NYMEX Light Sweet Crude Oil Future November 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 |
67.41 |
69.61 |
2.20 |
3.3% |
69.49 |
High |
69.74 |
70.89 |
1.15 |
1.6% |
70.98 |
Low |
67.37 |
69.24 |
1.87 |
2.8% |
66.67 |
Close |
69.04 |
70.16 |
1.12 |
1.6% |
67.55 |
Range |
2.37 |
1.65 |
-0.72 |
-30.4% |
4.31 |
ATR |
1.44 |
1.47 |
0.03 |
2.1% |
0.00 |
Volume |
249,453 |
311,694 |
62,241 |
25.0% |
495,300 |
|
Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.05 |
74.25 |
71.07 |
|
R3 |
73.40 |
72.60 |
70.61 |
|
R2 |
71.75 |
71.75 |
70.46 |
|
R1 |
70.95 |
70.95 |
70.31 |
71.35 |
PP |
70.10 |
70.10 |
70.10 |
70.30 |
S1 |
69.30 |
69.30 |
70.01 |
69.70 |
S2 |
68.45 |
68.45 |
69.86 |
|
S3 |
66.80 |
67.65 |
69.71 |
|
S4 |
65.15 |
66.00 |
69.25 |
|
|
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 |
70.89 |
66.67 |
4.22 |
6.0% |
1.67 |
2.4% |
83% |
True |
False |
199,735 |
10 |
70.98 |
66.67 |
4.31 |
6.1% |
1.44 |
2.1% |
81% |
False |
False |
145,622 |
20 |
70.98 |
63.69 |
7.29 |
10.4% |
1.32 |
1.9% |
89% |
False |
False |
107,616 |
40 |
70.98 |
63.69 |
7.29 |
10.4% |
1.39 |
2.0% |
89% |
False |
False |
78,643 |
60 |
70.98 |
63.28 |
7.70 |
11.0% |
1.49 |
2.1% |
89% |
False |
False |
70,903 |
80 |
71.10 |
62.48 |
8.62 |
12.3% |
1.47 |
2.1% |
89% |
False |
False |
62,408 |
100 |
71.10 |
62.48 |
8.62 |
12.3% |
1.42 |
2.0% |
89% |
False |
False |
54,923 |
120 |
71.10 |
60.13 |
10.97 |
15.6% |
1.39 |
2.0% |
91% |
False |
False |
48,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.90 |
2.618 |
75.21 |
1.618 |
73.56 |
1.000 |
72.54 |
0.618 |
71.91 |
HIGH |
70.89 |
0.618 |
70.26 |
0.500 |
70.07 |
0.382 |
69.87 |
LOW |
69.24 |
0.618 |
68.22 |
1.000 |
67.59 |
1.618 |
66.57 |
2.618 |
64.92 |
4.250 |
62.23 |
|
|
Fisher Pivots for day following 12-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
70.13 |
69.79 |
PP |
70.10 |
69.41 |
S1 |
70.07 |
69.04 |
|