NYMEX Light Sweet Crude Oil Future June 2019

Trading Metrics calculated at close of trading on 06-Sep-2018

Day Change Summary
	Previous	Current
	05-Sep-2018	06-Sep-2018	Change	Change %	Previous Week
Open	67.08	66.35	-0.73	-1.1%	66.14
High	67.37	66.93	-0.44	-0.7%	67.79
Low	66.46	65.16	-1.30	-2.0%	66.01
Close	66.67	65.87	-0.80	-1.2%	67.26
Range	0.91	1.77	0.86	94.5%	1.78
ATR	1.15	1.19	0.04	3.9%	0.00
Volume	31,774	30,141	-1,633	-5.1%	98,607

Daily Pivots for day following 06-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	71.30	70.35	66.84
R3	69.53	68.58	66.36
R2	67.76	67.76	66.19
R1	66.81	66.81	66.03	66.40
PP	65.99	65.99	65.99	65.78
S1	65.04	65.04	65.71	64.63
S2	64.22	64.22	65.55
S3	62.45	63.27	65.38
S4	60.68	61.50	64.90

Weekly Pivots for week ending 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	72.36	71.59	68.24
R3	70.58	69.81	67.75
R2	68.80	68.80	67.59
R1	68.03	68.03	67.42	68.42
PP	67.02	67.02	67.02	67.21
S1	66.25	66.25	67.10	66.64
S2	65.24	65.24	66.93
S3	63.46	64.47	66.77
S4	61.68	62.69	66.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	68.74	65.16	3.58	5.4%	1.15	1.7%	20%	False	True	29,144
10	68.74	65.06	3.68	5.6%	1.01	1.5%	22%	False	False	24,456
20	68.74	62.22	6.52	9.9%	1.12	1.7%	56%	False	False	22,575
40	68.74	62.22	6.52	9.9%	1.19	1.8%	56%	False	False	22,830
60	68.74	60.86	7.88	12.0%	1.27	1.9%	64%	False	False	25,125
80	68.74	60.86	7.88	12.0%	1.22	1.9%	64%	False	False	25,045

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 2 trading days

Fibonacci Retracements and Extensions
4.250	74.45
2.618	71.56
1.618	69.79
1.000	68.70
0.618	68.02
HIGH	66.93
0.618	66.25
0.500	66.05
0.382	65.84
LOW	65.16
0.618	64.07
1.000	63.39
1.618	62.30
2.618	60.53
4.250	57.64

Fisher Pivots for day following 06-Sep-2018
Pivot	1 day	3 day
R1	66.05	66.95
PP	65.99	66.59
S1	65.93	66.23

Download as Excel Spreadsheet

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

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