NYMEX Light Sweet Crude Oil Future November 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 |
67.64 |
67.41 |
-0.23 |
-0.3% |
69.49 |
High |
68.33 |
69.74 |
1.41 |
2.1% |
70.98 |
Low |
67.19 |
67.37 |
0.18 |
0.3% |
66.67 |
Close |
67.41 |
69.04 |
1.63 |
2.4% |
67.55 |
Range |
1.14 |
2.37 |
1.23 |
107.9% |
4.31 |
ATR |
1.37 |
1.44 |
0.07 |
5.3% |
0.00 |
Volume |
180,452 |
249,453 |
69,001 |
38.2% |
495,300 |
|
Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.83 |
74.80 |
70.34 |
|
R3 |
73.46 |
72.43 |
69.69 |
|
R2 |
71.09 |
71.09 |
69.47 |
|
R1 |
70.06 |
70.06 |
69.26 |
70.58 |
PP |
68.72 |
68.72 |
68.72 |
68.97 |
S1 |
67.69 |
67.69 |
68.82 |
68.21 |
S2 |
66.35 |
66.35 |
68.61 |
|
S3 |
63.98 |
65.32 |
68.39 |
|
S4 |
61.61 |
62.95 |
67.74 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.33 |
78.75 |
69.92 |
|
R3 |
77.02 |
74.44 |
68.74 |
|
R2 |
72.71 |
72.71 |
68.34 |
|
R1 |
70.13 |
70.13 |
67.95 |
69.27 |
PP |
68.40 |
68.40 |
68.40 |
67.97 |
S1 |
65.82 |
65.82 |
67.15 |
64.96 |
S2 |
64.09 |
64.09 |
66.76 |
|
S3 |
59.78 |
61.51 |
66.36 |
|
S4 |
55.47 |
57.20 |
65.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
69.74 |
66.67 |
3.07 |
4.4% |
1.54 |
2.2% |
77% |
True |
False |
156,870 |
10 |
70.98 |
66.67 |
4.31 |
6.2% |
1.37 |
2.0% |
55% |
False |
False |
120,931 |
20 |
70.98 |
63.69 |
7.29 |
10.6% |
1.33 |
1.9% |
73% |
False |
False |
94,663 |
40 |
70.98 |
63.69 |
7.29 |
10.6% |
1.37 |
2.0% |
73% |
False |
False |
71,911 |
60 |
70.98 |
62.48 |
8.50 |
12.3% |
1.50 |
2.2% |
77% |
False |
False |
66,264 |
80 |
71.10 |
62.48 |
8.62 |
12.5% |
1.46 |
2.1% |
76% |
False |
False |
58,807 |
100 |
71.10 |
62.48 |
8.62 |
12.5% |
1.41 |
2.0% |
76% |
False |
False |
51,997 |
120 |
71.10 |
60.13 |
10.97 |
15.9% |
1.38 |
2.0% |
81% |
False |
False |
45,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.81 |
2.618 |
75.94 |
1.618 |
73.57 |
1.000 |
72.11 |
0.618 |
71.20 |
HIGH |
69.74 |
0.618 |
68.83 |
0.500 |
68.56 |
0.382 |
68.28 |
LOW |
67.37 |
0.618 |
65.91 |
1.000 |
65.00 |
1.618 |
63.54 |
2.618 |
61.17 |
4.250 |
57.30 |
|
|
Fisher Pivots for day following 11-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
68.88 |
68.76 |
PP |
68.72 |
68.48 |
S1 |
68.56 |
68.21 |
|