NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 27-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
71.66 |
71.65 |
-0.01 |
0.0% |
68.56 |
High |
72.04 |
72.21 |
0.17 |
0.2% |
71.08 |
Low |
71.16 |
71.42 |
0.26 |
0.4% |
68.06 |
Close |
71.25 |
71.82 |
0.57 |
0.8% |
70.06 |
Range |
0.88 |
0.79 |
-0.09 |
-10.2% |
3.02 |
ATR |
1.37 |
1.34 |
-0.03 |
-2.1% |
0.00 |
Volume |
50,643 |
37,526 |
-13,117 |
-25.9% |
384,399 |
|
Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.19 |
73.79 |
72.25 |
|
R3 |
73.40 |
73.00 |
72.04 |
|
R2 |
72.61 |
72.61 |
71.96 |
|
R1 |
72.21 |
72.21 |
71.89 |
72.41 |
PP |
71.82 |
71.82 |
71.82 |
71.92 |
S1 |
71.42 |
71.42 |
71.75 |
71.62 |
S2 |
71.03 |
71.03 |
71.68 |
|
S3 |
70.24 |
70.63 |
71.60 |
|
S4 |
69.45 |
69.84 |
71.39 |
|
|
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 |
72.21 |
69.37 |
2.84 |
4.0% |
1.12 |
1.6% |
86% |
True |
False |
81,016 |
10 |
72.21 |
67.65 |
4.56 |
6.3% |
1.29 |
1.8% |
91% |
True |
False |
64,794 |
20 |
72.21 |
66.30 |
5.91 |
8.2% |
1.34 |
1.9% |
93% |
True |
False |
53,680 |
40 |
72.21 |
63.28 |
8.93 |
12.4% |
1.32 |
1.8% |
96% |
True |
False |
38,320 |
60 |
72.21 |
63.28 |
8.93 |
12.4% |
1.36 |
1.9% |
96% |
True |
False |
34,999 |
80 |
72.21 |
62.16 |
10.05 |
14.0% |
1.37 |
1.9% |
96% |
True |
False |
32,519 |
100 |
72.21 |
62.16 |
10.05 |
14.0% |
1.33 |
1.9% |
96% |
True |
False |
29,463 |
120 |
72.21 |
60.69 |
11.52 |
16.0% |
1.30 |
1.8% |
97% |
True |
False |
26,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.57 |
2.618 |
74.28 |
1.618 |
73.49 |
1.000 |
73.00 |
0.618 |
72.70 |
HIGH |
72.21 |
0.618 |
71.91 |
0.500 |
71.82 |
0.382 |
71.72 |
LOW |
71.42 |
0.618 |
70.93 |
1.000 |
70.63 |
1.618 |
70.14 |
2.618 |
69.35 |
4.250 |
68.06 |
|
|
Fisher Pivots for day following 27-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
71.82 |
71.78 |
PP |
71.82 |
71.73 |
S1 |
71.82 |
71.69 |
|