NYMEX Light Sweet Crude Oil Future June 2019


Trading Metrics calculated at close of trading on 27-Dec-2018
Day Change Summary
Previous Current
26-Dec-2018 27-Dec-2018 Change Change % Previous Week
Open 44.45 47.99 3.54 8.0% 52.79
High 48.38 48.02 -0.36 -0.7% 53.31
Low 43.91 45.80 1.89 4.3% 46.42
Close 47.64 46.04 -1.60 -3.4% 46.98
Range 4.47 2.22 -2.25 -50.3% 6.89
ATR 2.61 2.58 -0.03 -1.1% 0.00
Volume 58,047 39,310 -18,737 -32.3% 311,658
Daily Pivots for day following 27-Dec-2018
Classic Woodie Camarilla DeMark
R4 53.28 51.88 47.26
R3 51.06 49.66 46.65
R2 48.84 48.84 46.45
R1 47.44 47.44 46.24 47.03
PP 46.62 46.62 46.62 46.42
S1 45.22 45.22 45.84 44.81
S2 44.40 44.40 45.63
S3 42.18 43.00 45.43
S4 39.96 40.78 44.82
Weekly Pivots for week ending 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 69.57 65.17 50.77
R3 62.68 58.28 48.87
R2 55.79 55.79 48.24
R1 51.39 51.39 47.61 50.15
PP 48.90 48.90 48.90 48.28
S1 44.50 44.50 46.35 43.26
S2 42.01 42.01 45.72
S3 35.12 37.61 45.09
S4 28.23 30.72 43.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.00 43.80 5.20 11.3% 2.79 6.1% 43% False False 50,704
10 54.51 43.80 10.71 23.3% 2.68 5.8% 21% False False 53,549
20 55.53 43.80 11.73 25.5% 2.50 5.4% 19% False False 54,529
40 67.63 43.80 23.83 51.8% 2.42 5.3% 9% False False 55,391
60 75.65 43.80 31.85 69.2% 2.18 4.7% 7% False False 50,976
80 75.65 43.80 31.85 69.2% 1.95 4.2% 7% False False 47,447
100 75.65 43.80 31.85 69.2% 1.80 3.9% 7% False False 42,446
120 75.65 43.80 31.85 69.2% 1.71 3.7% 7% False False 39,341
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 0.37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.46
2.618 53.83
1.618 51.61
1.000 50.24
0.618 49.39
HIGH 48.02
0.618 47.17
0.500 46.91
0.382 46.65
LOW 45.80
0.618 44.43
1.000 43.58
1.618 42.21
2.618 39.99
4.250 36.37
Fisher Pivots for day following 27-Dec-2018
Pivot 1 day 3 day
R1 46.91 46.09
PP 46.62 46.07
S1 46.33 46.06

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

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