NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 05-Jul-2018
Day Change Summary
Previous Current
03-Jul-2018 05-Jul-2018 Change Change % Previous Week
Open 67.11 66.83 -0.28 -0.4% 65.58
High 67.97 67.87 -0.10 -0.1% 69.24
Low 66.13 66.51 0.38 0.6% 64.37
Close 66.92 67.24 0.32 0.5% 68.85
Range 1.84 1.36 -0.48 -26.1% 4.87
ATR 1.46 1.45 -0.01 -0.5% 0.00
Volume 22,241 34,315 12,074 54.3% 153,017
Daily Pivots for day following 05-Jul-2018
Classic Woodie Camarilla DeMark
R4 71.29 70.62 67.99
R3 69.93 69.26 67.61
R2 68.57 68.57 67.49
R1 67.90 67.90 67.36 68.24
PP 67.21 67.21 67.21 67.37
S1 66.54 66.54 67.12 66.88
S2 65.85 65.85 66.99
S3 64.49 65.18 66.87
S4 63.13 63.82 66.49
Weekly Pivots for week ending 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 82.10 80.34 71.53
R3 77.23 75.47 70.19
R2 72.36 72.36 69.74
R1 70.60 70.60 69.30 71.48
PP 67.49 67.49 67.49 67.93
S1 65.73 65.73 68.40 66.61
S2 62.62 62.62 67.96
S3 57.75 60.86 67.51
S4 52.88 55.99 66.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.24 66.13 3.11 4.6% 1.41 2.1% 36% False False 28,314
10 69.24 62.82 6.42 9.5% 1.54 2.3% 69% False False 32,252
20 69.24 62.16 7.08 10.5% 1.41 2.1% 72% False False 26,184
40 70.11 62.16 7.95 11.8% 1.27 1.9% 64% False False 21,574
60 70.11 61.69 8.42 12.5% 1.24 1.8% 66% False False 18,409
80 70.11 57.66 12.45 18.5% 1.21 1.8% 77% False False 15,211
100 70.11 55.05 15.06 22.4% 1.19 1.8% 81% False False 12,912
120 70.11 54.78 15.33 22.8% 1.14 1.7% 81% False False 11,710
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 73.65
2.618 71.43
1.618 70.07
1.000 69.23
0.618 68.71
HIGH 67.87
0.618 67.35
0.500 67.19
0.382 67.03
LOW 66.51
0.618 65.67
1.000 65.15
1.618 64.31
2.618 62.95
4.250 60.73
Fisher Pivots for day following 05-Jul-2018
Pivot 1 day 3 day
R1 67.22 67.28
PP 67.21 67.27
S1 67.19 67.25

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

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