NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 06-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2018 |
06-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
68.64 |
67.85 |
-0.79 |
-1.2% |
67.58 |
High |
68.75 |
68.22 |
-0.53 |
-0.8% |
69.42 |
Low |
67.84 |
66.30 |
-1.54 |
-2.3% |
67.41 |
Close |
67.94 |
67.07 |
-0.87 |
-1.3% |
68.79 |
Range |
0.91 |
1.92 |
1.01 |
111.0% |
2.01 |
ATR |
1.26 |
1.31 |
0.05 |
3.7% |
0.00 |
Volume |
28,038 |
37,663 |
9,625 |
34.3% |
117,367 |
|
Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.96 |
71.93 |
68.13 |
|
R3 |
71.04 |
70.01 |
67.60 |
|
R2 |
69.12 |
69.12 |
67.42 |
|
R1 |
68.09 |
68.09 |
67.25 |
67.65 |
PP |
67.20 |
67.20 |
67.20 |
66.97 |
S1 |
66.17 |
66.17 |
66.89 |
65.73 |
S2 |
65.28 |
65.28 |
66.72 |
|
S3 |
63.36 |
64.25 |
66.54 |
|
S4 |
61.44 |
62.33 |
66.01 |
|
|
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 |
66.30 |
4.05 |
6.0% |
1.25 |
1.9% |
19% |
False |
True |
31,371 |
10 |
70.35 |
66.30 |
4.05 |
6.0% |
1.11 |
1.7% |
19% |
False |
True |
27,629 |
20 |
70.35 |
63.28 |
7.07 |
10.5% |
1.23 |
1.8% |
54% |
False |
False |
25,396 |
40 |
70.35 |
63.28 |
7.07 |
10.5% |
1.31 |
2.0% |
54% |
False |
False |
25,586 |
60 |
70.35 |
62.16 |
8.19 |
12.2% |
1.40 |
2.1% |
60% |
False |
False |
26,455 |
80 |
70.35 |
62.16 |
8.19 |
12.2% |
1.33 |
2.0% |
60% |
False |
False |
24,235 |
100 |
70.35 |
62.16 |
8.19 |
12.2% |
1.30 |
1.9% |
60% |
False |
False |
22,007 |
120 |
70.35 |
58.66 |
11.69 |
17.4% |
1.27 |
1.9% |
72% |
False |
False |
19,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.38 |
2.618 |
73.25 |
1.618 |
71.33 |
1.000 |
70.14 |
0.618 |
69.41 |
HIGH |
68.22 |
0.618 |
67.49 |
0.500 |
67.26 |
0.382 |
67.03 |
LOW |
66.30 |
0.618 |
65.11 |
1.000 |
64.38 |
1.618 |
63.19 |
2.618 |
61.27 |
4.250 |
58.14 |
|
|
Fisher Pivots for day following 06-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
67.26 |
68.33 |
PP |
67.20 |
67.91 |
S1 |
67.13 |
67.49 |
|