NYMEX Light Sweet Crude Oil Future June 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 66.37 66.24 -0.13 -0.2% 67.41
High 66.87 68.07 1.20 1.8% 68.74
Low 65.94 66.21 0.27 0.4% 65.16
Close 66.20 67.63 1.43 2.2% 66.04
Range 0.93 1.86 0.93 100.0% 3.58
ATR 1.15 1.20 0.05 4.4% 0.00
Volume 30,646 43,510 12,864 42.0% 139,895
Daily Pivots for day following 11-Sep-2018
Classic Woodie Camarilla DeMark
R4 72.88 72.12 68.65
R3 71.02 70.26 68.14
R2 69.16 69.16 67.97
R1 68.40 68.40 67.80 68.78
PP 67.30 67.30 67.30 67.50
S1 66.54 66.54 67.46 66.92
S2 65.44 65.44 67.29
S3 63.58 64.68 67.12
S4 61.72 62.82 66.61
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 77.39 75.29 68.01
R3 73.81 71.71 67.02
R2 70.23 70.23 66.70
R1 68.13 68.13 66.37 67.39
PP 66.65 66.65 66.65 66.28
S1 64.55 64.55 65.71 63.81
S2 63.07 63.07 65.38
S3 59.49 60.97 65.06
S4 55.91 57.39 64.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.07 65.16 2.91 4.3% 1.28 1.9% 85% True False 34,592
10 68.74 65.16 3.58 5.3% 1.14 1.7% 69% False False 30,067
20 68.74 62.22 6.52 9.6% 1.12 1.6% 83% False False 24,907
40 68.74 62.22 6.52 9.6% 1.15 1.7% 83% False False 22,979
60 68.74 60.86 7.88 11.7% 1.25 1.9% 86% False False 25,881
80 68.74 60.86 7.88 11.7% 1.23 1.8% 86% False False 25,551
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 75.98
2.618 72.94
1.618 71.08
1.000 69.93
0.618 69.22
HIGH 68.07
0.618 67.36
0.500 67.14
0.382 66.92
LOW 66.21
0.618 65.06
1.000 64.35
1.618 63.20
2.618 61.34
4.250 58.31
Fisher Pivots for day following 11-Sep-2018
Pivot 1 day 3 day
R1 67.47 67.32
PP 67.30 67.00
S1 67.14 66.69

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

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