NYMEX Light Sweet Crude Oil Future May 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 57.43 53.94 -3.49 -6.1% 61.78
High 57.78 56.26 -1.52 -2.6% 62.19
Low 53.46 53.94 0.48 0.9% 55.80
Close 53.93 55.24 1.31 2.4% 57.43
Range 4.32 2.32 -2.00 -46.3% 6.39
ATR 2.05 2.07 0.02 1.0% 0.00
Volume 37,542 34,502 -3,040 -8.1% 115,645
Daily Pivots for day following 21-Nov-2018
Classic Woodie Camarilla DeMark
R4 62.11 60.99 56.52
R3 59.79 58.67 55.88
R2 57.47 57.47 55.67
R1 56.35 56.35 55.45 56.91
PP 55.15 55.15 55.15 55.43
S1 54.03 54.03 55.03 54.59
S2 52.83 52.83 54.81
S3 50.51 51.71 54.60
S4 48.19 49.39 53.96
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 77.64 73.93 60.94
R3 71.25 67.54 59.19
R2 64.86 64.86 58.60
R1 61.15 61.15 58.02 59.81
PP 58.47 58.47 58.47 57.81
S1 54.76 54.76 56.84 53.42
S2 52.08 52.08 56.26
S3 45.69 48.37 55.67
S4 39.30 41.98 53.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.87 53.46 5.41 9.8% 2.39 4.3% 33% False False 26,992
10 63.23 53.46 9.77 17.7% 2.41 4.4% 18% False False 27,171
20 68.30 53.46 14.84 26.9% 2.01 3.6% 12% False False 21,083
40 75.80 53.46 22.34 40.4% 1.79 3.2% 8% False False 16,884
60 75.80 53.46 22.34 40.4% 1.54 2.8% 8% False False 13,338
80 75.80 53.46 22.34 40.4% 1.39 2.5% 8% False False 10,918
100 75.80 53.46 22.34 40.4% 1.32 2.4% 8% False False 9,594
120 75.80 53.46 22.34 40.4% 1.28 2.3% 8% False False 8,645
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.12
2.618 62.33
1.618 60.01
1.000 58.58
0.618 57.69
HIGH 56.26
0.618 55.37
0.500 55.10
0.382 54.83
LOW 53.94
0.618 52.51
1.000 51.62
1.618 50.19
2.618 47.87
4.250 44.08
Fisher Pivots for day following 21-Nov-2018
Pivot 1 day 3 day
R1 55.19 55.80
PP 55.15 55.61
S1 55.10 55.43

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

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