NYMEX Light Sweet Crude Oil Future September 2018

Trading Metrics calculated at close of trading on 11-Jul-2018

Day Change Summary
	Previous	Current
	10-Jul-2018	11-Jul-2018	Change	Change %	Previous Week
Open	72.19	72.67	0.48	0.7%	72.00
High	72.98	72.76	-0.22	-0.3%	72.85
Low	72.08	68.40	-3.68	-5.1%	69.93
Close	72.56	68.86	-3.70	-5.1%	71.57
Range	0.90	4.36	3.46	384.4%	2.92
ATR	1.70	1.89	0.19	11.2%	0.00
Volume	211,600	311,204	99,604	47.1%	800,307

Daily Pivots for day following 11-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	83.09	80.33	71.26
R3	78.73	75.97	70.06
R2	74.37	74.37	69.66
R1	71.61	71.61	69.26	70.81
PP	70.01	70.01	70.01	69.61
S1	67.25	67.25	68.46	66.45
S2	65.65	65.65	68.06
S3	61.29	62.89	67.66
S4	56.93	58.53	66.46

Weekly Pivots for week ending 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	80.21	78.81	73.18
R3	77.29	75.89	72.37
R2	74.37	74.37	72.11
R1	72.97	72.97	71.84	72.21
PP	71.45	71.45	71.45	71.07
S1	70.05	70.05	71.30	69.29
S2	68.53	68.53	71.03
S3	65.61	67.13	70.77
S4	62.69	64.21	69.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.98	68.40	4.58	6.7%	2.01	2.9%	10%	False	True	222,608
10	72.98	68.40	4.58	6.7%	1.99	2.9%	10%	False	True	205,253
20	72.98	62.99	9.99	14.5%	1.95	2.8%	59%	False	False	197,726
40	72.98	62.99	9.99	14.5%	1.67	2.4%	59%	False	False	149,109
60	72.98	62.99	9.99	14.5%	1.58	2.3%	59%	False	False	120,736

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Widest range in 75 trading days

Fibonacci Retracements and Extensions
4.250	91.29
2.618	84.17
1.618	79.81
1.000	77.12
0.618	75.45
HIGH	72.76
0.618	71.09
0.500	70.58
0.382	70.07
LOW	68.40
0.618	65.71
1.000	64.04
1.618	61.35
2.618	56.99
4.250	49.87

Fisher Pivots for day following 11-Jul-2018
Pivot	1 day	3 day
R1	70.58	70.69
PP	70.01	70.08
S1	69.43	69.47

Download as Excel Spreadsheet

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

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