NYMEX Light Sweet Crude Oil Future April 2019


Trading Metrics calculated at close of trading on 20-Sep-2018
Day Change Summary
Previous Current
19-Sep-2018 20-Sep-2018 Change Change % Previous Week
Open 68.81 69.67 0.86 1.2% 66.95
High 69.75 69.90 0.15 0.2% 69.40
Low 68.38 69.03 0.65 1.0% 66.38
Close 69.53 69.24 -0.29 -0.4% 68.00
Range 1.37 0.87 -0.50 -36.5% 3.02
ATR 1.22 1.20 -0.03 -2.1% 0.00
Volume 11,112 13,846 2,734 24.6% 51,119
Daily Pivots for day following 20-Sep-2018
Classic Woodie Camarilla DeMark
R4 72.00 71.49 69.72
R3 71.13 70.62 69.48
R2 70.26 70.26 69.40
R1 69.75 69.75 69.32 69.57
PP 69.39 69.39 69.39 69.30
S1 68.88 68.88 69.16 68.70
S2 68.52 68.52 69.08
S3 67.65 68.01 69.00
S4 66.78 67.14 68.76
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 76.99 75.51 69.66
R3 73.97 72.49 68.83
R2 70.95 70.95 68.55
R1 69.47 69.47 68.28 70.21
PP 67.93 67.93 67.93 68.30
S1 66.45 66.45 67.72 67.19
S2 64.91 64.91 67.45
S3 61.89 63.43 67.17
S4 58.87 60.41 66.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.90 67.15 2.75 4.0% 1.22 1.8% 76% True False 8,390
10 69.90 65.79 4.11 5.9% 1.21 1.7% 84% True False 9,269
20 69.90 65.59 4.31 6.2% 1.08 1.6% 85% True False 7,613
40 69.90 62.66 7.24 10.5% 1.07 1.5% 91% True False 6,595
60 69.90 62.66 7.24 10.5% 1.11 1.6% 91% True False 6,698
80 69.90 61.44 8.46 12.2% 1.12 1.6% 92% True False 6,450
100 69.90 61.44 8.46 12.2% 1.10 1.6% 92% True False 5,757
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 73.60
2.618 72.18
1.618 71.31
1.000 70.77
0.618 70.44
HIGH 69.90
0.618 69.57
0.500 69.47
0.382 69.36
LOW 69.03
0.618 68.49
1.000 68.16
1.618 67.62
2.618 66.75
4.250 65.33
Fisher Pivots for day following 20-Sep-2018
Pivot 1 day 3 day
R1 69.47 69.09
PP 69.39 68.94
S1 69.32 68.79

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

View Archives - Comment on this page... - Back to Index of Symbols