NYMEX Light Sweet Crude Oil Future June 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 57.91 53.98 -3.93 -6.8% 61.57
High 57.91 56.35 -1.56 -2.7% 62.39
Low 53.47 53.88 0.41 0.8% 55.95
Close 54.00 55.32 1.32 2.4% 57.58
Range 4.44 2.47 -1.97 -44.4% 6.44
ATR 2.13 2.16 0.02 1.1% 0.00
Volume 84,210 64,885 -19,325 -22.9% 316,785
Daily Pivots for day following 21-Nov-2018
Classic Woodie Camarilla DeMark
R4 62.59 61.43 56.68
R3 60.12 58.96 56.00
R2 57.65 57.65 55.77
R1 56.49 56.49 55.55 57.07
PP 55.18 55.18 55.18 55.48
S1 54.02 54.02 55.09 54.60
S2 52.71 52.71 54.87
S3 50.24 51.55 54.64
S4 47.77 49.08 53.96
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 77.96 74.21 61.12
R3 71.52 67.77 59.35
R2 65.08 65.08 58.76
R1 61.33 61.33 58.17 59.99
PP 58.64 58.64 58.64 57.97
S1 54.89 54.89 56.99 53.55
S2 52.20 52.20 56.40
S3 45.76 48.45 55.81
S4 39.32 42.01 54.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.01 53.47 5.54 10.0% 2.49 4.5% 33% False False 63,164
10 63.61 53.47 10.14 18.3% 2.51 4.5% 18% False False 66,919
20 68.36 53.47 14.89 26.9% 2.09 3.8% 12% False False 53,945
40 75.65 53.47 22.18 40.1% 1.89 3.4% 8% False False 48,597
60 75.65 53.47 22.18 40.1% 1.66 3.0% 8% False False 44,063
80 75.65 53.47 22.18 40.1% 1.55 2.8% 8% False False 38,323
100 75.65 53.47 22.18 40.1% 1.49 2.7% 8% False False 35,714
120 75.65 53.47 22.18 40.1% 1.45 2.6% 8% False False 34,302
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.85
2.618 62.82
1.618 60.35
1.000 58.82
0.618 57.88
HIGH 56.35
0.618 55.41
0.500 55.12
0.382 54.82
LOW 53.88
0.618 52.35
1.000 51.41
1.618 49.88
2.618 47.41
4.250 43.38
Fisher Pivots for day following 21-Nov-2018
Pivot 1 day 3 day
R1 55.25 55.92
PP 55.18 55.72
S1 55.12 55.52

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

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