NYMEX Light Sweet Crude Oil Future November 2018

Trading Metrics calculated at close of trading on 10-Sep-2018

Day Change Summary
	Previous	Current
	07-Sep-2018	10-Sep-2018	Change	Change %	Previous Week
Open	67.66	67.64	-0.02	0.0%	69.49
High	67.85	68.33	0.48	0.7%	70.98
Low	66.67	67.19	0.52	0.8%	66.67
Close	67.55	67.41	-0.14	-0.2%	67.55
Range	1.18	1.14	-0.04	-3.4%	4.31
ATR	1.38	1.37	-0.02	-1.3%	0.00
Volume	121,683	180,452	58,769	48.3%	495,300

Daily Pivots for day following 10-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	71.06	70.38	68.04
R3	69.92	69.24	67.72
R2	68.78	68.78	67.62
R1	68.10	68.10	67.51	67.87
PP	67.64	67.64	67.64	67.53
S1	66.96	66.96	67.31	66.73
S2	66.50	66.50	67.20
S3	65.36	65.82	67.10
S4	64.22	64.68	66.78

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	81.33	78.75	69.92
R3	77.02	74.44	68.74
R2	72.71	72.71	68.34
R1	70.13	70.13	67.95	69.27
PP	68.40	68.40	68.40	67.97
S1	65.82	65.82	67.15	64.96
S2	64.09	64.09	66.76
S3	59.78	61.51	66.36
S4	55.47	57.20	65.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	70.98	66.67	4.31	6.4%	1.50	2.2%	17%	False	False	135,150
10	70.98	66.67	4.31	6.4%	1.20	1.8%	17%	False	False	100,639
20	70.98	63.69	7.29	10.8%	1.31	1.9%	51%	False	False	86,572
40	70.98	63.69	7.29	10.8%	1.39	2.1%	51%	False	False	66,866
60	70.98	62.48	8.50	12.6%	1.50	2.2%	58%	False	False	62,936
80	71.10	62.48	8.62	12.8%	1.44	2.1%	57%	False	False	56,071
100	71.10	62.48	8.62	12.8%	1.40	2.1%	57%	False	False	49,758
120	71.10	60.13	10.97	16.3%	1.38	2.0%	66%	False	False	43,856

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	0.30
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	73.18
2.618	71.31
1.618	70.17
1.000	69.47
0.618	69.03
HIGH	68.33
0.618	67.89
0.500	67.76
0.382	67.63
LOW	67.19
0.618	66.49
1.000	66.05
1.618	65.35
2.618	64.21
4.250	62.35

Fisher Pivots for day following 10-Sep-2018
Pivot	1 day	3 day
R1	67.76	67.70
PP	67.64	67.60
S1	67.53	67.51

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