NYMEX Light Sweet Crude Oil Future May 2019


Trading Metrics calculated at close of trading on 11-Sep-2018
Day Change Summary
Previous Current
10-Sep-2018 11-Sep-2018 Change Change % Previous Week
Open 66.64 66.58 -0.06 -0.1% 67.56
High 67.05 67.97 0.92 1.4% 68.90
Low 66.18 66.49 0.31 0.5% 65.52
Close 66.43 67.86 1.43 2.2% 66.28
Range 0.87 1.48 0.61 70.1% 3.38
ATR 1.03 1.07 0.04 3.5% 0.00
Volume 3,471 7,379 3,908 112.6% 16,912
Daily Pivots for day following 11-Sep-2018
Classic Woodie Camarilla DeMark
R4 71.88 71.35 68.67
R3 70.40 69.87 68.27
R2 68.92 68.92 68.13
R1 68.39 68.39 68.00 68.66
PP 67.44 67.44 67.44 67.57
S1 66.91 66.91 67.72 67.18
S2 65.96 65.96 67.59
S3 64.48 65.43 67.45
S4 63.00 63.95 67.05
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 77.04 75.04 68.14
R3 73.66 71.66 67.21
R2 70.28 70.28 66.90
R1 68.28 68.28 66.59 67.59
PP 66.90 66.90 66.90 66.56
S1 64.90 64.90 65.97 64.21
S2 63.52 63.52 65.66
S3 60.14 61.52 65.35
S4 56.76 58.14 64.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.97 65.52 2.45 3.6% 1.13 1.7% 96% True False 4,471
10 68.90 65.52 3.38 5.0% 1.01 1.5% 69% False False 3,984
20 68.90 62.47 6.43 9.5% 0.92 1.4% 84% False False 3,592
40 68.90 62.47 6.43 9.5% 0.93 1.4% 84% False False 3,555
60 68.90 61.15 7.75 11.4% 1.02 1.5% 87% False False 3,963
80 68.90 61.15 7.75 11.4% 1.01 1.5% 87% False False 3,806
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 74.26
2.618 71.84
1.618 70.36
1.000 69.45
0.618 68.88
HIGH 67.97
0.618 67.40
0.500 67.23
0.382 67.06
LOW 66.49
0.618 65.58
1.000 65.01
1.618 64.10
2.618 62.62
4.250 60.20
Fisher Pivots for day following 11-Sep-2018
Pivot 1 day 3 day
R1 67.65 67.49
PP 67.44 67.12
S1 67.23 66.75

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

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