NYMEX Light Sweet Crude Oil Future November 2018
Trading Metrics calculated at close of trading on 20-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
69.46 |
70.98 |
1.52 |
2.2% |
67.64 |
High |
71.07 |
71.35 |
0.28 |
0.4% |
70.89 |
Low |
69.36 |
70.03 |
0.67 |
1.0% |
67.19 |
Close |
70.77 |
70.32 |
-0.45 |
-0.6% |
68.77 |
Range |
1.71 |
1.32 |
-0.39 |
-22.8% |
3.70 |
ATR |
1.55 |
1.53 |
-0.02 |
-1.1% |
0.00 |
Volume |
606,342 |
607,520 |
1,178 |
0.2% |
1,214,745 |
|
Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.53 |
73.74 |
71.05 |
|
R3 |
73.21 |
72.42 |
70.68 |
|
R2 |
71.89 |
71.89 |
70.56 |
|
R1 |
71.10 |
71.10 |
70.44 |
70.84 |
PP |
70.57 |
70.57 |
70.57 |
70.43 |
S1 |
69.78 |
69.78 |
70.20 |
69.52 |
S2 |
69.25 |
69.25 |
70.08 |
|
S3 |
67.93 |
68.46 |
69.96 |
|
S4 |
66.61 |
67.14 |
69.59 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.05 |
78.11 |
70.81 |
|
R3 |
76.35 |
74.41 |
69.79 |
|
R2 |
72.65 |
72.65 |
69.45 |
|
R1 |
70.71 |
70.71 |
69.11 |
71.68 |
PP |
68.95 |
68.95 |
68.95 |
69.44 |
S1 |
67.01 |
67.01 |
68.43 |
67.98 |
S2 |
65.25 |
65.25 |
68.09 |
|
S3 |
61.55 |
63.31 |
67.75 |
|
S4 |
57.85 |
59.61 |
66.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
71.35 |
67.79 |
3.56 |
5.1% |
1.60 |
2.3% |
71% |
True |
False |
437,667 |
10 |
71.35 |
66.67 |
4.68 |
6.7% |
1.62 |
2.3% |
78% |
True |
False |
329,945 |
20 |
71.35 |
66.67 |
4.68 |
6.7% |
1.41 |
2.0% |
78% |
True |
False |
208,870 |
40 |
71.35 |
63.69 |
7.66 |
10.9% |
1.44 |
2.1% |
87% |
True |
False |
132,848 |
60 |
71.35 |
63.69 |
7.66 |
10.9% |
1.49 |
2.1% |
87% |
True |
False |
105,203 |
80 |
71.35 |
62.48 |
8.87 |
12.6% |
1.48 |
2.1% |
88% |
True |
False |
90,356 |
100 |
71.35 |
62.48 |
8.87 |
12.6% |
1.44 |
2.1% |
88% |
True |
False |
77,988 |
120 |
71.35 |
60.13 |
11.22 |
16.0% |
1.40 |
2.0% |
91% |
True |
False |
68,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.96 |
2.618 |
74.81 |
1.618 |
73.49 |
1.000 |
72.67 |
0.618 |
72.17 |
HIGH |
71.35 |
0.618 |
70.85 |
0.500 |
70.69 |
0.382 |
70.53 |
LOW |
70.03 |
0.618 |
69.21 |
1.000 |
68.71 |
1.618 |
67.89 |
2.618 |
66.57 |
4.250 |
64.42 |
|
|
Fisher Pivots for day following 20-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
70.69 |
70.15 |
PP |
70.57 |
69.99 |
S1 |
70.44 |
69.82 |
|