NYMEX Light Sweet Crude Oil Future October 2018
Trading Metrics calculated at close of trading on 04-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2018 |
04-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
70.06 |
69.89 |
-0.17 |
-0.2% |
68.57 |
High |
70.36 |
71.40 |
1.04 |
1.5% |
70.50 |
Low |
69.64 |
69.08 |
-0.56 |
-0.8% |
68.21 |
Close |
69.80 |
69.87 |
0.07 |
0.1% |
69.80 |
Range |
0.72 |
2.32 |
1.60 |
222.2% |
2.29 |
ATR |
1.35 |
1.42 |
0.07 |
5.1% |
0.00 |
Volume |
419,739 |
785,981 |
366,242 |
87.3% |
2,121,863 |
|
Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.08 |
75.79 |
71.15 |
|
R3 |
74.76 |
73.47 |
70.51 |
|
R2 |
72.44 |
72.44 |
70.30 |
|
R1 |
71.15 |
71.15 |
70.08 |
70.64 |
PP |
70.12 |
70.12 |
70.12 |
69.86 |
S1 |
68.83 |
68.83 |
69.66 |
68.32 |
S2 |
67.80 |
67.80 |
69.44 |
|
S3 |
65.48 |
66.51 |
69.23 |
|
S4 |
63.16 |
64.19 |
68.59 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.37 |
75.38 |
71.06 |
|
R3 |
74.08 |
73.09 |
70.43 |
|
R2 |
71.79 |
71.79 |
70.22 |
|
R1 |
70.80 |
70.80 |
70.01 |
71.30 |
PP |
69.50 |
69.50 |
69.50 |
69.75 |
S1 |
68.51 |
68.51 |
69.59 |
69.01 |
S2 |
67.21 |
67.21 |
69.38 |
|
S3 |
64.92 |
66.22 |
69.17 |
|
S4 |
62.63 |
63.93 |
68.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
71.40 |
68.21 |
3.19 |
4.6% |
1.27 |
1.8% |
52% |
True |
False |
515,046 |
10 |
71.40 |
65.31 |
6.09 |
8.7% |
1.27 |
1.8% |
75% |
True |
False |
489,539 |
20 |
71.40 |
63.89 |
7.51 |
10.7% |
1.42 |
2.0% |
80% |
True |
False |
365,575 |
40 |
71.40 |
63.89 |
7.51 |
10.7% |
1.53 |
2.2% |
80% |
True |
False |
233,035 |
60 |
71.40 |
62.60 |
8.80 |
12.6% |
1.57 |
2.3% |
83% |
True |
False |
186,936 |
80 |
71.63 |
62.60 |
9.03 |
12.9% |
1.51 |
2.2% |
81% |
False |
False |
154,967 |
100 |
71.63 |
62.60 |
9.03 |
12.9% |
1.47 |
2.1% |
81% |
False |
False |
131,028 |
120 |
71.63 |
59.32 |
12.31 |
17.6% |
1.44 |
2.1% |
86% |
False |
False |
112,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.26 |
2.618 |
77.47 |
1.618 |
75.15 |
1.000 |
73.72 |
0.618 |
72.83 |
HIGH |
71.40 |
0.618 |
70.51 |
0.500 |
70.24 |
0.382 |
69.97 |
LOW |
69.08 |
0.618 |
67.65 |
1.000 |
66.76 |
1.618 |
65.33 |
2.618 |
63.01 |
4.250 |
59.22 |
|
|
Fisher Pivots for day following 04-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
70.24 |
70.24 |
PP |
70.12 |
70.12 |
S1 |
69.99 |
69.99 |
|