NYMEX Light Sweet Crude Oil Future September 2018


Trading Metrics calculated at close of trading on 20-Jul-2018
Day Change Summary
Previous Current
19-Jul-2018 20-Jul-2018 Change Change % Previous Week
Open 67.96 68.03 0.07 0.1% 69.52
High 68.79 68.91 0.12 0.2% 69.78
Low 66.62 67.69 1.07 1.6% 66.29
Close 68.24 68.26 0.02 0.0% 68.26
Range 2.17 1.22 -0.95 -43.8% 3.49
ATR 1.93 1.88 -0.05 -2.6% 0.00
Volume 719,522 500,967 -218,555 -30.4% 2,353,709
Daily Pivots for day following 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 71.95 71.32 68.93
R3 70.73 70.10 68.60
R2 69.51 69.51 68.48
R1 68.88 68.88 68.37 69.20
PP 68.29 68.29 68.29 68.44
S1 67.66 67.66 68.15 67.98
S2 67.07 67.07 68.04
S3 65.85 66.44 67.92
S4 64.63 65.22 67.59
Weekly Pivots for week ending 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 78.58 76.91 70.18
R3 75.09 73.42 69.22
R2 71.60 71.60 68.90
R1 69.93 69.93 68.58 69.02
PP 68.11 68.11 68.11 67.66
S1 66.44 66.44 67.94 65.53
S2 64.62 64.62 67.62
S3 61.13 62.95 67.30
S4 57.64 59.46 66.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.78 66.29 3.49 5.1% 1.89 2.8% 56% False False 470,741
10 72.98 66.29 6.69 9.8% 1.93 2.8% 29% False False 360,052
20 72.98 64.99 7.99 11.7% 2.00 2.9% 41% False False 294,145
40 72.98 62.99 9.99 14.6% 1.81 2.7% 53% False False 206,219
60 72.98 62.99 9.99 14.6% 1.63 2.4% 53% False False 161,975
80 72.98 61.00 11.98 17.6% 1.58 2.3% 61% False False 134,552
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.42
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 74.10
2.618 72.10
1.618 70.88
1.000 70.13
0.618 69.66
HIGH 68.91
0.618 68.44
0.500 68.30
0.382 68.16
LOW 67.69
0.618 66.94
1.000 66.47
1.618 65.72
2.618 64.50
4.250 62.51
Fisher Pivots for day following 20-Jul-2018
Pivot 1 day 3 day
R1 68.30 68.04
PP 68.29 67.82
S1 68.27 67.60

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

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