NYMEX Light Sweet Crude Oil Future November 2018


Trading Metrics calculated at close of trading on 24-Sep-2018
Day Change Summary
Previous Current
21-Sep-2018 24-Sep-2018 Change Change % Previous Week
Open 70.20 71.14 0.94 1.3% 68.70
High 71.80 72.74 0.94 1.3% 71.80
Low 69.98 71.14 1.16 1.7% 68.29
Close 70.78 72.08 1.30 1.8% 70.78
Range 1.82 1.60 -0.22 -12.1% 3.51
ATR 1.55 1.58 0.03 1.9% 0.00
Volume 855,943 576,894 -279,049 -32.6% 2,818,973
Daily Pivots for day following 24-Sep-2018
Classic Woodie Camarilla DeMark
R4 76.79 76.03 72.96
R3 75.19 74.43 72.52
R2 73.59 73.59 72.37
R1 72.83 72.83 72.23 73.21
PP 71.99 71.99 71.99 72.18
S1 71.23 71.23 71.93 71.61
S2 70.39 70.39 71.79
S3 68.79 69.63 71.64
S4 67.19 68.03 71.20
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 80.82 79.31 72.71
R3 77.31 75.80 71.75
R2 73.80 73.80 71.42
R1 72.29 72.29 71.10 73.05
PP 70.29 70.29 70.29 70.67
S1 68.78 68.78 70.46 69.54
S2 66.78 66.78 70.14
S3 63.27 65.27 69.81
S4 59.76 61.76 68.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.74 68.29 4.45 6.2% 1.67 2.3% 85% True False 632,111
10 72.74 67.37 5.37 7.5% 1.73 2.4% 88% True False 443,016
20 72.74 66.67 6.07 8.4% 1.46 2.0% 89% True False 271,827
40 72.74 63.69 9.05 12.6% 1.48 2.0% 93% True False 166,662
60 72.74 63.69 9.05 12.6% 1.50 2.1% 93% True False 127,162
80 72.74 62.48 10.26 14.2% 1.48 2.1% 94% True False 107,378
100 72.74 62.48 10.26 14.2% 1.45 2.0% 94% True False 91,861
120 72.74 60.29 12.45 17.3% 1.41 2.0% 95% True False 79,908
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.54
2.618 76.93
1.618 75.33
1.000 74.34
0.618 73.73
HIGH 72.74
0.618 72.13
0.500 71.94
0.382 71.75
LOW 71.14
0.618 70.15
1.000 69.54
1.618 68.55
2.618 66.95
4.250 64.34
Fisher Pivots for day following 24-Sep-2018
Pivot 1 day 3 day
R1 72.03 71.84
PP 71.99 71.60
S1 71.94 71.36

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

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