NYMEX Light Sweet Crude Oil Future March 2019


Trading Metrics calculated at close of trading on 24-Sep-2018
Day Change Summary
Previous Current
21-Sep-2018 24-Sep-2018 Change Change % Previous Week
Open 69.35 70.00 0.65 0.9% 68.08
High 70.53 71.30 0.77 1.1% 70.53
Low 68.96 70.00 1.04 1.5% 67.75
Close 69.58 71.08 1.50 2.2% 69.58
Range 1.57 1.30 -0.27 -17.2% 2.78
ATR 1.33 1.35 0.03 2.1% 0.00
Volume 74,586 40,338 -34,248 -45.9% 215,828
Daily Pivots for day following 24-Sep-2018
Classic Woodie Camarilla DeMark
R4 74.69 74.19 71.80
R3 73.39 72.89 71.44
R2 72.09 72.09 71.32
R1 71.59 71.59 71.20 71.84
PP 70.79 70.79 70.79 70.92
S1 70.29 70.29 70.96 70.54
S2 69.49 69.49 70.84
S3 68.19 68.99 70.72
S4 66.89 67.69 70.37
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 77.63 76.38 71.11
R3 74.85 73.60 70.34
R2 72.07 72.07 70.09
R1 70.82 70.82 69.83 71.45
PP 69.29 69.29 69.29 69.60
S1 68.04 68.04 69.33 68.67
S2 66.51 66.51 69.07
S3 63.73 65.26 68.82
S4 60.95 62.48 68.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.30 67.75 3.55 5.0% 1.37 1.9% 94% True False 47,133
10 71.30 66.81 4.49 6.3% 1.43 2.0% 95% True False 44,064
20 71.30 65.84 5.46 7.7% 1.24 1.7% 96% True False 32,302
40 71.30 62.83 8.47 11.9% 1.26 1.8% 97% True False 24,309
60 71.30 62.83 8.47 11.9% 1.27 1.8% 97% True False 21,667
80 71.30 61.69 9.61 13.5% 1.26 1.8% 98% True False 20,836
100 71.30 61.69 9.61 13.5% 1.24 1.7% 98% True False 19,289
120 71.30 58.86 12.44 17.5% 1.20 1.7% 98% True False 17,766
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.83
2.618 74.70
1.618 73.40
1.000 72.60
0.618 72.10
HIGH 71.30
0.618 70.80
0.500 70.65
0.382 70.50
LOW 70.00
0.618 69.20
1.000 68.70
1.618 67.90
2.618 66.60
4.250 64.48
Fisher Pivots for day following 24-Sep-2018
Pivot 1 day 3 day
R1 70.94 70.76
PP 70.79 70.45
S1 70.65 70.13

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

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