NYMEX Light Sweet Crude Oil Future March 2019


Trading Metrics calculated at close of trading on 21-Nov-2018
Day Change Summary
Previous Current
20-Nov-2018 21-Nov-2018 Change Change % Previous Week
Open 57.61 53.65 -3.96 -6.9% 61.22
High 57.66 56.10 -1.56 -2.7% 61.82
Low 53.08 53.65 0.57 1.1% 55.34
Close 53.71 54.97 1.26 2.3% 57.07
Range 4.58 2.45 -2.13 -46.5% 6.48
ATR 2.20 2.22 0.02 0.8% 0.00
Volume 97,390 71,571 -25,819 -26.5% 328,981
Daily Pivots for day following 21-Nov-2018
Classic Woodie Camarilla DeMark
R4 62.26 61.06 56.32
R3 59.81 58.61 55.64
R2 57.36 57.36 55.42
R1 56.16 56.16 55.19 56.76
PP 54.91 54.91 54.91 55.21
S1 53.71 53.71 54.75 54.31
S2 52.46 52.46 54.52
S3 50.01 51.26 54.30
S4 47.56 48.81 53.62
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 77.52 73.77 60.63
R3 71.04 67.29 58.85
R2 64.56 64.56 58.26
R1 60.81 60.81 57.66 59.45
PP 58.08 58.08 58.08 57.39
S1 54.33 54.33 56.48 52.97
S2 51.60 51.60 55.88
S3 45.12 47.85 55.29
S4 38.64 41.37 53.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.55 53.08 5.47 10.0% 2.57 4.7% 35% False False 69,738
10 62.91 53.08 9.83 17.9% 2.56 4.7% 19% False False 71,860
20 68.22 53.08 15.14 27.5% 2.15 3.9% 12% False False 59,869
40 76.29 53.08 23.21 42.2% 1.95 3.5% 8% False False 47,085
60 76.29 53.08 23.21 42.2% 1.72 3.1% 8% False False 42,564
80 76.29 53.08 23.21 42.2% 1.60 2.9% 8% False False 36,030
100 76.29 53.08 23.21 42.2% 1.53 2.8% 8% False False 32,053
120 76.29 53.08 23.21 42.2% 1.49 2.7% 8% False False 29,714
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.51
2.618 62.51
1.618 60.06
1.000 58.55
0.618 57.61
HIGH 56.10
0.618 55.16
0.500 54.88
0.382 54.59
LOW 53.65
0.618 52.14
1.000 51.20
1.618 49.69
2.618 47.24
4.250 43.24
Fisher Pivots for day following 21-Nov-2018
Pivot 1 day 3 day
R1 54.94 55.49
PP 54.91 55.32
S1 54.88 55.14

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

View Archives - Comment on this page... - Back to Index of Symbols