NYMEX Light Sweet Crude Oil Future June 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 70.48 70.75 0.27 0.4% 67.46
High 70.93 71.12 0.19 0.3% 69.79
Low 70.20 70.47 0.27 0.4% 67.20
Close 70.27 70.81 0.54 0.8% 68.87
Range 0.73 0.65 -0.08 -11.0% 2.59
ATR 1.21 1.19 -0.03 -2.1% 0.00
Volume 27,507 18,490 -9,017 -32.8% 190,222
Daily Pivots for day following 27-Sep-2018
Classic Woodie Camarilla DeMark
R4 72.75 72.43 71.17
R3 72.10 71.78 70.99
R2 71.45 71.45 70.93
R1 71.13 71.13 70.87 71.29
PP 70.80 70.80 70.80 70.88
S1 70.48 70.48 70.75 70.64
S2 70.15 70.15 70.69
S3 69.50 69.83 70.63
S4 68.85 69.18 70.45
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 76.39 75.22 70.29
R3 73.80 72.63 69.58
R2 71.21 71.21 69.34
R1 70.04 70.04 69.11 70.63
PP 68.62 68.62 68.62 68.91
S1 67.45 67.45 68.63 68.04
S2 66.03 66.03 68.40
S3 63.44 64.86 68.16
S4 60.85 62.27 67.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.12 68.25 2.87 4.1% 0.97 1.4% 89% True False 34,936
10 71.12 66.71 4.41 6.2% 1.10 1.6% 93% True False 33,398
20 71.12 65.16 5.96 8.4% 1.17 1.7% 95% True False 34,917
40 71.12 62.22 8.90 12.6% 1.19 1.7% 97% True False 27,969
60 71.12 62.22 8.90 12.6% 1.21 1.7% 97% True False 26,699
80 71.12 60.86 10.26 14.5% 1.23 1.7% 97% True False 26,954
100 71.12 60.86 10.26 14.5% 1.21 1.7% 97% True False 26,573
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 73.88
2.618 72.82
1.618 72.17
1.000 71.77
0.618 71.52
HIGH 71.12
0.618 70.87
0.500 70.80
0.382 70.72
LOW 70.47
0.618 70.07
1.000 69.82
1.618 69.42
2.618 68.77
4.250 67.71
Fisher Pivots for day following 27-Sep-2018
Pivot 1 day 3 day
R1 70.81 70.76
PP 70.80 70.71
S1 70.80 70.66

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

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