NYMEX Light Sweet Crude Oil Future December 2018


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 71.91 71.86 -0.05 -0.1% 68.79
High 72.21 72.42 0.21 0.3% 71.38
Low 71.31 71.57 0.26 0.4% 68.19
Close 71.41 71.96 0.55 0.8% 70.37
Range 0.90 0.85 -0.05 -5.6% 3.19
ATR 1.43 1.40 -0.03 -2.1% 0.00
Volume 101,110 99,470 -1,640 -1.6% 854,256
Daily Pivots for day following 27-Sep-2018
Classic Woodie Camarilla DeMark
R4 74.53 74.10 72.43
R3 73.68 73.25 72.19
R2 72.83 72.83 72.12
R1 72.40 72.40 72.04 72.62
PP 71.98 71.98 71.98 72.09
S1 71.55 71.55 71.88 71.77
S2 71.13 71.13 71.80
S3 70.28 70.70 71.73
S4 69.43 69.85 71.49
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 79.55 78.15 72.12
R3 76.36 74.96 71.25
R2 73.17 73.17 70.95
R1 71.77 71.77 70.66 72.47
PP 69.98 69.98 69.98 70.33
S1 68.58 68.58 70.08 69.28
S2 66.79 66.79 69.79
S3 63.60 65.39 69.49
S4 60.41 62.20 68.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.46 69.62 2.84 3.9% 1.17 1.6% 82% False False 166,910
10 72.46 67.74 4.72 6.6% 1.35 1.9% 89% False False 149,735
20 72.46 66.50 5.96 8.3% 1.40 1.9% 92% False False 134,115
40 72.46 63.48 8.98 12.5% 1.39 1.9% 94% False False 102,945
60 72.46 63.48 8.98 12.5% 1.43 2.0% 94% False False 95,317
80 72.46 62.32 10.14 14.1% 1.45 2.0% 95% False False 95,494
100 72.46 62.32 10.14 14.1% 1.43 2.0% 95% False False 96,772
120 72.46 61.04 11.42 15.9% 1.41 2.0% 96% False False 94,913
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.03
2.618 74.65
1.618 73.80
1.000 73.27
0.618 72.95
HIGH 72.42
0.618 72.10
0.500 72.00
0.382 71.89
LOW 71.57
0.618 71.04
1.000 70.72
1.618 70.19
2.618 69.34
4.250 67.96
Fisher Pivots for day following 27-Sep-2018
Pivot 1 day 3 day
R1 72.00 71.94
PP 71.98 71.91
S1 71.97 71.89

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

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