NYMEX Light Sweet Crude Oil Future May 2019


Trading Metrics calculated at close of trading on 27-Sep-2018
Day Change Summary
Previous Current
26-Sep-2018 27-Sep-2018 Change Change % Previous Week
Open 70.81 70.89 0.08 0.1% 67.91
High 70.92 71.37 0.45 0.6% 70.06
Low 70.48 70.79 0.31 0.4% 67.49
Close 70.50 71.05 0.55 0.8% 69.13
Range 0.44 0.58 0.14 31.8% 2.57
ATR 1.09 1.08 -0.02 -1.5% 0.00
Volume 6,182 2,869 -3,313 -53.6% 36,499
Daily Pivots for day following 27-Sep-2018
Classic Woodie Camarilla DeMark
R4 72.81 72.51 71.37
R3 72.23 71.93 71.21
R2 71.65 71.65 71.16
R1 71.35 71.35 71.10 71.50
PP 71.07 71.07 71.07 71.15
S1 70.77 70.77 71.00 70.92
S2 70.49 70.49 70.94
S3 69.91 70.19 70.89
S4 69.33 69.61 70.73
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 71.37 68.55 2.82 4.0% 0.85 1.2% 89% True False 6,537
10 71.37 67.04 4.33 6.1% 0.97 1.4% 93% True False 6,222
20 71.37 65.52 5.85 8.2% 1.02 1.4% 95% True False 6,258
40 71.37 62.47 8.90 12.5% 0.99 1.4% 96% True False 4,940
60 71.37 62.47 8.90 12.5% 0.99 1.4% 96% True False 4,588
80 71.37 61.15 10.22 14.4% 1.02 1.4% 97% True False 4,478
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.84
2.618 72.89
1.618 72.31
1.000 71.95
0.618 71.73
HIGH 71.37
0.618 71.15
0.500 71.08
0.382 71.01
LOW 70.79
0.618 70.43
1.000 70.21
1.618 69.85
2.618 69.27
4.250 68.33
Fisher Pivots for day following 27-Sep-2018
Pivot 1 day 3 day
R1 71.08 71.01
PP 71.07 70.97
S1 71.06 70.93

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

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