NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 05-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2018 |
05-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
68.93 |
68.64 |
-0.29 |
-0.4% |
67.58 |
High |
70.35 |
68.75 |
-1.60 |
-2.3% |
69.42 |
Low |
68.31 |
67.84 |
-0.47 |
-0.7% |
67.41 |
Close |
69.04 |
67.94 |
-1.10 |
-1.6% |
68.79 |
Range |
2.04 |
0.91 |
-1.13 |
-55.4% |
2.01 |
ATR |
1.27 |
1.26 |
0.00 |
-0.4% |
0.00 |
Volume |
40,214 |
28,038 |
-12,176 |
-30.3% |
117,367 |
|
Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.91 |
70.33 |
68.44 |
|
R3 |
70.00 |
69.42 |
68.19 |
|
R2 |
69.09 |
69.09 |
68.11 |
|
R1 |
68.51 |
68.51 |
68.02 |
68.35 |
PP |
68.18 |
68.18 |
68.18 |
68.09 |
S1 |
67.60 |
67.60 |
67.86 |
67.44 |
S2 |
67.27 |
67.27 |
67.77 |
|
S3 |
66.36 |
66.69 |
67.69 |
|
S4 |
65.45 |
65.78 |
67.44 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.57 |
73.69 |
69.90 |
|
R3 |
72.56 |
71.68 |
69.34 |
|
R2 |
70.55 |
70.55 |
69.16 |
|
R1 |
69.67 |
69.67 |
68.97 |
70.11 |
PP |
68.54 |
68.54 |
68.54 |
68.76 |
S1 |
67.66 |
67.66 |
68.61 |
68.10 |
S2 |
66.53 |
66.53 |
68.42 |
|
S3 |
64.52 |
65.65 |
68.24 |
|
S4 |
62.51 |
63.64 |
67.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
70.35 |
67.49 |
2.86 |
4.2% |
1.13 |
1.7% |
16% |
False |
False |
27,812 |
10 |
70.35 |
65.10 |
5.25 |
7.7% |
1.12 |
1.7% |
54% |
False |
False |
25,616 |
20 |
70.35 |
63.28 |
7.07 |
10.4% |
1.27 |
1.9% |
66% |
False |
False |
25,294 |
40 |
70.35 |
63.28 |
7.07 |
10.4% |
1.37 |
2.0% |
66% |
False |
False |
25,717 |
60 |
70.35 |
62.16 |
8.19 |
12.1% |
1.38 |
2.0% |
71% |
False |
False |
26,172 |
80 |
70.35 |
62.16 |
8.19 |
12.1% |
1.32 |
1.9% |
71% |
False |
False |
23,876 |
100 |
70.35 |
62.16 |
8.19 |
12.1% |
1.28 |
1.9% |
71% |
False |
False |
21,700 |
120 |
70.35 |
58.37 |
11.98 |
17.6% |
1.26 |
1.9% |
80% |
False |
False |
19,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.62 |
2.618 |
71.13 |
1.618 |
70.22 |
1.000 |
69.66 |
0.618 |
69.31 |
HIGH |
68.75 |
0.618 |
68.40 |
0.500 |
68.30 |
0.382 |
68.19 |
LOW |
67.84 |
0.618 |
67.28 |
1.000 |
66.93 |
1.618 |
66.37 |
2.618 |
65.46 |
4.250 |
63.97 |
|
|
Fisher Pivots for day following 05-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
68.30 |
69.10 |
PP |
68.18 |
68.71 |
S1 |
68.06 |
68.33 |
|