NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 12-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
67.17 |
69.14 |
1.97 |
2.9% |
68.93 |
High |
69.27 |
70.37 |
1.10 |
1.6% |
70.35 |
Low |
67.15 |
68.82 |
1.67 |
2.5% |
66.30 |
Close |
68.71 |
69.88 |
1.17 |
1.7% |
67.19 |
Range |
2.12 |
1.55 |
-0.57 |
-26.9% |
4.05 |
ATR |
1.34 |
1.36 |
0.02 |
1.7% |
0.00 |
Volume |
63,897 |
81,074 |
17,177 |
26.9% |
135,238 |
|
Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.34 |
73.66 |
70.73 |
|
R3 |
72.79 |
72.11 |
70.31 |
|
R2 |
71.24 |
71.24 |
70.16 |
|
R1 |
70.56 |
70.56 |
70.02 |
70.90 |
PP |
69.69 |
69.69 |
69.69 |
69.86 |
S1 |
69.01 |
69.01 |
69.74 |
69.35 |
S2 |
68.14 |
68.14 |
69.60 |
|
S3 |
66.59 |
67.46 |
69.45 |
|
S4 |
65.04 |
65.91 |
69.03 |
|
|
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 |
70.37 |
66.30 |
4.07 |
5.8% |
1.54 |
2.2% |
88% |
True |
False |
50,824 |
10 |
70.37 |
66.30 |
4.07 |
5.8% |
1.34 |
1.9% |
88% |
True |
False |
39,318 |
20 |
70.37 |
63.28 |
7.09 |
10.1% |
1.23 |
1.8% |
93% |
True |
False |
30,908 |
40 |
70.37 |
63.28 |
7.09 |
10.1% |
1.28 |
1.8% |
93% |
True |
False |
27,417 |
60 |
70.37 |
62.78 |
7.59 |
10.9% |
1.38 |
2.0% |
94% |
True |
False |
28,698 |
80 |
70.37 |
62.16 |
8.21 |
11.7% |
1.36 |
2.0% |
94% |
True |
False |
26,228 |
100 |
70.37 |
62.16 |
8.21 |
11.7% |
1.32 |
1.9% |
94% |
True |
False |
23,645 |
120 |
70.37 |
59.34 |
11.03 |
15.8% |
1.28 |
1.8% |
96% |
True |
False |
21,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.96 |
2.618 |
74.43 |
1.618 |
72.88 |
1.000 |
71.92 |
0.618 |
71.33 |
HIGH |
70.37 |
0.618 |
69.78 |
0.500 |
69.60 |
0.382 |
69.41 |
LOW |
68.82 |
0.618 |
67.86 |
1.000 |
67.27 |
1.618 |
66.31 |
2.618 |
64.76 |
4.250 |
62.23 |
|
|
Fisher Pivots for day following 12-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
69.79 |
69.47 |
PP |
69.69 |
69.06 |
S1 |
69.60 |
68.66 |
|