NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 30-Aug-2018
Day Change Summary
Previous Current
29-Aug-2018 30-Aug-2018 Change Change % Previous Week
Open 67.71 68.75 1.04 1.5% 64.35
High 68.81 69.42 0.61 0.9% 68.35
Low 67.49 68.67 1.18 1.7% 64.07
Close 68.61 69.17 0.56 0.8% 67.78
Range 1.32 0.75 -0.57 -43.2% 4.28
ATR 1.29 1.25 -0.03 -2.6% 0.00
Volume 19,869 26,565 6,696 33.7% 108,914
Daily Pivots for day following 30-Aug-2018
Classic Woodie Camarilla DeMark
R4 71.34 71.00 69.58
R3 70.59 70.25 69.38
R2 69.84 69.84 69.31
R1 69.50 69.50 69.24 69.67
PP 69.09 69.09 69.09 69.17
S1 68.75 68.75 69.10 68.92
S2 68.34 68.34 69.03
S3 67.59 68.00 68.96
S4 66.84 67.25 68.76
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 79.57 77.96 70.13
R3 75.29 73.68 68.96
R2 71.01 71.01 68.56
R1 69.40 69.40 68.17 70.21
PP 66.73 66.73 66.73 67.14
S1 65.12 65.12 67.39 65.93
S2 62.45 62.45 67.00
S3 58.17 60.84 66.60
S4 53.89 56.56 65.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.42 66.96 2.46 3.6% 0.99 1.4% 90% True False 23,683
10 69.42 64.03 5.39 7.8% 1.03 1.5% 95% True False 21,558
20 69.42 63.28 6.14 8.9% 1.25 1.8% 96% True False 23,227
40 69.42 63.28 6.14 8.9% 1.35 2.0% 96% True False 25,465
60 69.42 62.16 7.26 10.5% 1.37 2.0% 97% True False 25,705
80 70.11 62.16 7.95 11.5% 1.31 1.9% 88% False False 23,519
100 70.11 61.69 8.42 12.2% 1.29 1.9% 89% False False 21,231
120 70.11 57.66 12.45 18.0% 1.25 1.8% 92% False False 18,629
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 72.61
2.618 71.38
1.618 70.63
1.000 70.17
0.618 69.88
HIGH 69.42
0.618 69.13
0.500 69.05
0.382 68.96
LOW 68.67
0.618 68.21
1.000 67.92
1.618 67.46
2.618 66.71
4.250 65.48
Fisher Pivots for day following 30-Aug-2018
Pivot 1 day 3 day
R1 69.13 68.92
PP 69.09 68.67
S1 69.05 68.42

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

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