NYMEX Light Sweet Crude Oil Future November 2018
Trading Metrics calculated at close of trading on 27-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
72.09 |
72.01 |
-0.08 |
-0.1% |
68.70 |
High |
72.38 |
72.60 |
0.22 |
0.3% |
71.80 |
Low |
71.47 |
71.71 |
0.24 |
0.3% |
68.29 |
Close |
71.57 |
72.12 |
0.55 |
0.8% |
70.78 |
Range |
0.91 |
0.89 |
-0.02 |
-2.2% |
3.51 |
ATR |
1.49 |
1.45 |
-0.03 |
-2.2% |
0.00 |
Volume |
464,463 |
454,549 |
-9,914 |
-2.1% |
2,818,973 |
|
Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.81 |
74.36 |
72.61 |
|
R3 |
73.92 |
73.47 |
72.36 |
|
R2 |
73.03 |
73.03 |
72.28 |
|
R1 |
72.58 |
72.58 |
72.20 |
72.81 |
PP |
72.14 |
72.14 |
72.14 |
72.26 |
S1 |
71.69 |
71.69 |
72.04 |
71.92 |
S2 |
71.25 |
71.25 |
71.96 |
|
S3 |
70.36 |
70.80 |
71.88 |
|
S4 |
69.47 |
69.91 |
71.63 |
|
|
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% |
1.22 |
1.7% |
76% |
False |
False |
580,625 |
10 |
72.78 |
67.79 |
4.99 |
6.9% |
1.41 |
2.0% |
87% |
False |
False |
509,146 |
20 |
72.78 |
66.67 |
6.11 |
8.5% |
1.45 |
2.0% |
89% |
False |
False |
336,512 |
40 |
72.78 |
63.69 |
9.09 |
12.6% |
1.43 |
2.0% |
93% |
False |
False |
200,168 |
60 |
72.78 |
63.69 |
9.09 |
12.6% |
1.46 |
2.0% |
93% |
False |
False |
149,077 |
80 |
72.78 |
62.48 |
10.30 |
14.3% |
1.47 |
2.0% |
94% |
False |
False |
124,039 |
100 |
72.78 |
62.48 |
10.30 |
14.3% |
1.44 |
2.0% |
94% |
False |
False |
105,816 |
120 |
72.78 |
61.53 |
11.25 |
15.6% |
1.40 |
1.9% |
94% |
False |
False |
91,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.38 |
2.618 |
74.93 |
1.618 |
74.04 |
1.000 |
73.49 |
0.618 |
73.15 |
HIGH |
72.60 |
0.618 |
72.26 |
0.500 |
72.16 |
0.382 |
72.05 |
LOW |
71.71 |
0.618 |
71.16 |
1.000 |
70.82 |
1.618 |
70.27 |
2.618 |
69.38 |
4.250 |
67.93 |
|
|
Fisher Pivots for day following 27-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
72.16 |
72.13 |
PP |
72.14 |
72.12 |
S1 |
72.13 |
72.12 |
|