NYMEX Light Sweet Crude Oil Future March 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 |
71.27 |
71.46 |
0.19 |
0.3% |
70.00 |
| High |
71.82 |
73.00 |
1.18 |
1.6% |
73.00 |
| Low |
71.09 |
71.33 |
0.24 |
0.3% |
70.00 |
| Close |
71.46 |
72.51 |
1.05 |
1.5% |
72.51 |
| Range |
0.73 |
1.67 |
0.94 |
128.8% |
3.00 |
| ATR |
1.25 |
1.28 |
0.03 |
2.4% |
0.00 |
| Volume |
17,421 |
30,102 |
12,681 |
72.8% |
139,876 |
|
| Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.29 |
76.57 |
73.43 |
|
| R3 |
75.62 |
74.90 |
72.97 |
|
| R2 |
73.95 |
73.95 |
72.82 |
|
| R1 |
73.23 |
73.23 |
72.66 |
73.59 |
| PP |
72.28 |
72.28 |
72.28 |
72.46 |
| S1 |
71.56 |
71.56 |
72.36 |
71.92 |
| S2 |
70.61 |
70.61 |
72.20 |
|
| S3 |
68.94 |
69.89 |
72.05 |
|
| S4 |
67.27 |
68.22 |
71.59 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.84 |
79.67 |
74.16 |
|
| R3 |
77.84 |
76.67 |
73.34 |
|
| R2 |
74.84 |
74.84 |
73.06 |
|
| R1 |
73.67 |
73.67 |
72.79 |
74.26 |
| PP |
71.84 |
71.84 |
71.84 |
72.13 |
| S1 |
70.67 |
70.67 |
72.24 |
71.26 |
| S2 |
68.84 |
68.84 |
71.96 |
|
| S3 |
65.84 |
67.67 |
71.69 |
|
| S4 |
62.84 |
64.67 |
70.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.00 |
70.00 |
3.00 |
4.1% |
1.05 |
1.5% |
84% |
True |
False |
27,975 |
| 10 |
73.00 |
67.75 |
5.25 |
7.2% |
1.19 |
1.6% |
91% |
True |
False |
35,570 |
| 20 |
73.00 |
65.84 |
7.16 |
9.9% |
1.28 |
1.8% |
93% |
True |
False |
34,073 |
| 40 |
73.00 |
62.83 |
10.17 |
14.0% |
1.23 |
1.7% |
95% |
True |
False |
25,323 |
| 60 |
73.00 |
62.83 |
10.17 |
14.0% |
1.25 |
1.7% |
95% |
True |
False |
22,181 |
| 80 |
73.00 |
61.69 |
11.31 |
15.6% |
1.26 |
1.7% |
96% |
True |
False |
21,186 |
| 100 |
73.00 |
61.69 |
11.31 |
15.6% |
1.22 |
1.7% |
96% |
True |
False |
19,749 |
| 120 |
73.00 |
60.69 |
12.31 |
17.0% |
1.20 |
1.7% |
96% |
True |
False |
18,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.10 |
|
2.618 |
77.37 |
|
1.618 |
75.70 |
|
1.000 |
74.67 |
|
0.618 |
74.03 |
|
HIGH |
73.00 |
|
0.618 |
72.36 |
|
0.500 |
72.17 |
|
0.382 |
71.97 |
|
LOW |
71.33 |
|
0.618 |
70.30 |
|
1.000 |
69.66 |
|
1.618 |
68.63 |
|
2.618 |
66.96 |
|
4.250 |
64.23 |
|
|
| Fisher Pivots for day following 28-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
72.40 |
72.31 |
| PP |
72.28 |
72.11 |
| S1 |
72.17 |
71.91 |
|