NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 17-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
68.44 |
68.56 |
0.12 |
0.2% |
67.37 |
High |
69.40 |
69.25 |
-0.15 |
-0.2% |
70.37 |
Low |
67.65 |
68.14 |
0.49 |
0.7% |
66.94 |
Close |
68.54 |
68.47 |
-0.07 |
-0.1% |
68.54 |
Range |
1.75 |
1.11 |
-0.64 |
-36.6% |
3.43 |
ATR |
1.42 |
1.40 |
-0.02 |
-1.6% |
0.00 |
Volume |
33,824 |
35,722 |
1,898 |
5.6% |
273,304 |
|
Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.95 |
71.32 |
69.08 |
|
R3 |
70.84 |
70.21 |
68.78 |
|
R2 |
69.73 |
69.73 |
68.67 |
|
R1 |
69.10 |
69.10 |
68.57 |
68.86 |
PP |
68.62 |
68.62 |
68.62 |
68.50 |
S1 |
67.99 |
67.99 |
68.37 |
67.75 |
S2 |
67.51 |
67.51 |
68.27 |
|
S3 |
66.40 |
66.88 |
68.16 |
|
S4 |
65.29 |
65.77 |
67.86 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.91 |
77.15 |
70.43 |
|
R3 |
75.48 |
73.72 |
69.48 |
|
R2 |
72.05 |
72.05 |
69.17 |
|
R1 |
70.29 |
70.29 |
68.85 |
71.17 |
PP |
68.62 |
68.62 |
68.62 |
69.06 |
S1 |
66.86 |
66.86 |
68.23 |
67.74 |
S2 |
65.19 |
65.19 |
67.91 |
|
S3 |
61.76 |
63.43 |
67.60 |
|
S4 |
58.33 |
60.00 |
66.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
70.37 |
67.15 |
3.22 |
4.7% |
1.66 |
2.4% |
41% |
False |
False |
53,371 |
10 |
70.37 |
66.30 |
4.07 |
5.9% |
1.53 |
2.2% |
53% |
False |
False |
44,426 |
20 |
70.37 |
64.07 |
6.30 |
9.2% |
1.26 |
1.8% |
70% |
False |
False |
33,527 |
40 |
70.37 |
63.28 |
7.09 |
10.4% |
1.29 |
1.9% |
73% |
False |
False |
28,711 |
60 |
70.37 |
63.28 |
7.09 |
10.4% |
1.40 |
2.1% |
73% |
False |
False |
29,577 |
80 |
70.37 |
62.16 |
8.21 |
12.0% |
1.39 |
2.0% |
77% |
False |
False |
27,367 |
100 |
70.37 |
62.16 |
8.21 |
12.0% |
1.33 |
1.9% |
77% |
False |
False |
24,519 |
120 |
70.37 |
59.34 |
11.03 |
16.1% |
1.29 |
1.9% |
83% |
False |
False |
22,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.97 |
2.618 |
72.16 |
1.618 |
71.05 |
1.000 |
70.36 |
0.618 |
69.94 |
HIGH |
69.25 |
0.618 |
68.83 |
0.500 |
68.70 |
0.382 |
68.56 |
LOW |
68.14 |
0.618 |
67.45 |
1.000 |
67.03 |
1.618 |
66.34 |
2.618 |
65.23 |
4.250 |
63.42 |
|
|
Fisher Pivots for day following 17-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
68.70 |
68.69 |
PP |
68.62 |
68.62 |
S1 |
68.55 |
68.54 |
|