NYMEX Light Sweet Crude Oil Future October 2018
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 |
67.82 |
67.53 |
-0.29 |
-0.4% |
69.89 |
High |
68.52 |
70.01 |
1.49 |
2.2% |
71.40 |
Low |
67.33 |
67.48 |
0.15 |
0.2% |
66.86 |
Close |
67.54 |
69.25 |
1.71 |
2.5% |
67.75 |
Range |
1.19 |
2.53 |
1.34 |
112.6% |
4.54 |
ATR |
1.42 |
1.50 |
0.08 |
5.6% |
0.00 |
Volume |
571,174 |
676,869 |
105,695 |
18.5% |
2,492,804 |
|
Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.50 |
75.41 |
70.64 |
|
R3 |
73.97 |
72.88 |
69.95 |
|
R2 |
71.44 |
71.44 |
69.71 |
|
R1 |
70.35 |
70.35 |
69.48 |
70.90 |
PP |
68.91 |
68.91 |
68.91 |
69.19 |
S1 |
67.82 |
67.82 |
69.02 |
68.37 |
S2 |
66.38 |
66.38 |
68.79 |
|
S3 |
63.85 |
65.29 |
68.55 |
|
S4 |
61.32 |
62.76 |
67.86 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.29 |
79.56 |
70.25 |
|
R3 |
77.75 |
75.02 |
69.00 |
|
R2 |
73.21 |
73.21 |
68.58 |
|
R1 |
70.48 |
70.48 |
68.17 |
69.58 |
PP |
68.67 |
68.67 |
68.67 |
68.22 |
S1 |
65.94 |
65.94 |
67.33 |
65.04 |
S2 |
64.13 |
64.13 |
66.92 |
|
S3 |
59.59 |
61.40 |
66.50 |
|
S4 |
55.05 |
56.86 |
65.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
70.01 |
66.86 |
3.15 |
4.5% |
1.60 |
2.3% |
76% |
True |
False |
590,973 |
10 |
71.40 |
66.86 |
4.54 |
6.6% |
1.44 |
2.1% |
53% |
False |
False |
553,009 |
20 |
71.40 |
63.89 |
7.51 |
10.8% |
1.38 |
2.0% |
71% |
False |
False |
467,585 |
40 |
71.40 |
63.89 |
7.51 |
10.8% |
1.43 |
2.1% |
71% |
False |
False |
294,096 |
60 |
71.40 |
62.60 |
8.80 |
12.7% |
1.59 |
2.3% |
76% |
False |
False |
231,813 |
80 |
71.63 |
62.60 |
9.03 |
13.0% |
1.54 |
2.2% |
74% |
False |
False |
188,794 |
100 |
71.63 |
62.60 |
9.03 |
13.0% |
1.49 |
2.2% |
74% |
False |
False |
159,226 |
120 |
71.63 |
60.55 |
11.08 |
16.0% |
1.46 |
2.1% |
79% |
False |
False |
136,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.76 |
2.618 |
76.63 |
1.618 |
74.10 |
1.000 |
72.54 |
0.618 |
71.57 |
HIGH |
70.01 |
0.618 |
69.04 |
0.500 |
68.75 |
0.382 |
68.45 |
LOW |
67.48 |
0.618 |
65.92 |
1.000 |
64.95 |
1.618 |
63.39 |
2.618 |
60.86 |
4.250 |
56.73 |
|
|
Fisher Pivots for day following 11-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
69.08 |
68.98 |
PP |
68.91 |
68.71 |
S1 |
68.75 |
68.44 |
|