NYMEX Light Sweet Crude Oil Future October 2018


Trading Metrics calculated at close of trading on 20-Aug-2018
Day Change Summary
Previous Current
17-Aug-2018 20-Aug-2018 Change Change % Previous Week
Open 64.85 65.21 0.36 0.6% 67.07
High 65.76 65.62 -0.14 -0.2% 67.72
Low 64.69 64.85 0.16 0.2% 63.89
Close 65.21 65.42 0.21 0.3% 65.21
Range 1.07 0.77 -0.30 -28.0% 3.83
ATR 1.62 1.56 -0.06 -3.7% 0.00
Volume 309,208 496,524 187,316 60.6% 1,209,643
Daily Pivots for day following 20-Aug-2018
Classic Woodie Camarilla DeMark
R4 67.61 67.28 65.84
R3 66.84 66.51 65.63
R2 66.07 66.07 65.56
R1 65.74 65.74 65.49 65.91
PP 65.30 65.30 65.30 65.38
S1 64.97 64.97 65.35 65.14
S2 64.53 64.53 65.28
S3 63.76 64.20 65.21
S4 62.99 63.43 65.00
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 77.10 74.98 67.32
R3 73.27 71.15 66.26
R2 69.44 69.44 65.91
R1 67.32 67.32 65.56 66.47
PP 65.61 65.61 65.61 65.18
S1 63.49 63.49 64.86 62.64
S2 61.78 61.78 64.51
S3 57.95 59.66 64.16
S4 54.12 55.83 63.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.72 63.89 3.83 5.9% 1.40 2.1% 40% False False 300,288
10 68.86 63.89 4.97 7.6% 1.57 2.4% 31% False False 241,612
20 69.19 63.89 5.30 8.1% 1.49 2.3% 29% False False 170,578
40 71.29 63.89 7.40 11.3% 1.63 2.5% 21% False False 137,640
60 71.29 62.60 8.69 13.3% 1.63 2.5% 32% False False 116,990
80 71.63 62.60 9.03 13.8% 1.53 2.3% 31% False False 98,410
100 71.63 60.55 11.08 16.9% 1.48 2.3% 44% False False 84,496
120 71.63 57.66 13.97 21.4% 1.44 2.2% 56% False False 72,793
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 68.89
2.618 67.64
1.618 66.87
1.000 66.39
0.618 66.10
HIGH 65.62
0.618 65.33
0.500 65.24
0.382 65.14
LOW 64.85
0.618 64.37
1.000 64.08
1.618 63.60
2.618 62.83
4.250 61.58
Fisher Pivots for day following 20-Aug-2018
Pivot 1 day 3 day
R1 65.36 65.22
PP 65.30 65.02
S1 65.24 64.83

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

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