NYMEX Light Sweet Crude Oil Future March 2019


Trading Metrics calculated at close of trading on 27-Nov-2018
Day Change Summary
Previous Current
26-Nov-2018 27-Nov-2018 Change Change % Previous Week
Open 50.97 51.88 0.91 1.8% 57.43
High 52.55 52.67 0.12 0.2% 57.90
Low 50.41 50.64 0.23 0.5% 50.50
Close 51.95 51.89 -0.06 -0.1% 50.76
Range 2.14 2.03 -0.11 -5.1% 7.40
ATR 2.38 2.35 -0.02 -1.0% 0.00
Volume 40,937 44,703 3,766 9.2% 302,768
Daily Pivots for day following 27-Nov-2018
Classic Woodie Camarilla DeMark
R4 57.82 56.89 53.01
R3 55.79 54.86 52.45
R2 53.76 53.76 52.26
R1 52.83 52.83 52.08 53.30
PP 51.73 51.73 51.73 51.97
S1 50.80 50.80 51.70 51.27
S2 49.70 49.70 51.52
S3 47.67 48.77 51.33
S4 45.64 46.74 50.77
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 75.25 70.41 54.83
R3 67.85 63.01 52.80
R2 60.45 60.45 52.12
R1 55.61 55.61 51.44 54.33
PP 53.05 53.05 53.05 52.42
S1 48.21 48.21 50.08 46.93
S2 45.65 45.65 49.40
S3 38.25 40.81 48.73
S4 30.85 33.41 46.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.66 50.41 7.25 14.0% 3.18 6.1% 20% False False 62,261
10 59.93 50.41 9.52 18.3% 2.85 5.5% 16% False False 64,712
20 67.66 50.41 17.25 33.2% 2.37 4.6% 9% False False 61,158
40 76.29 50.41 25.88 49.9% 2.04 3.9% 6% False False 48,759
60 76.29 50.41 25.88 49.9% 1.82 3.5% 6% False False 44,072
80 76.29 50.41 25.88 49.9% 1.66 3.2% 6% False False 37,250
100 76.29 50.41 25.88 49.9% 1.58 3.1% 6% False False 32,970
120 76.29 50.41 25.88 49.9% 1.53 3.0% 6% False False 30,438
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.35
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 61.30
2.618 57.98
1.618 55.95
1.000 54.70
0.618 53.92
HIGH 52.67
0.618 51.89
0.500 51.66
0.382 51.42
LOW 50.64
0.618 49.39
1.000 48.61
1.618 47.36
2.618 45.33
4.250 42.01
Fisher Pivots for day following 27-Nov-2018
Pivot 1 day 3 day
R1 51.81 52.80
PP 51.73 52.49
S1 51.66 52.19

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

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