NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 26-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
71.71 |
71.66 |
-0.05 |
-0.1% |
68.56 |
High |
72.17 |
72.04 |
-0.13 |
-0.2% |
71.08 |
Low |
71.44 |
71.16 |
-0.28 |
-0.4% |
68.06 |
Close |
71.91 |
71.25 |
-0.66 |
-0.9% |
70.06 |
Range |
0.73 |
0.88 |
0.15 |
20.5% |
3.02 |
ATR |
1.41 |
1.37 |
-0.04 |
-2.7% |
0.00 |
Volume |
69,393 |
50,643 |
-18,750 |
-27.0% |
384,399 |
|
Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.12 |
73.57 |
71.73 |
|
R3 |
73.24 |
72.69 |
71.49 |
|
R2 |
72.36 |
72.36 |
71.41 |
|
R1 |
71.81 |
71.81 |
71.33 |
71.65 |
PP |
71.48 |
71.48 |
71.48 |
71.40 |
S1 |
70.93 |
70.93 |
71.17 |
70.77 |
S2 |
70.60 |
70.60 |
71.09 |
|
S3 |
69.72 |
70.05 |
71.01 |
|
S4 |
68.84 |
69.17 |
70.77 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.79 |
77.45 |
71.72 |
|
R3 |
75.77 |
74.43 |
70.89 |
|
R2 |
72.75 |
72.75 |
70.61 |
|
R1 |
71.41 |
71.41 |
70.34 |
72.08 |
PP |
69.73 |
69.73 |
69.73 |
70.07 |
S1 |
68.39 |
68.39 |
69.78 |
69.06 |
S2 |
66.71 |
66.71 |
69.51 |
|
S3 |
63.69 |
65.37 |
69.23 |
|
S4 |
60.67 |
62.35 |
68.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.17 |
69.37 |
2.80 |
3.9% |
1.19 |
1.7% |
67% |
False |
False |
88,078 |
10 |
72.17 |
67.65 |
4.52 |
6.3% |
1.39 |
1.9% |
80% |
False |
False |
66,276 |
20 |
72.17 |
66.30 |
5.87 |
8.2% |
1.36 |
1.9% |
84% |
False |
False |
52,797 |
40 |
72.17 |
63.28 |
8.89 |
12.5% |
1.33 |
1.9% |
90% |
False |
False |
38,121 |
60 |
72.17 |
63.28 |
8.89 |
12.5% |
1.37 |
1.9% |
90% |
False |
False |
34,745 |
80 |
72.17 |
62.16 |
10.01 |
14.0% |
1.37 |
1.9% |
91% |
False |
False |
32,381 |
100 |
72.17 |
62.16 |
10.01 |
14.0% |
1.34 |
1.9% |
91% |
False |
False |
29,249 |
120 |
72.17 |
60.05 |
12.12 |
17.0% |
1.30 |
1.8% |
92% |
False |
False |
26,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.78 |
2.618 |
74.34 |
1.618 |
73.46 |
1.000 |
72.92 |
0.618 |
72.58 |
HIGH |
72.04 |
0.618 |
71.70 |
0.500 |
71.60 |
0.382 |
71.50 |
LOW |
71.16 |
0.618 |
70.62 |
1.000 |
70.28 |
1.618 |
69.74 |
2.618 |
68.86 |
4.250 |
67.42 |
|
|
Fisher Pivots for day following 26-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
71.60 |
71.27 |
PP |
71.48 |
71.26 |
S1 |
71.37 |
71.26 |
|