NYMEX Light Sweet Crude Oil Future November 2018
Trading Metrics calculated at close of trading on 24-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
70.20 |
71.14 |
0.94 |
1.3% |
68.70 |
High |
71.80 |
72.74 |
0.94 |
1.3% |
71.80 |
Low |
69.98 |
71.14 |
1.16 |
1.7% |
68.29 |
Close |
70.78 |
72.08 |
1.30 |
1.8% |
70.78 |
Range |
1.82 |
1.60 |
-0.22 |
-12.1% |
3.51 |
ATR |
1.55 |
1.58 |
0.03 |
1.9% |
0.00 |
Volume |
855,943 |
576,894 |
-279,049 |
-32.6% |
2,818,973 |
|
Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.79 |
76.03 |
72.96 |
|
R3 |
75.19 |
74.43 |
72.52 |
|
R2 |
73.59 |
73.59 |
72.37 |
|
R1 |
72.83 |
72.83 |
72.23 |
73.21 |
PP |
71.99 |
71.99 |
71.99 |
72.18 |
S1 |
71.23 |
71.23 |
71.93 |
71.61 |
S2 |
70.39 |
70.39 |
71.79 |
|
S3 |
68.79 |
69.63 |
71.64 |
|
S4 |
67.19 |
68.03 |
71.20 |
|
|
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 |
72.74 |
68.29 |
4.45 |
6.2% |
1.67 |
2.3% |
85% |
True |
False |
632,111 |
10 |
72.74 |
67.37 |
5.37 |
7.5% |
1.73 |
2.4% |
88% |
True |
False |
443,016 |
20 |
72.74 |
66.67 |
6.07 |
8.4% |
1.46 |
2.0% |
89% |
True |
False |
271,827 |
40 |
72.74 |
63.69 |
9.05 |
12.6% |
1.48 |
2.0% |
93% |
True |
False |
166,662 |
60 |
72.74 |
63.69 |
9.05 |
12.6% |
1.50 |
2.1% |
93% |
True |
False |
127,162 |
80 |
72.74 |
62.48 |
10.26 |
14.2% |
1.48 |
2.1% |
94% |
True |
False |
107,378 |
100 |
72.74 |
62.48 |
10.26 |
14.2% |
1.45 |
2.0% |
94% |
True |
False |
91,861 |
120 |
72.74 |
60.29 |
12.45 |
17.3% |
1.41 |
2.0% |
95% |
True |
False |
79,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.54 |
2.618 |
76.93 |
1.618 |
75.33 |
1.000 |
74.34 |
0.618 |
73.73 |
HIGH |
72.74 |
0.618 |
72.13 |
0.500 |
71.94 |
0.382 |
71.75 |
LOW |
71.14 |
0.618 |
70.15 |
1.000 |
69.54 |
1.618 |
68.55 |
2.618 |
66.95 |
4.250 |
64.34 |
|
|
Fisher Pivots for day following 24-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
72.03 |
71.84 |
PP |
71.99 |
71.60 |
S1 |
71.94 |
71.36 |
|