NYMEX Light Sweet Crude Oil Future May 2019

Trading Metrics calculated at close of trading on 21-Sep-2018

Day Change Summary
	Previous	Current
	20-Sep-2018	21-Sep-2018	Change	Change %	Previous Week
Open	69.57	68.93	-0.64	-0.9%	67.91
High	69.60	70.06	0.46	0.7%	70.06
Low	68.85	68.55	-0.30	-0.4%	67.49
Close	69.01	69.13	0.12	0.2%	69.13
Range	0.75	1.51	0.76	101.3%	2.57
ATR	1.11	1.14	0.03	2.6%	0.00
Volume	8,422	12,638	4,216	50.1%	36,499

Daily Pivots for day following 21-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	73.78	72.96	69.96
R3	72.27	71.45	69.55
R2	70.76	70.76	69.41
R1	69.94	69.94	69.27	70.35
PP	69.25	69.25	69.25	69.45
S1	68.43	68.43	68.99	68.84
S2	67.74	67.74	68.85
S3	66.23	66.92	68.71
S4	64.72	65.41	68.30

Weekly Pivots for week ending 21-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	76.60	75.44	70.54
R3	74.03	72.87	69.84
R2	71.46	71.46	69.60
R1	70.30	70.30	69.37	70.88
PP	68.89	68.89	68.89	69.19
S1	67.73	67.73	68.89	68.31
S2	66.32	66.32	68.66
S3	63.75	65.16	68.42
S4	61.18	62.59	67.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	70.06	67.49	2.57	3.7%	1.17	1.7%	64%	True	False	7,299
10	70.06	66.18	3.88	5.6%	1.17	1.7%	76%	True	False	8,140
20	70.06	65.52	4.54	6.6%	1.04	1.5%	80%	True	False	5,782
40	70.06	62.47	7.59	11.0%	1.00	1.5%	88%	True	False	4,723
60	70.06	62.47	7.59	11.0%	1.01	1.5%	88%	True	False	4,636
80	70.06	61.15	8.91	12.9%	1.02	1.5%	90%	True	False	4,466

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	76.48
2.618	74.01
1.618	72.50
1.000	71.57
0.618	70.99
HIGH	70.06
0.618	69.48
0.500	69.31
0.382	69.13
LOW	68.55
0.618	67.62
1.000	67.04
1.618	66.11
2.618	64.60
4.250	62.13

Fisher Pivots for day following 21-Sep-2018
Pivot	1 day	3 day
R1	69.31	69.12
PP	69.25	69.12
S1	69.19	69.11

Download as Excel Spreadsheet

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

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