NYMEX Light Sweet Crude Oil Future March 2019


Trading Metrics calculated at close of trading on 24-Oct-2018
Day Change Summary
Previous Current
23-Oct-2018 24-Oct-2018 Change Change % Previous Week
Open 69.85 66.60 -3.25 -4.7% 71.53
High 69.85 68.00 -1.85 -2.6% 72.14
Low 66.26 66.49 0.23 0.3% 68.64
Close 66.89 67.16 0.27 0.4% 69.43
Range 3.59 1.51 -2.08 -57.9% 3.50
ATR 1.71 1.70 -0.01 -0.8% 0.00
Volume 45,794 55,744 9,950 21.7% 175,837
Daily Pivots for day following 24-Oct-2018
Classic Woodie Camarilla DeMark
R4 71.75 70.96 67.99
R3 70.24 69.45 67.58
R2 68.73 68.73 67.44
R1 67.94 67.94 67.30 68.34
PP 67.22 67.22 67.22 67.41
S1 66.43 66.43 67.02 66.83
S2 65.71 65.71 66.88
S3 64.20 64.92 66.74
S4 62.69 63.41 66.33
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 80.57 78.50 71.36
R3 77.07 75.00 70.39
R2 73.57 73.57 70.07
R1 71.50 71.50 69.75 70.79
PP 70.07 70.07 70.07 69.71
S1 68.00 68.00 69.11 67.29
S2 66.57 66.57 68.79
S3 63.07 64.50 68.47
S4 59.57 61.00 67.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.03 66.26 3.77 5.6% 1.77 2.6% 24% False False 42,004
10 72.29 66.26 6.03 9.0% 1.81 2.7% 15% False False 38,362
20 76.29 66.26 10.03 14.9% 1.75 2.6% 9% False False 34,302
40 76.29 65.84 10.45 15.6% 1.50 2.2% 13% False False 33,911
60 76.29 62.83 13.46 20.0% 1.42 2.1% 32% False False 28,084
80 76.29 62.83 13.46 20.0% 1.38 2.1% 32% False False 25,099
100 76.29 61.69 14.60 21.7% 1.36 2.0% 37% False False 23,683
120 76.29 61.69 14.60 21.7% 1.32 2.0% 37% False False 22,051
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.42
2.618 71.95
1.618 70.44
1.000 69.51
0.618 68.93
HIGH 68.00
0.618 67.42
0.500 67.25
0.382 67.07
LOW 66.49
0.618 65.56
1.000 64.98
1.618 64.05
2.618 62.54
4.250 60.07
Fisher Pivots for day following 24-Oct-2018
Pivot 1 day 3 day
R1 67.25 68.10
PP 67.22 67.79
S1 67.19 67.47

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

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