NYMEX Light Sweet Crude Oil Future May 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 68.93 69.67 0.74 1.1% 67.91
High 70.06 70.77 0.71 1.0% 70.06
Low 68.55 69.67 1.12 1.6% 67.49
Close 69.13 70.62 1.49 2.2% 69.13
Range 1.51 1.10 -0.41 -27.2% 2.57
ATR 1.14 1.17 0.04 3.2% 0.00
Volume 12,638 5,411 -7,227 -57.2% 36,499
Daily Pivots for day following 24-Sep-2018
Classic Woodie Camarilla DeMark
R4 73.65 73.24 71.23
R3 72.55 72.14 70.92
R2 71.45 71.45 70.82
R1 71.04 71.04 70.72 71.25
PP 70.35 70.35 70.35 70.46
S1 69.94 69.94 70.52 70.15
S2 69.25 69.25 70.42
S3 68.15 68.84 70.32
S4 67.05 67.74 70.02
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 76.60 75.44 70.54
R3 74.03 72.87 69.84
R2 71.46 71.46 69.60
R1 70.30 70.30 69.37 70.88
PP 68.89 68.89 68.89 69.19
S1 67.73 67.73 68.89 68.31
S2 66.32 66.32 68.66
S3 63.75 65.16 68.42
S4 61.18 62.59 67.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.77 67.49 3.28 4.6% 1.20 1.7% 95% True False 7,633
10 70.77 66.49 4.28 6.1% 1.19 1.7% 96% True False 8,334
20 70.77 65.52 5.25 7.4% 1.05 1.5% 97% True False 5,888
40 70.77 62.47 8.30 11.8% 1.01 1.4% 98% True False 4,799
60 70.77 62.47 8.30 11.8% 1.02 1.4% 98% True False 4,667
80 70.77 61.15 9.62 13.6% 1.03 1.5% 98% True False 4,499
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.45
2.618 73.65
1.618 72.55
1.000 71.87
0.618 71.45
HIGH 70.77
0.618 70.35
0.500 70.22
0.382 70.09
LOW 69.67
0.618 68.99
1.000 68.57
1.618 67.89
2.618 66.79
4.250 65.00
Fisher Pivots for day following 24-Sep-2018
Pivot 1 day 3 day
R1 70.49 70.30
PP 70.35 69.98
S1 70.22 69.66

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

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