NYMEX Light Sweet Crude Oil Future May 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 |
66.64 |
66.58 |
-0.06 |
-0.1% |
67.56 |
High |
67.05 |
67.97 |
0.92 |
1.4% |
68.90 |
Low |
66.18 |
66.49 |
0.31 |
0.5% |
65.52 |
Close |
66.43 |
67.86 |
1.43 |
2.2% |
66.28 |
Range |
0.87 |
1.48 |
0.61 |
70.1% |
3.38 |
ATR |
1.03 |
1.07 |
0.04 |
3.5% |
0.00 |
Volume |
3,471 |
7,379 |
3,908 |
112.6% |
16,912 |
|
Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.88 |
71.35 |
68.67 |
|
R3 |
70.40 |
69.87 |
68.27 |
|
R2 |
68.92 |
68.92 |
68.13 |
|
R1 |
68.39 |
68.39 |
68.00 |
68.66 |
PP |
67.44 |
67.44 |
67.44 |
67.57 |
S1 |
66.91 |
66.91 |
67.72 |
67.18 |
S2 |
65.96 |
65.96 |
67.59 |
|
S3 |
64.48 |
65.43 |
67.45 |
|
S4 |
63.00 |
63.95 |
67.05 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.04 |
75.04 |
68.14 |
|
R3 |
73.66 |
71.66 |
67.21 |
|
R2 |
70.28 |
70.28 |
66.90 |
|
R1 |
68.28 |
68.28 |
66.59 |
67.59 |
PP |
66.90 |
66.90 |
66.90 |
66.56 |
S1 |
64.90 |
64.90 |
65.97 |
64.21 |
S2 |
63.52 |
63.52 |
65.66 |
|
S3 |
60.14 |
61.52 |
65.35 |
|
S4 |
56.76 |
58.14 |
64.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
67.97 |
65.52 |
2.45 |
3.6% |
1.13 |
1.7% |
96% |
True |
False |
4,471 |
10 |
68.90 |
65.52 |
3.38 |
5.0% |
1.01 |
1.5% |
69% |
False |
False |
3,984 |
20 |
68.90 |
62.47 |
6.43 |
9.5% |
0.92 |
1.4% |
84% |
False |
False |
3,592 |
40 |
68.90 |
62.47 |
6.43 |
9.5% |
0.93 |
1.4% |
84% |
False |
False |
3,555 |
60 |
68.90 |
61.15 |
7.75 |
11.4% |
1.02 |
1.5% |
87% |
False |
False |
3,963 |
80 |
68.90 |
61.15 |
7.75 |
11.4% |
1.01 |
1.5% |
87% |
False |
False |
3,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.26 |
2.618 |
71.84 |
1.618 |
70.36 |
1.000 |
69.45 |
0.618 |
68.88 |
HIGH |
67.97 |
0.618 |
67.40 |
0.500 |
67.23 |
0.382 |
67.06 |
LOW |
66.49 |
0.618 |
65.58 |
1.000 |
65.01 |
1.618 |
64.10 |
2.618 |
62.62 |
4.250 |
60.20 |
|
|
Fisher Pivots for day following 11-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
67.65 |
67.49 |
PP |
67.44 |
67.12 |
S1 |
67.23 |
66.75 |
|