NYMEX Light Sweet Crude Oil Future October 2018
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 |
69.43 |
68.64 |
-0.79 |
-1.1% |
68.57 |
High |
69.59 |
69.02 |
-0.57 |
-0.8% |
70.50 |
Low |
68.56 |
67.00 |
-1.56 |
-2.3% |
68.21 |
Close |
68.72 |
67.77 |
-0.95 |
-1.4% |
69.80 |
Range |
1.03 |
2.02 |
0.99 |
96.1% |
2.29 |
ATR |
1.41 |
1.45 |
0.04 |
3.1% |
0.00 |
Volume |
542,104 |
633,824 |
91,720 |
16.9% |
2,121,863 |
|
Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.99 |
72.90 |
68.88 |
|
R3 |
71.97 |
70.88 |
68.33 |
|
R2 |
69.95 |
69.95 |
68.14 |
|
R1 |
68.86 |
68.86 |
67.96 |
68.40 |
PP |
67.93 |
67.93 |
67.93 |
67.70 |
S1 |
66.84 |
66.84 |
67.58 |
66.38 |
S2 |
65.91 |
65.91 |
67.40 |
|
S3 |
63.89 |
64.82 |
67.21 |
|
S4 |
61.87 |
62.80 |
66.66 |
|
|
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 |
67.00 |
4.40 |
6.5% |
1.41 |
2.1% |
18% |
False |
True |
565,446 |
10 |
71.40 |
67.00 |
4.40 |
6.5% |
1.24 |
1.8% |
18% |
False |
True |
505,225 |
20 |
71.40 |
63.89 |
7.51 |
11.1% |
1.37 |
2.0% |
52% |
False |
False |
405,776 |
40 |
71.40 |
63.89 |
7.51 |
11.1% |
1.47 |
2.2% |
52% |
False |
False |
257,277 |
60 |
71.40 |
62.60 |
8.80 |
13.0% |
1.59 |
2.3% |
59% |
False |
False |
205,161 |
80 |
71.63 |
62.60 |
9.03 |
13.3% |
1.52 |
2.2% |
57% |
False |
False |
168,702 |
100 |
71.63 |
62.60 |
9.03 |
13.3% |
1.48 |
2.2% |
57% |
False |
False |
142,397 |
120 |
71.63 |
59.67 |
11.96 |
17.6% |
1.45 |
2.1% |
68% |
False |
False |
122,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.61 |
2.618 |
74.31 |
1.618 |
72.29 |
1.000 |
71.04 |
0.618 |
70.27 |
HIGH |
69.02 |
0.618 |
68.25 |
0.500 |
68.01 |
0.382 |
67.77 |
LOW |
67.00 |
0.618 |
65.75 |
1.000 |
64.98 |
1.618 |
63.73 |
2.618 |
61.71 |
4.250 |
58.42 |
|
|
Fisher Pivots for day following 06-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
68.01 |
69.20 |
PP |
67.93 |
68.72 |
S1 |
67.85 |
68.25 |
|