NYMEX Light Sweet Crude Oil Future November 2018
Trading Metrics calculated at close of trading on 26-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
72.25 |
72.09 |
-0.16 |
-0.2% |
68.70 |
High |
72.78 |
72.38 |
-0.40 |
-0.5% |
71.80 |
Low |
71.89 |
71.47 |
-0.42 |
-0.6% |
68.29 |
Close |
72.28 |
71.57 |
-0.71 |
-1.0% |
70.78 |
Range |
0.89 |
0.91 |
0.02 |
2.2% |
3.51 |
ATR |
1.53 |
1.49 |
-0.04 |
-2.9% |
0.00 |
Volume |
551,280 |
464,463 |
-86,817 |
-15.7% |
2,818,973 |
|
Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.54 |
73.96 |
72.07 |
|
R3 |
73.63 |
73.05 |
71.82 |
|
R2 |
72.72 |
72.72 |
71.74 |
|
R1 |
72.14 |
72.14 |
71.65 |
71.98 |
PP |
71.81 |
71.81 |
71.81 |
71.72 |
S1 |
71.23 |
71.23 |
71.49 |
71.07 |
S2 |
70.90 |
70.90 |
71.40 |
|
S3 |
69.99 |
70.32 |
71.32 |
|
S4 |
69.08 |
69.41 |
71.07 |
|
|
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 |
72.78 |
69.98 |
2.80 |
3.9% |
1.31 |
1.8% |
57% |
False |
False |
611,220 |
10 |
72.78 |
67.79 |
4.99 |
7.0% |
1.51 |
2.1% |
76% |
False |
False |
488,475 |
20 |
72.78 |
66.67 |
6.11 |
8.5% |
1.48 |
2.1% |
80% |
False |
False |
317,048 |
40 |
72.78 |
63.69 |
9.09 |
12.7% |
1.44 |
2.0% |
87% |
False |
False |
189,897 |
60 |
72.78 |
63.69 |
9.09 |
12.7% |
1.48 |
2.1% |
87% |
False |
False |
142,324 |
80 |
72.78 |
62.48 |
10.30 |
14.4% |
1.47 |
2.1% |
88% |
False |
False |
118,871 |
100 |
72.78 |
62.48 |
10.30 |
14.4% |
1.44 |
2.0% |
88% |
False |
False |
101,543 |
120 |
72.78 |
60.55 |
12.23 |
17.1% |
1.41 |
2.0% |
90% |
False |
False |
88,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.25 |
2.618 |
74.76 |
1.618 |
73.85 |
1.000 |
73.29 |
0.618 |
72.94 |
HIGH |
72.38 |
0.618 |
72.03 |
0.500 |
71.93 |
0.382 |
71.82 |
LOW |
71.47 |
0.618 |
70.91 |
1.000 |
70.56 |
1.618 |
70.00 |
2.618 |
69.09 |
4.250 |
67.60 |
|
|
Fisher Pivots for day following 26-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
71.93 |
71.96 |
PP |
71.81 |
71.83 |
S1 |
71.69 |
71.70 |
|