NYMEX Light Sweet Crude Oil Future May 2019


Trading Metrics calculated at close of trading on 11-Dec-2018
Day Change Summary
Previous Current
10-Dec-2018 11-Dec-2018 Change Change % Previous Week
Open 53.52 51.80 -1.72 -3.2% 52.82
High 53.64 53.15 -0.49 -0.9% 55.36
Low 51.51 51.61 0.10 0.2% 51.15
Close 51.91 52.42 0.51 1.0% 53.58
Range 2.13 1.54 -0.59 -27.7% 4.21
ATR 2.35 2.29 -0.06 -2.5% 0.00
Volume 28,712 28,282 -430 -1.5% 147,298
Daily Pivots for day following 11-Dec-2018
Classic Woodie Camarilla DeMark
R4 57.01 56.26 53.27
R3 55.47 54.72 52.84
R2 53.93 53.93 52.70
R1 53.18 53.18 52.56 53.56
PP 52.39 52.39 52.39 52.58
S1 51.64 51.64 52.28 52.02
S2 50.85 50.85 52.14
S3 49.31 50.10 52.00
S4 47.77 48.56 51.57
Weekly Pivots for week ending 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 65.99 64.00 55.90
R3 61.78 59.79 54.74
R2 57.57 57.57 54.35
R1 55.58 55.58 53.97 56.58
PP 53.36 53.36 53.36 53.86
S1 51.37 51.37 53.19 52.37
S2 49.15 49.15 52.81
S3 44.94 47.16 52.42
S4 40.73 42.95 51.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.32 51.15 4.17 8.0% 2.47 4.7% 30% False False 28,304
10 55.36 50.16 5.20 9.9% 2.28 4.3% 43% False False 25,520
20 60.34 50.16 10.18 19.4% 2.48 4.7% 22% False False 24,382
40 71.93 50.16 21.77 41.5% 2.07 3.9% 10% False False 20,917
60 75.80 50.16 25.64 48.9% 1.83 3.5% 9% False False 17,138
80 75.80 50.16 25.64 48.9% 1.60 3.1% 9% False False 13,999
100 75.80 50.16 25.64 48.9% 1.48 2.8% 9% False False 11,951
120 75.80 50.16 25.64 48.9% 1.43 2.7% 9% False False 10,731
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 59.70
2.618 57.18
1.618 55.64
1.000 54.69
0.618 54.10
HIGH 53.15
0.618 52.56
0.500 52.38
0.382 52.20
LOW 51.61
0.618 50.66
1.000 50.07
1.618 49.12
2.618 47.58
4.250 45.07
Fisher Pivots for day following 11-Dec-2018
Pivot 1 day 3 day
R1 52.41 53.34
PP 52.39 53.03
S1 52.38 52.73

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

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