NYMEX Light Sweet Crude Oil Future June 2019


Trading Metrics calculated at close of trading on 11-Mar-2019
Day Change Summary
Previous Current
08-Mar-2019 11-Mar-2019 Change Change % Previous Week
Open 57.18 56.80 -0.38 -0.7% 56.72
High 57.27 57.75 0.48 0.8% 58.00
Low 55.31 56.75 1.44 2.6% 55.31
Close 56.87 57.54 0.67 1.2% 56.87
Range 1.96 1.00 -0.96 -49.0% 2.69
ATR 1.53 1.49 -0.04 -2.5% 0.00
Volume 129,290 91,355 -37,935 -29.3% 425,012
Daily Pivots for day following 11-Mar-2019
Classic Woodie Camarilla DeMark
R4 60.35 59.94 58.09
R3 59.35 58.94 57.82
R2 58.35 58.35 57.72
R1 57.94 57.94 57.63 58.15
PP 57.35 57.35 57.35 57.45
S1 56.94 56.94 57.45 57.15
S2 56.35 56.35 57.36
S3 55.35 55.94 57.27
S4 54.35 54.94 56.99
Weekly Pivots for week ending 08-Mar-2019
Classic Woodie Camarilla DeMark
R4 64.80 63.52 58.35
R3 62.11 60.83 57.61
R2 59.42 59.42 57.36
R1 58.14 58.14 57.12 58.78
PP 56.73 56.73 56.73 57.05
S1 55.45 55.45 56.62 56.09
S2 54.04 54.04 56.38
S3 51.35 52.76 56.13
S4 48.66 50.07 55.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.00 55.31 2.69 4.7% 1.18 2.0% 83% False False 89,472
10 58.70 55.31 3.39 5.9% 1.29 2.2% 66% False False 81,498
20 58.76 52.71 6.05 10.5% 1.37 2.4% 80% False False 92,015
40 58.76 51.80 6.96 12.1% 1.55 2.7% 82% False False 85,328
60 58.76 43.80 14.96 26.0% 1.81 3.2% 92% False False 75,930
80 60.56 43.80 16.76 29.1% 2.01 3.5% 82% False False 71,128
100 71.81 43.80 28.01 48.7% 1.96 3.4% 49% False False 66,307
120 75.65 43.80 31.85 55.4% 1.88 3.3% 43% False False 61,899
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.00
2.618 60.37
1.618 59.37
1.000 58.75
0.618 58.37
HIGH 57.75
0.618 57.37
0.500 57.25
0.382 57.13
LOW 56.75
0.618 56.13
1.000 55.75
1.618 55.13
2.618 54.13
4.250 52.50
Fisher Pivots for day following 11-Mar-2019
Pivot 1 day 3 day
R1 57.44 57.22
PP 57.35 56.89
S1 57.25 56.57

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

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