NYMEX Light Sweet Crude Oil Future August 2018


Trading Metrics calculated at close of trading on 27-Jun-2018
Day Change Summary
Previous Current
26-Jun-2018 27-Jun-2018 Change Change % Previous Week
Open 68.21 70.68 2.47 3.6% 64.22
High 70.91 73.06 2.15 3.0% 69.38
Low 67.72 70.56 2.84 4.2% 63.40
Close 70.53 72.76 2.23 3.2% 68.58
Range 3.19 2.50 -0.69 -21.6% 5.98
ATR 1.85 1.90 0.05 2.6% 0.00
Volume 848,537 775,155 -73,382 -8.6% 3,871,579
Daily Pivots for day following 27-Jun-2018
Classic Woodie Camarilla DeMark
R4 79.63 78.69 74.14
R3 77.13 76.19 73.45
R2 74.63 74.63 73.22
R1 73.69 73.69 72.99 74.16
PP 72.13 72.13 72.13 72.36
S1 71.19 71.19 72.53 71.66
S2 69.63 69.63 72.30
S3 67.13 68.69 72.07
S4 64.63 66.19 71.39
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 85.06 82.80 71.87
R3 79.08 76.82 70.22
R2 73.10 73.10 69.68
R1 70.84 70.84 69.13 71.97
PP 67.12 67.12 67.12 67.69
S1 64.86 64.86 68.03 65.99
S2 61.14 61.14 67.48
S3 55.16 58.88 66.94
S4 49.18 52.90 65.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.06 64.34 8.72 12.0% 2.58 3.5% 97% True False 867,370
10 73.06 63.40 9.66 13.3% 2.20 3.0% 97% True False 699,317
20 73.06 63.40 9.66 13.3% 1.80 2.5% 97% True False 448,024
40 73.06 63.40 9.66 13.3% 1.63 2.2% 97% True False 282,429
60 73.06 61.43 11.63 16.0% 1.58 2.2% 97% True False 209,628
80 73.06 59.14 13.92 19.1% 1.53 2.1% 98% True False 164,909
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.69
2.618 79.61
1.618 77.11
1.000 75.56
0.618 74.61
HIGH 73.06
0.618 72.11
0.500 71.81
0.382 71.52
LOW 70.56
0.618 69.02
1.000 68.06
1.618 66.52
2.618 64.02
4.250 59.94
Fisher Pivots for day following 27-Jun-2018
Pivot 1 day 3 day
R1 72.44 71.97
PP 72.13 71.18
S1 71.81 70.39

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

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