NYMEX Light Sweet Crude Oil Future November 2018
Trading Metrics calculated at close of trading on 28-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
72.01 |
72.18 |
0.17 |
0.2% |
71.14 |
High |
72.60 |
73.73 |
1.13 |
1.6% |
73.73 |
Low |
71.71 |
71.88 |
0.17 |
0.2% |
71.14 |
Close |
72.12 |
73.25 |
1.13 |
1.6% |
73.25 |
Range |
0.89 |
1.85 |
0.96 |
107.9% |
2.59 |
ATR |
1.45 |
1.48 |
0.03 |
1.9% |
0.00 |
Volume |
454,549 |
544,047 |
89,498 |
19.7% |
2,591,233 |
|
Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.50 |
77.73 |
74.27 |
|
R3 |
76.65 |
75.88 |
73.76 |
|
R2 |
74.80 |
74.80 |
73.59 |
|
R1 |
74.03 |
74.03 |
73.42 |
74.42 |
PP |
72.95 |
72.95 |
72.95 |
73.15 |
S1 |
72.18 |
72.18 |
73.08 |
72.57 |
S2 |
71.10 |
71.10 |
72.91 |
|
S3 |
69.25 |
70.33 |
72.74 |
|
S4 |
67.40 |
68.48 |
72.23 |
|
|
Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.48 |
79.45 |
74.67 |
|
R3 |
77.89 |
76.86 |
73.96 |
|
R2 |
75.30 |
75.30 |
73.72 |
|
R1 |
74.27 |
74.27 |
73.49 |
74.79 |
PP |
72.71 |
72.71 |
72.71 |
72.96 |
S1 |
71.68 |
71.68 |
73.01 |
72.20 |
S2 |
70.12 |
70.12 |
72.78 |
|
S3 |
67.53 |
69.09 |
72.54 |
|
S4 |
64.94 |
66.50 |
71.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.73 |
71.14 |
2.59 |
3.5% |
1.23 |
1.7% |
81% |
True |
False |
518,246 |
10 |
73.73 |
68.29 |
5.44 |
7.4% |
1.41 |
1.9% |
91% |
True |
False |
541,020 |
20 |
73.73 |
66.67 |
7.06 |
9.6% |
1.50 |
2.1% |
93% |
True |
False |
359,428 |
40 |
73.73 |
63.69 |
10.04 |
13.7% |
1.43 |
1.9% |
95% |
True |
False |
212,762 |
60 |
73.73 |
63.69 |
10.04 |
13.7% |
1.47 |
2.0% |
95% |
True |
False |
157,032 |
80 |
73.73 |
62.48 |
11.25 |
15.4% |
1.48 |
2.0% |
96% |
True |
False |
130,420 |
100 |
73.73 |
62.48 |
11.25 |
15.4% |
1.43 |
2.0% |
96% |
True |
False |
110,917 |
120 |
73.73 |
62.48 |
11.25 |
15.4% |
1.41 |
1.9% |
96% |
True |
False |
96,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.59 |
2.618 |
78.57 |
1.618 |
76.72 |
1.000 |
75.58 |
0.618 |
74.87 |
HIGH |
73.73 |
0.618 |
73.02 |
0.500 |
72.81 |
0.382 |
72.59 |
LOW |
71.88 |
0.618 |
70.74 |
1.000 |
70.03 |
1.618 |
68.89 |
2.618 |
67.04 |
4.250 |
64.02 |
|
|
Fisher Pivots for day following 28-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
73.10 |
73.03 |
PP |
72.95 |
72.82 |
S1 |
72.81 |
72.60 |
|