NYMEX Light Sweet Crude Oil Future March 2019


Trading Metrics calculated at close of trading on 11-Oct-2018
Day Change Summary
Previous Current
10-Oct-2018 11-Oct-2018 Change Change % Previous Week
Open 74.26 72.28 -1.98 -2.7% 72.56
High 74.57 72.29 -2.28 -3.1% 76.29
Low 72.11 70.13 -1.98 -2.7% 72.29
Close 72.77 70.55 -2.22 -3.1% 73.97
Range 2.46 2.16 -0.30 -12.2% 4.00
ATR 1.52 1.60 0.08 5.3% 0.00
Volume 36,441 39,422 2,981 8.2% 158,288
Daily Pivots for day following 11-Oct-2018
Classic Woodie Camarilla DeMark
R4 77.47 76.17 71.74
R3 75.31 74.01 71.14
R2 73.15 73.15 70.95
R1 71.85 71.85 70.75 71.42
PP 70.99 70.99 70.99 70.78
S1 69.69 69.69 70.35 69.26
S2 68.83 68.83 70.15
S3 66.67 67.53 69.96
S4 64.51 65.37 69.36
Weekly Pivots for week ending 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 86.18 84.08 76.17
R3 82.18 80.08 75.07
R2 78.18 78.18 74.70
R1 76.08 76.08 74.34 77.13
PP 74.18 74.18 74.18 74.71
S1 72.08 72.08 73.60 73.13
S2 70.18 70.18 73.24
S3 66.18 68.08 72.87
S4 62.18 64.08 71.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.77 70.13 4.64 6.6% 1.63 2.3% 9% False True 34,007
10 76.29 70.13 6.16 8.7% 1.84 2.6% 7% False True 32,442
20 76.29 67.32 8.97 12.7% 1.51 2.1% 36% False False 34,124
40 76.29 62.83 13.46 19.1% 1.32 1.9% 57% False False 28,648
60 76.29 62.83 13.46 19.1% 1.30 1.8% 57% False False 24,278
80 76.29 62.18 14.11 20.0% 1.33 1.9% 59% False False 23,067
100 76.29 61.69 14.60 20.7% 1.31 1.9% 61% False False 21,752
120 76.29 61.69 14.60 20.7% 1.26 1.8% 61% False False 19,956
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.47
2.618 77.94
1.618 75.78
1.000 74.45
0.618 73.62
HIGH 72.29
0.618 71.46
0.500 71.21
0.382 70.96
LOW 70.13
0.618 68.80
1.000 67.97
1.618 66.64
2.618 64.48
4.250 60.95
Fisher Pivots for day following 11-Oct-2018
Pivot 1 day 3 day
R1 71.21 72.45
PP 70.99 71.82
S1 70.77 71.18

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

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