NYMEX Light Sweet Crude Oil Future October 2018


Trading Metrics calculated at close of trading on 26-Jun-2018
Day Change Summary
Previous Current
25-Jun-2018 26-Jun-2018 Change Change % Previous Week
Open 66.70 66.39 -0.31 -0.5% 63.39
High 66.70 68.40 1.70 2.5% 67.29
Low 65.77 65.98 0.21 0.3% 62.60
Close 66.18 68.16 1.98 3.0% 66.79
Range 0.93 2.42 1.49 160.2% 4.69
ATR 1.54 1.60 0.06 4.1% 0.00
Volume 162,464 115,310 -47,154 -29.0% 552,938
Daily Pivots for day following 26-Jun-2018
Classic Woodie Camarilla DeMark
R4 74.77 73.89 69.49
R3 72.35 71.47 68.83
R2 69.93 69.93 68.60
R1 69.05 69.05 68.38 69.49
PP 67.51 67.51 67.51 67.74
S1 66.63 66.63 67.94 67.07
S2 65.09 65.09 67.72
S3 62.67 64.21 67.49
S4 60.25 61.79 66.83
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 79.63 77.90 69.37
R3 74.94 73.21 68.08
R2 70.25 70.25 67.65
R1 68.52 68.52 67.22 69.39
PP 65.56 65.56 65.56 65.99
S1 63.83 63.83 66.36 64.70
S2 60.87 60.87 65.93
S3 56.18 59.14 65.50
S4 51.49 54.45 64.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.40 63.45 4.95 7.3% 1.84 2.7% 95% True False 147,971
10 68.40 62.60 5.80 8.5% 1.78 2.6% 96% True False 101,050
20 68.40 62.60 5.80 8.5% 1.56 2.3% 96% True False 82,689
40 71.63 62.60 9.03 13.2% 1.45 2.1% 62% False False 64,421
60 71.63 60.55 11.08 16.3% 1.39 2.0% 69% False False 53,213
80 71.63 58.24 13.39 19.6% 1.36 2.0% 74% False False 43,575
100 71.63 55.77 15.86 23.3% 1.36 2.0% 78% False False 37,120
120 71.63 55.77 15.86 23.3% 1.25 1.8% 78% False False 32,359
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.69
2.618 74.74
1.618 72.32
1.000 70.82
0.618 69.90
HIGH 68.40
0.618 67.48
0.500 67.19
0.382 66.90
LOW 65.98
0.618 64.48
1.000 63.56
1.618 62.06
2.618 59.64
4.250 55.70
Fisher Pivots for day following 26-Jun-2018
Pivot 1 day 3 day
R1 67.84 67.55
PP 67.51 66.94
S1 67.19 66.34

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

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