NYMEX Light Sweet Crude Oil Future June 2019


Trading Metrics calculated at close of trading on 20-Sep-2018
Day Change Summary
Previous Current
19-Sep-2018 20-Sep-2018 Change Change % Previous Week
Open 68.23 69.06 0.83 1.2% 66.37
High 69.25 69.40 0.15 0.2% 68.86
Low 67.92 68.55 0.63 0.9% 65.94
Close 69.02 68.75 -0.27 -0.4% 67.56
Range 1.33 0.85 -0.48 -36.1% 2.92
ATR 1.27 1.24 -0.03 -2.4% 0.00
Volume 36,097 43,005 6,908 19.1% 208,856
Daily Pivots for day following 20-Sep-2018
Classic Woodie Camarilla DeMark
R4 71.45 70.95 69.22
R3 70.60 70.10 68.98
R2 69.75 69.75 68.91
R1 69.25 69.25 68.83 69.08
PP 68.90 68.90 68.90 68.81
S1 68.40 68.40 68.67 68.23
S2 68.05 68.05 68.59
S3 67.20 67.55 68.52
S4 66.35 66.70 68.28
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 69.40 66.71 2.69 3.9% 1.23 1.8% 76% True False 31,860
10 69.40 65.30 4.10 6.0% 1.29 1.9% 84% True False 37,794
20 69.40 65.06 4.34 6.3% 1.15 1.7% 85% True False 31,125
40 69.40 62.22 7.18 10.4% 1.20 1.7% 91% True False 25,972
60 69.40 62.22 7.18 10.4% 1.24 1.8% 91% True False 26,652
80 69.40 60.86 8.54 12.4% 1.24 1.8% 92% True False 26,677
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.30
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 73.01
2.618 71.63
1.618 70.78
1.000 70.25
0.618 69.93
HIGH 69.40
0.618 69.08
0.500 68.98
0.382 68.87
LOW 68.55
0.618 68.02
1.000 67.70
1.618 67.17
2.618 66.32
4.250 64.94
Fisher Pivots for day following 20-Sep-2018
Pivot 1 day 3 day
R1 68.98 68.60
PP 68.90 68.45
S1 68.83 68.30

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

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