NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 28-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
71.65 |
71.86 |
0.21 |
0.3% |
70.36 |
High |
72.21 |
73.38 |
1.17 |
1.6% |
73.38 |
Low |
71.42 |
71.63 |
0.21 |
0.3% |
70.36 |
Close |
71.82 |
72.89 |
1.07 |
1.5% |
72.89 |
Range |
0.79 |
1.75 |
0.96 |
121.5% |
3.02 |
ATR |
1.34 |
1.37 |
0.03 |
2.2% |
0.00 |
Volume |
37,526 |
53,011 |
15,485 |
41.3% |
282,732 |
|
Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.88 |
77.14 |
73.85 |
|
R3 |
76.13 |
75.39 |
73.37 |
|
R2 |
74.38 |
74.38 |
73.21 |
|
R1 |
73.64 |
73.64 |
73.05 |
74.01 |
PP |
72.63 |
72.63 |
72.63 |
72.82 |
S1 |
71.89 |
71.89 |
72.73 |
72.26 |
S2 |
70.88 |
70.88 |
72.57 |
|
S3 |
69.13 |
70.14 |
72.41 |
|
S4 |
67.38 |
68.39 |
71.93 |
|
|
Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.27 |
80.10 |
74.55 |
|
R3 |
78.25 |
77.08 |
73.72 |
|
R2 |
75.23 |
75.23 |
73.44 |
|
R1 |
74.06 |
74.06 |
73.17 |
74.65 |
PP |
72.21 |
72.21 |
72.21 |
72.50 |
S1 |
71.04 |
71.04 |
72.61 |
71.63 |
S2 |
69.19 |
69.19 |
72.34 |
|
S3 |
66.17 |
68.02 |
72.06 |
|
S4 |
63.15 |
65.00 |
71.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.38 |
70.36 |
3.02 |
4.1% |
1.13 |
1.5% |
84% |
True |
False |
56,546 |
10 |
73.38 |
68.06 |
5.32 |
7.3% |
1.29 |
1.8% |
91% |
True |
False |
66,713 |
20 |
73.38 |
66.30 |
7.08 |
9.7% |
1.39 |
1.9% |
93% |
True |
False |
55,002 |
40 |
73.38 |
63.28 |
10.10 |
13.9% |
1.32 |
1.8% |
95% |
True |
False |
39,115 |
60 |
73.38 |
63.28 |
10.10 |
13.9% |
1.36 |
1.9% |
95% |
True |
False |
35,311 |
80 |
73.38 |
62.16 |
11.22 |
15.4% |
1.37 |
1.9% |
96% |
True |
False |
33,029 |
100 |
73.38 |
62.16 |
11.22 |
15.4% |
1.33 |
1.8% |
96% |
True |
False |
29,816 |
120 |
73.38 |
61.69 |
11.69 |
16.0% |
1.30 |
1.8% |
96% |
True |
False |
26,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.82 |
2.618 |
77.96 |
1.618 |
76.21 |
1.000 |
75.13 |
0.618 |
74.46 |
HIGH |
73.38 |
0.618 |
72.71 |
0.500 |
72.51 |
0.382 |
72.30 |
LOW |
71.63 |
0.618 |
70.55 |
1.000 |
69.88 |
1.618 |
68.80 |
2.618 |
67.05 |
4.250 |
64.19 |
|
|
Fisher Pivots for day following 28-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
72.76 |
72.68 |
PP |
72.63 |
72.48 |
S1 |
72.51 |
72.27 |
|