NYMEX Light Sweet Crude Oil Future March 2019


Trading Metrics calculated at close of trading on 12-Sep-2018
Day Change Summary
Previous Current
11-Sep-2018 12-Sep-2018 Change Change % Previous Week
Open 66.81 68.65 1.84 2.8% 68.29
High 68.72 69.70 0.98 1.4% 69.66
Low 66.81 68.27 1.46 2.2% 65.84
Close 68.28 69.41 1.13 1.7% 66.73
Range 1.91 1.43 -0.48 -25.1% 3.82
ATR 1.25 1.27 0.01 1.0% 0.00
Volume 40,730 66,516 25,786 63.3% 94,425
Daily Pivots for day following 12-Sep-2018
Classic Woodie Camarilla DeMark
R4 73.42 72.84 70.20
R3 71.99 71.41 69.80
R2 70.56 70.56 69.67
R1 69.98 69.98 69.54 70.27
PP 69.13 69.13 69.13 69.27
S1 68.55 68.55 69.28 68.84
S2 67.70 67.70 69.15
S3 66.27 67.12 69.02
S4 64.84 65.69 68.62
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 69.70 65.84 3.86 5.6% 1.43 2.1% 92% True False 36,515
10 69.70 65.84 3.86 5.6% 1.25 1.8% 92% True False 28,500
20 69.70 62.83 6.87 9.9% 1.15 1.7% 96% True False 22,029
40 69.70 62.83 6.87 9.9% 1.18 1.7% 96% True False 18,486
60 69.70 62.16 7.54 10.9% 1.26 1.8% 96% True False 18,754
80 69.70 61.69 8.01 11.5% 1.25 1.8% 96% True False 18,220
100 69.70 61.69 8.01 11.5% 1.21 1.7% 96% True False 16,743
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.78
2.618 73.44
1.618 72.01
1.000 71.13
0.618 70.58
HIGH 69.70
0.618 69.15
0.500 68.99
0.382 68.82
LOW 68.27
0.618 67.39
1.000 66.84
1.618 65.96
2.618 64.53
4.250 62.19
Fisher Pivots for day following 12-Sep-2018
Pivot 1 day 3 day
R1 69.27 68.98
PP 69.13 68.55
S1 68.99 68.12

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

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