NYMEX Light Sweet Crude Oil Future October 2018


Trading Metrics calculated at close of trading on 27-Aug-2018
Day Change Summary
Previous Current
24-Aug-2018 27-Aug-2018 Change Change % Previous Week
Open 67.90 68.57 0.67 1.0% 65.21
High 69.31 68.97 -0.34 -0.5% 69.31
Low 67.78 68.34 0.56 0.8% 64.85
Close 68.72 68.87 0.15 0.2% 68.72
Range 1.53 0.63 -0.90 -58.8% 4.46
ATR 1.53 1.47 -0.06 -4.2% 0.00
Volume 517,796 332,612 -185,184 -35.8% 2,484,073
Daily Pivots for day following 27-Aug-2018
Classic Woodie Camarilla DeMark
R4 70.62 70.37 69.22
R3 69.99 69.74 69.04
R2 69.36 69.36 68.99
R1 69.11 69.11 68.93 69.24
PP 68.73 68.73 68.73 68.79
S1 68.48 68.48 68.81 68.61
S2 68.10 68.10 68.75
S3 67.47 67.85 68.70
S4 66.84 67.22 68.52
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 81.01 79.32 71.17
R3 76.55 74.86 69.95
R2 72.09 72.09 69.54
R1 70.40 70.40 69.13 71.25
PP 67.63 67.63 67.63 68.05
S1 65.94 65.94 68.31 66.79
S2 63.17 63.17 67.90
S3 58.71 61.48 67.49
S4 54.25 57.02 66.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.31 65.31 4.00 5.8% 1.26 1.8% 89% False False 464,032
10 69.31 63.89 5.42 7.9% 1.33 1.9% 92% False False 382,160
20 69.31 63.89 5.42 7.9% 1.50 2.2% 92% False False 263,613
40 71.05 63.89 7.16 10.4% 1.58 2.3% 70% False False 181,628
60 71.29 62.60 8.69 12.6% 1.57 2.3% 72% False False 149,695
80 71.63 62.60 9.03 13.1% 1.53 2.2% 69% False False 125,153
100 71.63 60.66 10.97 15.9% 1.48 2.2% 75% False False 106,651
120 71.63 58.24 13.39 19.4% 1.44 2.1% 79% False False 91,689
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 71.65
2.618 70.62
1.618 69.99
1.000 69.60
0.618 69.36
HIGH 68.97
0.618 68.73
0.500 68.66
0.382 68.58
LOW 68.34
0.618 67.95
1.000 67.71
1.618 67.32
2.618 66.69
4.250 65.66
Fisher Pivots for day following 27-Aug-2018
Pivot 1 day 3 day
R1 68.80 68.69
PP 68.73 68.50
S1 68.66 68.32

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

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