NYMEX Light Sweet Crude Oil Future March 2019


Trading Metrics calculated at close of trading on 27-Sep-2018
Day Change Summary
Previous Current
26-Sep-2018 27-Sep-2018 Change Change % Previous Week
Open 71.15 71.27 0.12 0.2% 68.08
High 71.64 71.82 0.18 0.3% 70.53
Low 70.81 71.09 0.28 0.4% 67.75
Close 70.90 71.46 0.56 0.8% 69.58
Range 0.83 0.73 -0.10 -12.0% 2.78
ATR 1.28 1.25 -0.03 -2.0% 0.00
Volume 25,204 17,421 -7,783 -30.9% 215,828
Daily Pivots for day following 27-Sep-2018
Classic Woodie Camarilla DeMark
R4 73.65 73.28 71.86
R3 72.92 72.55 71.66
R2 72.19 72.19 71.59
R1 71.82 71.82 71.53 72.01
PP 71.46 71.46 71.46 71.55
S1 71.09 71.09 71.39 71.28
S2 70.73 70.73 71.33
S3 70.00 70.36 71.26
S4 69.27 69.63 71.06
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 77.63 76.38 71.11
R3 74.85 73.60 70.34
R2 72.07 72.07 70.09
R1 70.82 70.82 69.83 71.45
PP 69.29 69.29 69.29 69.60
S1 68.04 68.04 69.33 68.67
S2 66.51 66.51 69.07
S3 63.73 65.26 68.82
S4 60.95 62.48 68.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.82 68.96 2.86 4.0% 1.03 1.4% 87% True False 36,872
10 71.82 67.32 4.50 6.3% 1.18 1.6% 92% True False 35,806
20 71.82 65.84 5.98 8.4% 1.23 1.7% 94% True False 33,577
40 71.82 62.83 8.99 12.6% 1.23 1.7% 96% True False 24,990
60 71.82 62.83 8.99 12.6% 1.24 1.7% 96% True False 21,998
80 71.82 61.69 10.13 14.2% 1.25 1.8% 96% True False 21,013
100 71.82 61.69 10.13 14.2% 1.23 1.7% 96% True False 19,623
120 71.82 59.92 11.90 16.7% 1.19 1.7% 97% True False 18,158
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 74.92
2.618 73.73
1.618 73.00
1.000 72.55
0.618 72.27
HIGH 71.82
0.618 71.54
0.500 71.46
0.382 71.37
LOW 71.09
0.618 70.64
1.000 70.36
1.618 69.91
2.618 69.18
4.250 67.99
Fisher Pivots for day following 27-Sep-2018
Pivot 1 day 3 day
R1 71.46 71.41
PP 71.46 71.36
S1 71.46 71.32

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

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