NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 11-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
67.37 |
67.17 |
-0.20 |
-0.3% |
68.93 |
High |
67.99 |
69.27 |
1.28 |
1.9% |
70.35 |
Low |
66.94 |
67.15 |
0.21 |
0.3% |
66.30 |
Close |
67.17 |
68.71 |
1.54 |
2.3% |
67.19 |
Range |
1.05 |
2.12 |
1.07 |
101.9% |
4.05 |
ATR |
1.28 |
1.34 |
0.06 |
4.7% |
0.00 |
Volume |
42,167 |
63,897 |
21,730 |
51.5% |
135,238 |
|
Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.74 |
73.84 |
69.88 |
|
R3 |
72.62 |
71.72 |
69.29 |
|
R2 |
70.50 |
70.50 |
69.10 |
|
R1 |
69.60 |
69.60 |
68.90 |
70.05 |
PP |
68.38 |
68.38 |
68.38 |
68.60 |
S1 |
67.48 |
67.48 |
68.52 |
67.93 |
S2 |
66.26 |
66.26 |
68.32 |
|
S3 |
64.14 |
65.36 |
68.13 |
|
S4 |
62.02 |
63.24 |
67.54 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.10 |
77.69 |
69.42 |
|
R3 |
76.05 |
73.64 |
68.30 |
|
R2 |
72.00 |
72.00 |
67.93 |
|
R1 |
69.59 |
69.59 |
67.56 |
68.77 |
PP |
67.95 |
67.95 |
67.95 |
67.54 |
S1 |
65.54 |
65.54 |
66.82 |
64.72 |
S2 |
63.90 |
63.90 |
66.45 |
|
S3 |
59.85 |
61.49 |
66.08 |
|
S4 |
55.80 |
57.44 |
64.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
69.27 |
66.30 |
2.97 |
4.3% |
1.42 |
2.1% |
81% |
True |
False |
40,217 |
10 |
70.35 |
66.30 |
4.05 |
5.9% |
1.27 |
1.8% |
60% |
False |
False |
33,729 |
20 |
70.35 |
63.28 |
7.07 |
10.3% |
1.23 |
1.8% |
77% |
False |
False |
28,304 |
40 |
70.35 |
63.28 |
7.07 |
10.3% |
1.26 |
1.8% |
77% |
False |
False |
26,000 |
60 |
70.35 |
62.16 |
8.19 |
11.9% |
1.39 |
2.0% |
80% |
False |
False |
27,543 |
80 |
70.35 |
62.16 |
8.19 |
11.9% |
1.35 |
2.0% |
80% |
False |
False |
25,367 |
100 |
70.35 |
62.16 |
8.19 |
11.9% |
1.31 |
1.9% |
80% |
False |
False |
22,894 |
120 |
70.35 |
59.34 |
11.01 |
16.0% |
1.28 |
1.9% |
85% |
False |
False |
20,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.28 |
2.618 |
74.82 |
1.618 |
72.70 |
1.000 |
71.39 |
0.618 |
70.58 |
HIGH |
69.27 |
0.618 |
68.46 |
0.500 |
68.21 |
0.382 |
67.96 |
LOW |
67.15 |
0.618 |
65.84 |
1.000 |
65.03 |
1.618 |
63.72 |
2.618 |
61.60 |
4.250 |
58.14 |
|
|
Fisher Pivots for day following 11-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
68.54 |
68.41 |
PP |
68.38 |
68.10 |
S1 |
68.21 |
67.80 |
|