NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 01-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2018 |
01-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
71.86 |
72.98 |
1.12 |
1.6% |
70.36 |
High |
73.38 |
75.42 |
2.04 |
2.8% |
73.38 |
Low |
71.63 |
72.61 |
0.98 |
1.4% |
70.36 |
Close |
72.89 |
75.00 |
2.11 |
2.9% |
72.89 |
Range |
1.75 |
2.81 |
1.06 |
60.6% |
3.02 |
ATR |
1.37 |
1.47 |
0.10 |
7.5% |
0.00 |
Volume |
53,011 |
49,700 |
-3,311 |
-6.2% |
282,732 |
|
Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.77 |
81.70 |
76.55 |
|
R3 |
79.96 |
78.89 |
75.77 |
|
R2 |
77.15 |
77.15 |
75.52 |
|
R1 |
76.08 |
76.08 |
75.26 |
76.62 |
PP |
74.34 |
74.34 |
74.34 |
74.61 |
S1 |
73.27 |
73.27 |
74.74 |
73.81 |
S2 |
71.53 |
71.53 |
74.48 |
|
S3 |
68.72 |
70.46 |
74.23 |
|
S4 |
65.91 |
67.65 |
73.45 |
|
|
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 |
75.42 |
71.16 |
4.26 |
5.7% |
1.39 |
1.9% |
90% |
True |
False |
52,054 |
10 |
75.42 |
68.06 |
7.36 |
9.8% |
1.46 |
1.9% |
94% |
True |
False |
68,110 |
20 |
75.42 |
66.30 |
9.12 |
12.2% |
1.50 |
2.0% |
95% |
True |
False |
56,268 |
40 |
75.42 |
63.28 |
12.14 |
16.2% |
1.36 |
1.8% |
97% |
True |
False |
39,954 |
60 |
75.42 |
63.28 |
12.14 |
16.2% |
1.39 |
1.9% |
97% |
True |
False |
35,743 |
80 |
75.42 |
62.16 |
13.26 |
17.7% |
1.40 |
1.9% |
97% |
True |
False |
33,349 |
100 |
75.42 |
62.16 |
13.26 |
17.7% |
1.34 |
1.8% |
97% |
True |
False |
30,134 |
120 |
75.42 |
62.16 |
13.26 |
17.7% |
1.31 |
1.7% |
97% |
True |
False |
27,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.36 |
2.618 |
82.78 |
1.618 |
79.97 |
1.000 |
78.23 |
0.618 |
77.16 |
HIGH |
75.42 |
0.618 |
74.35 |
0.500 |
74.02 |
0.382 |
73.68 |
LOW |
72.61 |
0.618 |
70.87 |
1.000 |
69.80 |
1.618 |
68.06 |
2.618 |
65.25 |
4.250 |
60.67 |
|
|
Fisher Pivots for day following 01-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
74.67 |
74.47 |
PP |
74.34 |
73.95 |
S1 |
74.02 |
73.42 |
|