NYMEX Light Sweet Crude Oil Future October 2018


Trading Metrics calculated at close of trading on 05-Sep-2018
Day Change Summary
Previous Current
04-Sep-2018 05-Sep-2018 Change Change % Previous Week
Open 69.89 69.43 -0.46 -0.7% 68.57
High 71.40 69.59 -1.81 -2.5% 70.50
Low 69.08 68.56 -0.52 -0.8% 68.21
Close 69.87 68.72 -1.15 -1.6% 69.80
Range 2.32 1.03 -1.29 -55.6% 2.29
ATR 1.42 1.41 -0.01 -0.5% 0.00
Volume 785,981 542,104 -243,877 -31.0% 2,121,863
Daily Pivots for day following 05-Sep-2018
Classic Woodie Camarilla DeMark
R4 72.05 71.41 69.29
R3 71.02 70.38 69.00
R2 69.99 69.99 68.91
R1 69.35 69.35 68.81 69.16
PP 68.96 68.96 68.96 68.86
S1 68.32 68.32 68.63 68.13
S2 67.93 67.93 68.53
S3 66.90 67.29 68.44
S4 65.87 66.26 68.15
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 76.37 75.38 71.06
R3 74.08 73.09 70.43
R2 71.79 71.79 70.22
R1 70.80 70.80 70.01 71.30
PP 69.50 69.50 69.50 69.75
S1 68.51 68.51 69.59 69.01
S2 67.21 67.21 69.38
S3 64.92 66.22 69.17
S4 62.63 63.93 68.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.40 68.37 3.03 4.4% 1.28 1.9% 12% False False 538,100
10 71.40 65.98 5.42 7.9% 1.25 1.8% 51% False False 500,033
20 71.40 63.89 7.51 10.9% 1.41 2.1% 64% False False 385,401
40 71.40 63.89 7.51 10.9% 1.53 2.2% 64% False False 244,509
60 71.40 62.60 8.80 12.8% 1.57 2.3% 70% False False 195,257
80 71.63 62.60 9.03 13.1% 1.51 2.2% 68% False False 161,249
100 71.63 62.60 9.03 13.1% 1.47 2.1% 68% False False 136,248
120 71.63 59.48 12.15 17.7% 1.45 2.1% 76% False False 117,025
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.97
2.618 72.29
1.618 71.26
1.000 70.62
0.618 70.23
HIGH 69.59
0.618 69.20
0.500 69.08
0.382 68.95
LOW 68.56
0.618 67.92
1.000 67.53
1.618 66.89
2.618 65.86
4.250 64.18
Fisher Pivots for day following 05-Sep-2018
Pivot 1 day 3 day
R1 69.08 69.98
PP 68.96 69.56
S1 68.84 69.14

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

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