NYMEX Light Sweet Crude Oil Future October 2018
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 |
67.53 |
69.89 |
2.36 |
3.5% |
69.89 |
High |
70.01 |
71.26 |
1.25 |
1.8% |
71.40 |
Low |
67.48 |
69.50 |
2.02 |
3.0% |
66.86 |
Close |
69.25 |
70.37 |
1.12 |
1.6% |
67.75 |
Range |
2.53 |
1.76 |
-0.77 |
-30.4% |
4.54 |
ATR |
1.50 |
1.54 |
0.04 |
2.4% |
0.00 |
Volume |
676,869 |
800,543 |
123,674 |
18.3% |
2,492,804 |
|
Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.66 |
74.77 |
71.34 |
|
R3 |
73.90 |
73.01 |
70.85 |
|
R2 |
72.14 |
72.14 |
70.69 |
|
R1 |
71.25 |
71.25 |
70.53 |
71.70 |
PP |
70.38 |
70.38 |
70.38 |
70.60 |
S1 |
69.49 |
69.49 |
70.21 |
69.94 |
S2 |
68.62 |
68.62 |
70.05 |
|
S3 |
66.86 |
67.73 |
69.89 |
|
S4 |
65.10 |
65.97 |
69.40 |
|
|
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 |
71.26 |
66.86 |
4.40 |
6.3% |
1.74 |
2.5% |
80% |
True |
False |
642,661 |
10 |
71.40 |
66.86 |
4.54 |
6.5% |
1.51 |
2.2% |
77% |
False |
False |
590,380 |
20 |
71.40 |
63.89 |
7.51 |
10.7% |
1.38 |
2.0% |
86% |
False |
False |
499,067 |
40 |
71.40 |
63.89 |
7.51 |
10.7% |
1.45 |
2.1% |
86% |
False |
False |
311,463 |
60 |
71.40 |
63.45 |
7.95 |
11.3% |
1.58 |
2.2% |
87% |
False |
False |
244,309 |
80 |
71.63 |
62.60 |
9.03 |
12.8% |
1.56 |
2.2% |
86% |
False |
False |
198,331 |
100 |
71.63 |
62.60 |
9.03 |
12.8% |
1.50 |
2.1% |
86% |
False |
False |
166,930 |
120 |
71.63 |
60.55 |
11.08 |
15.7% |
1.46 |
2.1% |
89% |
False |
False |
143,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.74 |
2.618 |
75.87 |
1.618 |
74.11 |
1.000 |
73.02 |
0.618 |
72.35 |
HIGH |
71.26 |
0.618 |
70.59 |
0.500 |
70.38 |
0.382 |
70.17 |
LOW |
69.50 |
0.618 |
68.41 |
1.000 |
67.74 |
1.618 |
66.65 |
2.618 |
64.89 |
4.250 |
62.02 |
|
|
Fisher Pivots for day following 12-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
70.38 |
70.01 |
PP |
70.38 |
69.65 |
S1 |
70.37 |
69.30 |
|