NYMEX Light Sweet Crude Oil Future October 2018


Trading Metrics calculated at close of trading on 23-Aug-2018
Day Change Summary
Previous Current
22-Aug-2018 23-Aug-2018 Change Change % Previous Week
Open 66.08 68.07 1.99 3.0% 67.07
High 68.15 68.12 -0.03 0.0% 67.72
Low 65.98 67.32 1.34 2.0% 63.89
Close 67.86 67.83 -0.03 0.0% 65.21
Range 2.17 0.80 -1.37 -63.1% 3.83
ATR 1.59 1.53 -0.06 -3.5% 0.00
Volume 581,899 450,690 -131,209 -22.5% 1,209,643
Daily Pivots for day following 23-Aug-2018
Classic Woodie Camarilla DeMark
R4 70.16 69.79 68.27
R3 69.36 68.99 68.05
R2 68.56 68.56 67.98
R1 68.19 68.19 67.90 67.98
PP 67.76 67.76 67.76 67.65
S1 67.39 67.39 67.76 67.18
S2 66.96 66.96 67.68
S3 66.16 66.59 67.61
S4 65.36 65.79 67.39
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 68.15 64.69 3.46 5.1% 1.20 1.8% 91% False False 455,097
10 68.15 63.89 4.26 6.3% 1.49 2.2% 92% False False 334,995
20 69.19 63.89 5.30 7.8% 1.53 2.3% 74% False False 230,694
40 71.29 63.89 7.40 10.9% 1.60 2.4% 53% False False 164,785
60 71.29 62.60 8.69 12.8% 1.58 2.3% 60% False False 138,360
80 71.63 62.60 9.03 13.3% 1.53 2.3% 58% False False 115,477
100 71.63 60.55 11.08 16.3% 1.48 2.2% 66% False False 98,740
120 71.63 58.24 13.39 19.7% 1.44 2.1% 72% False False 84,799
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 71.52
2.618 70.21
1.618 69.41
1.000 68.92
0.618 68.61
HIGH 68.12
0.618 67.81
0.500 67.72
0.382 67.63
LOW 67.32
0.618 66.83
1.000 66.52
1.618 66.03
2.618 65.23
4.250 63.92
Fisher Pivots for day following 23-Aug-2018
Pivot 1 day 3 day
R1 67.79 67.46
PP 67.76 67.10
S1 67.72 66.73

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

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