NYMEX Light Sweet Crude Oil Future June 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 |
66.37 |
66.24 |
-0.13 |
-0.2% |
67.41 |
High |
66.87 |
68.07 |
1.20 |
1.8% |
68.74 |
Low |
65.94 |
66.21 |
0.27 |
0.4% |
65.16 |
Close |
66.20 |
67.63 |
1.43 |
2.2% |
66.04 |
Range |
0.93 |
1.86 |
0.93 |
100.0% |
3.58 |
ATR |
1.15 |
1.20 |
0.05 |
4.4% |
0.00 |
Volume |
30,646 |
43,510 |
12,864 |
42.0% |
139,895 |
|
Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.88 |
72.12 |
68.65 |
|
R3 |
71.02 |
70.26 |
68.14 |
|
R2 |
69.16 |
69.16 |
67.97 |
|
R1 |
68.40 |
68.40 |
67.80 |
68.78 |
PP |
67.30 |
67.30 |
67.30 |
67.50 |
S1 |
66.54 |
66.54 |
67.46 |
66.92 |
S2 |
65.44 |
65.44 |
67.29 |
|
S3 |
63.58 |
64.68 |
67.12 |
|
S4 |
61.72 |
62.82 |
66.61 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.39 |
75.29 |
68.01 |
|
R3 |
73.81 |
71.71 |
67.02 |
|
R2 |
70.23 |
70.23 |
66.70 |
|
R1 |
68.13 |
68.13 |
66.37 |
67.39 |
PP |
66.65 |
66.65 |
66.65 |
66.28 |
S1 |
64.55 |
64.55 |
65.71 |
63.81 |
S2 |
63.07 |
63.07 |
65.38 |
|
S3 |
59.49 |
60.97 |
65.06 |
|
S4 |
55.91 |
57.39 |
64.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.07 |
65.16 |
2.91 |
4.3% |
1.28 |
1.9% |
85% |
True |
False |
34,592 |
10 |
68.74 |
65.16 |
3.58 |
5.3% |
1.14 |
1.7% |
69% |
False |
False |
30,067 |
20 |
68.74 |
62.22 |
6.52 |
9.6% |
1.12 |
1.6% |
83% |
False |
False |
24,907 |
40 |
68.74 |
62.22 |
6.52 |
9.6% |
1.15 |
1.7% |
83% |
False |
False |
22,979 |
60 |
68.74 |
60.86 |
7.88 |
11.7% |
1.25 |
1.9% |
86% |
False |
False |
25,881 |
80 |
68.74 |
60.86 |
7.88 |
11.7% |
1.23 |
1.8% |
86% |
False |
False |
25,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.98 |
2.618 |
72.94 |
1.618 |
71.08 |
1.000 |
69.93 |
0.618 |
69.22 |
HIGH |
68.07 |
0.618 |
67.36 |
0.500 |
67.14 |
0.382 |
66.92 |
LOW |
66.21 |
0.618 |
65.06 |
1.000 |
64.35 |
1.618 |
63.20 |
2.618 |
61.34 |
4.250 |
58.31 |
|
|
Fisher Pivots for day following 11-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
67.47 |
67.32 |
PP |
67.30 |
67.00 |
S1 |
67.14 |
66.69 |
|