher Pivots for day following 11-Sep-2018
Pivot 1 day 3 day
R1 68.11 67.96
PP 67.94 67.64
S1 67.77 67.33

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

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