NYMEX Light Sweet Crude Oil Future March 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 |
66.96 |
66.81 |
-0.15 |
-0.2% |
68.29 |
High |
67.52 |
68.72 |
1.20 |
1.8% |
69.66 |
Low |
66.54 |
66.81 |
0.27 |
0.4% |
65.84 |
Close |
66.80 |
68.28 |
1.48 |
2.2% |
66.73 |
Range |
0.98 |
1.91 |
0.93 |
94.9% |
3.82 |
ATR |
1.20 |
1.25 |
0.05 |
4.3% |
0.00 |
Volume |
31,483 |
40,730 |
9,247 |
29.4% |
94,425 |
|
Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.67 |
72.88 |
69.33 |
|
R3 |
71.76 |
70.97 |
68.81 |
|
R2 |
69.85 |
69.85 |
68.63 |
|
R1 |
69.06 |
69.06 |
68.46 |
69.46 |
PP |
67.94 |
67.94 |
67.94 |
68.13 |
S1 |
67.15 |
67.15 |
68.10 |
67.55 |
S2 |
66.03 |
66.03 |
67.93 |
|
S3 |
64.12 |
65.24 |
67.75 |
|
S4 |
62.21 |
63.33 |
67.23 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.87 |
76.62 |
68.83 |
|
R3 |
75.05 |
72.80 |
67.78 |
|
R2 |
71.23 |
71.23 |
67.43 |
|
R1 |
68.98 |
68.98 |
67.08 |
68.20 |
PP |
67.41 |
67.41 |
67.41 |
67.02 |
S1 |
65.16 |
65.16 |
66.38 |
64.38 |
S2 |
63.59 |
63.59 |
66.03 |
|
S3 |
59.77 |
61.34 |
65.68 |
|
S4 |
55.95 |
57.52 |
64.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.72 |
65.84 |
2.88 |
4.2% |
1.33 |
2.0% |
85% |
True |
False |
27,052 |
10 |
69.66 |
65.84 |
3.82 |
5.6% |
1.19 |
1.7% |
64% |
False |
False |
23,506 |
20 |
69.66 |
62.83 |
6.83 |
10.0% |
1.16 |
1.7% |
80% |
False |
False |
19,745 |
40 |
69.66 |
62.83 |
6.83 |
10.0% |
1.17 |
1.7% |
80% |
False |
False |
17,173 |
60 |
69.66 |
61.69 |
7.97 |
11.7% |
1.27 |
1.9% |
83% |
False |
False |
17,847 |
80 |
69.66 |
61.69 |
7.97 |
11.7% |
1.24 |
1.8% |
83% |
False |
False |
17,507 |
100 |
69.66 |
61.69 |
7.97 |
11.7% |
1.20 |
1.8% |
83% |
False |
False |
16,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.84 |
2.618 |
73.72 |
1.618 |
71.81 |
1.000 |
70.63 |
0.618 |
69.90 |
HIGH |
68.72 |
0.618 |
67.99 |
0.500 |
67.77 |
0.382 |
67.54 |
LOW |
66.81 |
0.618 |
65.63 |
1.000 |
64.90 |
1.618 |
63.72 |
2.618 |
61.81 |
4.250 |
58.69 |
|
|
Fisher Pivots for day following 11-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
68.11 |
67.96 |
PP |
67.94 |
67.64 |
S1 |
67.77 |
67.33 |
|