NYMEX Light Sweet Crude Oil Future June 2019


Trading Metrics calculated at close of trading on 17-Sep-2018
Day Change Summary
Previous Current
14-Sep-2018 17-Sep-2018 Change Change % Previous Week
Open 67.43 67.46 0.03 0.0% 66.37
High 68.21 68.23 0.02 0.0% 68.86
Low 66.71 67.25 0.54 0.8% 65.94
Close 67.56 67.57 0.01 0.0% 67.56
Range 1.50 0.98 -0.52 -34.7% 2.92
ATR 1.27 1.25 -0.02 -1.6% 0.00
Volume 27,102 19,748 -7,354 -27.1% 208,856
Daily Pivots for day following 17-Sep-2018
Classic Woodie Camarilla DeMark
R4 70.62 70.08 68.11
R3 69.64 69.10 67.84
R2 68.66 68.66 67.75
R1 68.12 68.12 67.66 68.39
PP 67.68 67.68 67.68 67.82
S1 67.14 67.14 67.48 67.41
S2 66.70 66.70 67.39
S3 65.72 66.16 67.30
S4 64.74 65.18 67.03
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 76.21 74.81 69.17
R3 73.29 71.89 68.36
R2 70.37 70.37 68.10
R1 68.97 68.97 67.83 69.67
PP 67.45 67.45 67.45 67.81
S1 66.05 66.05 67.29 66.75
S2 64.53 64.53 67.02
S3 61.61 63.13 66.76
S4 58.69 60.21 65.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.86 66.21 2.65 3.9% 1.47 2.2% 51% False False 39,591
10 68.86 65.16 3.70 5.5% 1.37 2.0% 65% False False 36,849
20 68.86 62.90 5.96 8.8% 1.14 1.7% 78% False False 28,545
40 68.86 62.22 6.64 9.8% 1.18 1.7% 81% False False 24,627
60 68.86 61.51 7.35 10.9% 1.26 1.9% 82% False False 26,489
80 68.86 60.86 8.00 11.8% 1.26 1.9% 84% False False 26,294
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 0.34
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 72.40
2.618 70.80
1.618 69.82
1.000 69.21
0.618 68.84
HIGH 68.23
0.618 67.86
0.500 67.74
0.382 67.62
LOW 67.25
0.618 66.64
1.000 66.27
1.618 65.66
2.618 64.68
4.250 63.09
Fisher Pivots for day following 17-Sep-2018
Pivot 1 day 3 day
R1 67.74 67.64
PP 67.68 67.61
S1 67.63 67.59

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

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