NYMEX Light Sweet Crude Oil Future October 2018

Trading Metrics calculated at close of trading on 12-Sep-2018

Day Change Summary
	Previous	Current
	11-Sep-2018	12-Sep-2018	Change	Change %	Previous Week
Open	67.53	69.89	2.36	3.5%	69.89
High	70.01	71.26	1.25	1.8%	71.40
Low	67.48	69.50	2.02	3.0%	66.86
Close	69.25	70.37	1.12	1.6%	67.75
Range	2.53	1.76	-0.77	-30.4%	4.54
ATR	1.50	1.54	0.04	2.4%	0.00
Volume	676,869	800,543	123,674	18.3%	2,492,804

Daily Pivots for day following 12-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	75.66	74.77	71.34
R3	73.90	73.01	70.85
R2	72.14	72.14	70.69
R1	71.25	71.25	70.53	71.70
PP	70.38	70.38	70.38	70.60
S1	69.49	69.49	70.21	69.94
S2	68.62	68.62	70.05
S3	66.86	67.73	69.89
S4	65.10	65.97	69.40

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	82.29	79.56	70.25
R3	77.75	75.02	69.00
R2	73.21	73.21	68.58
R1	70.48	70.48	68.17	69.58
PP	68.67	68.67	68.67	68.22
S1	65.94	65.94	67.33	65.04
S2	64.13	64.13	66.92
S3	59.59	61.40	66.50
S4	55.05	56.86	65.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	71.26	66.86	4.40	6.3%	1.74	2.5%	80%	True	False	642,661
10	71.40	66.86	4.54	6.5%	1.51	2.2%	77%	False	False	590,380
20	71.40	63.89	7.51	10.7%	1.38	2.0%	86%	False	False	499,067
40	71.40	63.89	7.51	10.7%	1.45	2.1%	86%	False	False	311,463
60	71.40	63.45	7.95	11.3%	1.58	2.2%	87%	False	False	244,309
80	71.63	62.60	9.03	12.8%	1.56	2.2%	86%	False	False	198,331
100	71.63	62.60	9.03	12.8%	1.50	2.1%	86%	False	False	166,930
120	71.63	60.55	11.08	15.7%	1.46	2.1%	89%	False	False	143,105

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	0.31
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	78.74
2.618	75.87
1.618	74.11
1.000	73.02
0.618	72.35
HIGH	71.26
0.618	70.59
0.500	70.38
0.382	70.17
LOW	69.50
0.618	68.41
1.000	67.74
1.618	66.65
2.618	64.89
4.250	62.02

Fisher Pivots for day following 12-Sep-2018
Pivot	1 day	3 day
R1	70.38	70.01
PP	70.38	69.65
S1	70.37	69.30

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols