NYMEX Light Sweet Crude Oil Future November 2018


Trading Metrics calculated at close of trading on 20-Sep-2018
Day Change Summary
Previous Current
19-Sep-2018 20-Sep-2018 Change Change % Previous Week
Open 69.46 70.98 1.52 2.2% 67.64
High 71.07 71.35 0.28 0.4% 70.89
Low 69.36 70.03 0.67 1.0% 67.19
Close 70.77 70.32 -0.45 -0.6% 68.77
Range 1.71 1.32 -0.39 -22.8% 3.70
ATR 1.55 1.53 -0.02 -1.1% 0.00
Volume 606,342 607,520 1,178 0.2% 1,214,745
Daily Pivots for day following 20-Sep-2018
Classic Woodie Camarilla DeMark
R4 74.53 73.74 71.05
R3 73.21 72.42 70.68
R2 71.89 71.89 70.56
R1 71.10 71.10 70.44 70.84
PP 70.57 70.57 70.57 70.43
S1 69.78 69.78 70.20 69.52
S2 69.25 69.25 70.08
S3 67.93 68.46 69.96
S4 66.61 67.14 69.59
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 80.05 78.11 70.81
R3 76.35 74.41 69.79
R2 72.65 72.65 69.45
R1 70.71 70.71 69.11 71.68
PP 68.95 68.95 68.95 69.44
S1 67.01 67.01 68.43 67.98
S2 65.25 65.25 68.09
S3 61.55 63.31 67.75
S4 57.85 59.61 66.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.35 67.79 3.56 5.1% 1.60 2.3% 71% True False 437,667
10 71.35 66.67 4.68 6.7% 1.62 2.3% 78% True False 329,945
20 71.35 66.67 4.68 6.7% 1.41 2.0% 78% True False 208,870
40 71.35 63.69 7.66 10.9% 1.44 2.1% 87% True False 132,848
60 71.35 63.69 7.66 10.9% 1.49 2.1% 87% True False 105,203
80 71.35 62.48 8.87 12.6% 1.48 2.1% 88% True False 90,356
100 71.35 62.48 8.87 12.6% 1.44 2.1% 88% True False 77,988
120 71.35 60.13 11.22 16.0% 1.40 2.0% 91% True False 68,150
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 3 trading days
Fibonacci Retracements and Extensions
4.250 76.96
2.618 74.81
1.618 73.49
1.000 72.67
0.618 72.17
HIGH 71.35
0.618 70.85
0.500 70.69
0.382 70.53
LOW 70.03
0.618 69.21
1.000 68.71
1.618 67.89
2.618 66.57
4.250 64.42
Fisher Pivots for day following 20-Sep-2018
Pivot 1 day 3 day
R1 70.69 70.15
PP 70.57 69.99
S1 70.44 69.82

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

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