NYMEX Light Sweet Crude Oil Future June 2019


Trading Metrics calculated at close of trading on 12-Sep-2018
Day Change Summary
Previous Current
11-Sep-2018 12-Sep-2018 Change Change % Previous Week
Open 66.24 67.89 1.65 2.5% 67.41
High 68.07 68.86 0.79 1.2% 68.74
Low 66.21 67.49 1.28 1.9% 65.16
Close 67.63 68.67 1.04 1.5% 66.04
Range 1.86 1.37 -0.49 -26.3% 3.58
ATR 1.20 1.22 0.01 1.0% 0.00
Volume 43,510 67,396 23,886 54.9% 139,895
Daily Pivots for day following 12-Sep-2018
Classic Woodie Camarilla DeMark
R4 72.45 71.93 69.42
R3 71.08 70.56 69.05
R2 69.71 69.71 68.92
R1 69.19 69.19 68.80 69.45
PP 68.34 68.34 68.34 68.47
S1 67.82 67.82 68.54 68.08
S2 66.97 66.97 68.42
S3 65.60 66.45 68.29
S4 64.23 65.08 67.92
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 68.86 65.16 3.70 5.4% 1.37 2.0% 95% True False 41,716
10 68.86 65.16 3.70 5.4% 1.20 1.7% 95% True False 34,417
20 68.86 62.22 6.64 9.7% 1.12 1.6% 97% True False 27,350
40 68.86 62.22 6.64 9.7% 1.16 1.7% 97% True False 23,934
60 68.86 61.24 7.62 11.1% 1.24 1.8% 98% True False 26,631
80 68.86 60.86 8.00 11.6% 1.24 1.8% 98% True False 26,136
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.68
2.618 72.45
1.618 71.08
1.000 70.23
0.618 69.71
HIGH 68.86
0.618 68.34
0.500 68.18
0.382 68.01
LOW 67.49
0.618 66.64
1.000 66.12
1.618 65.27
2.618 63.90
4.250 61.67
Fisher Pivots for day following 12-Sep-2018
Pivot 1 day 3 day
R1 68.51 68.25
PP 68.34 67.82
S1 68.18 67.40

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

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