NYMEX Light Sweet Crude Oil Future November 2018

Trading Metrics calculated at close of trading on 11-Sep-2018

Day Change Summary
	Previous	Current
	10-Sep-2018	11-Sep-2018	Change	Change %	Previous Week
Open	67.64	67.41	-0.23	-0.3%	69.49
High	68.33	69.74	1.41	2.1%	70.98
Low	67.19	67.37	0.18	0.3%	66.67
Close	67.41	69.04	1.63	2.4%	67.55
Range	1.14	2.37	1.23	107.9%	4.31
ATR	1.37	1.44	0.07	5.3%	0.00
Volume	180,452	249,453	69,001	38.2%	495,300

Daily Pivots for day following 11-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	75.83	74.80	70.34
R3	73.46	72.43	69.69
R2	71.09	71.09	69.47
R1	70.06	70.06	69.26	70.58
PP	68.72	68.72	68.72	68.97
S1	67.69	67.69	68.82	68.21
S2	66.35	66.35	68.61
S3	63.98	65.32	68.39
S4	61.61	62.95	67.74

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	69.74	66.67	3.07	4.4%	1.54	2.2%	77%	True	False	156,870
10	70.98	66.67	4.31	6.2%	1.37	2.0%	55%	False	False	120,931
20	70.98	63.69	7.29	10.6%	1.33	1.9%	73%	False	False	94,663
40	70.98	63.69	7.29	10.6%	1.37	2.0%	73%	False	False	71,911
60	70.98	62.48	8.50	12.3%	1.50	2.2%	77%	False	False	66,264
80	71.10	62.48	8.62	12.5%	1.46	2.1%	76%	False	False	58,807
100	71.10	62.48	8.62	12.5%	1.41	2.0%	76%	False	False	51,997
120	71.10	60.13	10.97	15.9%	1.38	2.0%	81%	False	False	45,802

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	79.81
2.618	75.94
1.618	73.57
1.000	72.11
0.618	71.20
HIGH	69.74
0.618	68.83
0.500	68.56
0.382	68.28
LOW	67.37
0.618	65.91
1.000	65.00
1.618	63.54
2.618	61.17
4.250	57.30

Fisher Pivots for day following 11-Sep-2018
Pivot	1 day	3 day
R1	68.88	68.76
PP	68.72	68.48
S1	68.56	68.21

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