NYMEX Light Sweet Crude Oil Future February 2019
Trading Metrics calculated at close of trading on 11-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
67.07 |
67.03 |
-0.04 |
-0.1% |
68.56 |
High |
67.75 |
68.99 |
1.24 |
1.8% |
69.97 |
Low |
66.76 |
66.97 |
0.21 |
0.3% |
66.03 |
Close |
67.00 |
68.50 |
1.50 |
2.2% |
66.96 |
Range |
0.99 |
2.02 |
1.03 |
104.0% |
3.94 |
ATR |
1.21 |
1.26 |
0.06 |
4.8% |
0.00 |
Volume |
26,731 |
35,780 |
9,049 |
33.9% |
82,116 |
|
Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.21 |
73.38 |
69.61 |
|
R3 |
72.19 |
71.36 |
69.06 |
|
R2 |
70.17 |
70.17 |
68.87 |
|
R1 |
69.34 |
69.34 |
68.69 |
69.76 |
PP |
68.15 |
68.15 |
68.15 |
68.36 |
S1 |
67.32 |
67.32 |
68.31 |
67.74 |
S2 |
66.13 |
66.13 |
68.13 |
|
S3 |
64.11 |
65.30 |
67.94 |
|
S4 |
62.09 |
63.28 |
67.39 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.47 |
77.16 |
69.13 |
|
R3 |
75.53 |
73.22 |
68.04 |
|
R2 |
71.59 |
71.59 |
67.68 |
|
R1 |
69.28 |
69.28 |
67.32 |
68.47 |
PP |
67.65 |
67.65 |
67.65 |
67.25 |
S1 |
65.34 |
65.34 |
66.60 |
64.53 |
S2 |
63.71 |
63.71 |
66.24 |
|
S3 |
59.77 |
61.40 |
65.88 |
|
S4 |
55.83 |
57.46 |
64.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.99 |
66.03 |
2.96 |
4.3% |
1.38 |
2.0% |
83% |
True |
False |
23,401 |
10 |
69.97 |
66.03 |
3.94 |
5.8% |
1.22 |
1.8% |
63% |
False |
False |
20,033 |
20 |
69.97 |
63.11 |
6.86 |
10.0% |
1.16 |
1.7% |
79% |
False |
False |
16,722 |
40 |
69.97 |
63.11 |
6.86 |
10.0% |
1.16 |
1.7% |
79% |
False |
False |
14,585 |
60 |
69.97 |
61.90 |
8.07 |
11.8% |
1.27 |
1.9% |
82% |
False |
False |
14,421 |
80 |
69.97 |
61.90 |
8.07 |
11.8% |
1.25 |
1.8% |
82% |
False |
False |
13,340 |
100 |
69.97 |
61.90 |
8.07 |
11.8% |
1.21 |
1.8% |
82% |
False |
False |
12,225 |
120 |
69.97 |
58.91 |
11.06 |
16.1% |
1.18 |
1.7% |
87% |
False |
False |
11,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.58 |
2.618 |
74.28 |
1.618 |
72.26 |
1.000 |
71.01 |
0.618 |
70.24 |
HIGH |
68.99 |
0.618 |
68.22 |
0.500 |
67.98 |
0.382 |
67.74 |
LOW |
66.97 |
0.618 |
65.72 |
1.000 |
64.95 |
1.618 |
63.70 |
2.618 |
61.68 |
4.250 |
58.39 |
|
|
Fisher Pivots for day following 11-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
68.33 |
68.19 |
PP |
68.15 |
67.87 |
S1 |
67.98 |
67.56 |
|