NYMEX Light Sweet Crude Oil Future March 2019


Trading Metrics calculated at close of trading on 20-Nov-2018
Day Change Summary
Previous Current
19-Nov-2018 20-Nov-2018 Change Change % Previous Week
Open 57.43 57.61 0.18 0.3% 61.22
High 57.90 57.66 -0.24 -0.4% 61.82
Low 55.65 53.08 -2.57 -4.6% 55.34
Close 57.43 53.71 -3.72 -6.5% 57.07
Range 2.25 4.58 2.33 103.6% 6.48
ATR 2.02 2.20 0.18 9.1% 0.00
Volume 77,100 97,390 20,290 26.3% 328,981
Daily Pivots for day following 20-Nov-2018
Classic Woodie Camarilla DeMark
R4 68.56 65.71 56.23
R3 63.98 61.13 54.97
R2 59.40 59.40 54.55
R1 56.55 56.55 54.13 55.69
PP 54.82 54.82 54.82 54.38
S1 51.97 51.97 53.29 51.11
S2 50.24 50.24 52.87
S3 45.66 47.39 52.45
S4 41.08 42.81 51.19
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 77.52 73.77 60.63
R3 71.04 67.29 58.85
R2 64.56 64.56 58.26
R1 60.81 60.81 57.66 59.45
PP 58.08 58.08 58.08 57.39
S1 54.33 54.33 56.48 52.97
S2 51.60 51.60 55.88
S3 45.12 47.85 55.29
S4 38.64 41.37 53.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.55 53.08 5.47 10.2% 2.52 4.7% 12% False True 69,319
10 63.63 53.08 10.55 19.6% 2.50 4.7% 6% False True 73,278
20 68.22 53.08 15.14 28.2% 2.10 3.9% 4% False True 59,077
40 76.29 53.08 23.21 43.2% 1.91 3.6% 3% False True 45,926
60 76.29 53.08 23.21 43.2% 1.69 3.1% 3% False True 41,647
80 76.29 53.08 23.21 43.2% 1.59 3.0% 3% False True 35,323
100 76.29 53.08 23.21 43.2% 1.52 2.8% 3% False True 31,496
120 76.29 53.08 23.21 43.2% 1.47 2.7% 3% False True 29,231
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 77.13
2.618 69.65
1.618 65.07
1.000 62.24
0.618 60.49
HIGH 57.66
0.618 55.91
0.500 55.37
0.382 54.83
LOW 53.08
0.618 50.25
1.000 48.50
1.618 45.67
2.618 41.09
4.250 33.62
Fisher Pivots for day following 20-Nov-2018
Pivot 1 day 3 day
R1 55.37 55.82
PP 54.82 55.11
S1 54.26 54.41

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

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