NYMEX Light Sweet Crude Oil Future May 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 |
71.12 |
72.41 |
1.29 |
1.8% |
69.67 |
High |
72.47 |
74.55 |
2.08 |
2.9% |
72.47 |
Low |
71.09 |
72.04 |
0.95 |
1.3% |
69.67 |
Close |
72.09 |
74.28 |
2.19 |
3.0% |
72.09 |
Range |
1.38 |
2.51 |
1.13 |
81.9% |
2.80 |
ATR |
1.10 |
1.20 |
0.10 |
9.1% |
0.00 |
Volume |
10,117 |
14,566 |
4,449 |
44.0% |
30,167 |
|
Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.15 |
80.23 |
75.66 |
|
R3 |
78.64 |
77.72 |
74.97 |
|
R2 |
76.13 |
76.13 |
74.74 |
|
R1 |
75.21 |
75.21 |
74.51 |
75.67 |
PP |
73.62 |
73.62 |
73.62 |
73.86 |
S1 |
72.70 |
72.70 |
74.05 |
73.16 |
S2 |
71.11 |
71.11 |
73.82 |
|
S3 |
68.60 |
70.19 |
73.59 |
|
S4 |
66.09 |
67.68 |
72.90 |
|
|
Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.81 |
78.75 |
73.63 |
|
R3 |
77.01 |
75.95 |
72.86 |
|
R2 |
74.21 |
74.21 |
72.60 |
|
R1 |
73.15 |
73.15 |
72.35 |
73.68 |
PP |
71.41 |
71.41 |
71.41 |
71.68 |
S1 |
70.35 |
70.35 |
71.83 |
70.88 |
S2 |
68.61 |
68.61 |
71.58 |
|
S3 |
65.81 |
67.55 |
71.32 |
|
S4 |
63.01 |
64.75 |
70.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.55 |
70.48 |
4.07 |
5.5% |
1.10 |
1.5% |
93% |
True |
False |
7,864 |
10 |
74.55 |
67.49 |
7.06 |
9.5% |
1.15 |
1.5% |
96% |
True |
False |
7,748 |
20 |
74.55 |
65.52 |
9.03 |
12.2% |
1.16 |
1.6% |
97% |
True |
False |
7,152 |
40 |
74.55 |
62.47 |
12.08 |
16.3% |
1.04 |
1.4% |
98% |
True |
False |
5,360 |
60 |
74.55 |
62.47 |
12.08 |
16.3% |
1.03 |
1.4% |
98% |
True |
False |
4,912 |
80 |
74.55 |
61.15 |
13.40 |
18.0% |
1.04 |
1.4% |
98% |
True |
False |
4,669 |
100 |
74.55 |
61.15 |
13.40 |
18.0% |
1.01 |
1.4% |
98% |
True |
False |
4,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.22 |
2.618 |
81.12 |
1.618 |
78.61 |
1.000 |
77.06 |
0.618 |
76.10 |
HIGH |
74.55 |
0.618 |
73.59 |
0.500 |
73.30 |
0.382 |
73.00 |
LOW |
72.04 |
0.618 |
70.49 |
1.000 |
69.53 |
1.618 |
67.98 |
2.618 |
65.47 |
4.250 |
61.37 |
|
|
Fisher Pivots for day following 01-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
73.95 |
73.74 |
PP |
73.62 |
73.21 |
S1 |
73.30 |
72.67 |
|