NYMEX Light Sweet Crude Oil Future May 2019


Trading Metrics calculated at close of trading on 28-Dec-2018
Day Change Summary
Previous Current
27-Dec-2018 28-Dec-2018 Change Change % Previous Week
Open 47.58 46.84 -0.74 -1.6% 46.47
High 47.63 47.09 -0.54 -1.1% 48.00
Low 45.39 45.44 0.05 0.1% 43.46
Close 45.63 46.27 0.64 1.4% 46.27
Range 2.24 1.65 -0.59 -26.3% 4.54
ATR 2.54 2.48 -0.06 -2.5% 0.00
Volume 22,456 25,840 3,384 15.1% 112,573
Daily Pivots for day following 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 51.22 50.39 47.18
R3 49.57 48.74 46.72
R2 47.92 47.92 46.57
R1 47.09 47.09 46.42 46.68
PP 46.27 46.27 46.27 46.06
S1 45.44 45.44 46.12 45.03
S2 44.62 44.62 45.97
S3 42.97 43.79 45.82
S4 41.32 42.14 45.36
Weekly Pivots for week ending 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 59.53 57.44 48.77
R3 54.99 52.90 47.52
R2 50.45 50.45 47.10
R1 48.36 48.36 46.69 47.14
PP 45.91 45.91 45.91 45.30
S1 43.82 43.82 45.85 42.60
S2 41.37 41.37 45.44
S3 36.83 39.28 45.02
S4 32.29 34.74 43.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.00 43.46 4.54 9.8% 2.72 5.9% 62% False False 29,869
10 53.89 43.46 10.43 22.5% 2.55 5.5% 27% False False 30,476
20 55.36 43.46 11.90 25.7% 2.40 5.2% 24% False False 31,064
40 66.02 43.46 22.56 48.8% 2.34 5.0% 12% False False 26,786
60 75.50 43.46 32.04 69.2% 2.09 4.5% 9% False False 22,239
80 75.80 43.46 32.34 69.9% 1.86 4.0% 9% False False 18,495
100 75.80 43.46 32.34 69.9% 1.68 3.6% 9% False False 15,554
120 75.80 43.46 32.34 69.9% 1.57 3.4% 9% False False 13,618
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 54.10
2.618 51.41
1.618 49.76
1.000 48.74
0.618 48.11
HIGH 47.09
0.618 46.46
0.500 46.27
0.382 46.07
LOW 45.44
0.618 44.42
1.000 43.79
1.618 42.77
2.618 41.12
4.250 38.43
Fisher Pivots for day following 28-Dec-2018
Pivot 1 day 3 day
R1 46.27 46.11
PP 46.27 45.94
S1 46.27 45.78

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

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