NYMEX Light Sweet Crude Oil Future November 2018
Trading Metrics calculated at close of trading on 21-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
70.98 |
70.20 |
-0.78 |
-1.1% |
68.70 |
High |
71.35 |
71.80 |
0.45 |
0.6% |
71.80 |
Low |
70.03 |
69.98 |
-0.05 |
-0.1% |
68.29 |
Close |
70.32 |
70.78 |
0.46 |
0.7% |
70.78 |
Range |
1.32 |
1.82 |
0.50 |
37.9% |
3.51 |
ATR |
1.53 |
1.55 |
0.02 |
1.3% |
0.00 |
Volume |
607,520 |
855,943 |
248,423 |
40.9% |
2,818,973 |
|
Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.31 |
75.37 |
71.78 |
|
R3 |
74.49 |
73.55 |
71.28 |
|
R2 |
72.67 |
72.67 |
71.11 |
|
R1 |
71.73 |
71.73 |
70.95 |
72.20 |
PP |
70.85 |
70.85 |
70.85 |
71.09 |
S1 |
69.91 |
69.91 |
70.61 |
70.38 |
S2 |
69.03 |
69.03 |
70.45 |
|
S3 |
67.21 |
68.09 |
70.28 |
|
S4 |
65.39 |
66.27 |
69.78 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.82 |
79.31 |
72.71 |
|
R3 |
77.31 |
75.80 |
71.75 |
|
R2 |
73.80 |
73.80 |
71.42 |
|
R1 |
72.29 |
72.29 |
71.10 |
73.05 |
PP |
70.29 |
70.29 |
70.29 |
70.67 |
S1 |
68.78 |
68.78 |
70.46 |
69.54 |
S2 |
66.78 |
66.78 |
70.14 |
|
S3 |
63.27 |
65.27 |
69.81 |
|
S4 |
59.76 |
61.76 |
68.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
71.80 |
68.29 |
3.51 |
5.0% |
1.58 |
2.2% |
71% |
True |
False |
563,794 |
10 |
71.80 |
67.19 |
4.61 |
6.5% |
1.69 |
2.4% |
78% |
True |
False |
403,371 |
20 |
71.80 |
66.67 |
5.13 |
7.2% |
1.46 |
2.1% |
80% |
True |
False |
247,523 |
40 |
71.80 |
63.69 |
8.11 |
11.5% |
1.47 |
2.1% |
87% |
True |
False |
153,297 |
60 |
71.80 |
63.69 |
8.11 |
11.5% |
1.49 |
2.1% |
87% |
True |
False |
118,451 |
80 |
71.80 |
62.48 |
9.32 |
13.2% |
1.48 |
2.1% |
89% |
True |
False |
100,687 |
100 |
71.80 |
62.48 |
9.32 |
13.2% |
1.45 |
2.0% |
89% |
True |
False |
86,307 |
120 |
71.80 |
60.13 |
11.67 |
16.5% |
1.41 |
2.0% |
91% |
True |
False |
75,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.54 |
2.618 |
76.56 |
1.618 |
74.74 |
1.000 |
73.62 |
0.618 |
72.92 |
HIGH |
71.80 |
0.618 |
71.10 |
0.500 |
70.89 |
0.382 |
70.68 |
LOW |
69.98 |
0.618 |
68.86 |
1.000 |
68.16 |
1.618 |
67.04 |
2.618 |
65.22 |
4.250 |
62.25 |
|
|
Fisher Pivots for day following 21-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
70.89 |
70.71 |
PP |
70.85 |
70.65 |
S1 |
70.82 |
70.58 |
|