NYMEX Light Sweet Crude Oil Future October 2018
| Trading Metrics calculated at close of trading on 05-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2018 |
05-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
69.89 |
69.43 |
-0.46 |
-0.7% |
68.57 |
| High |
71.40 |
69.59 |
-1.81 |
-2.5% |
70.50 |
| Low |
69.08 |
68.56 |
-0.52 |
-0.8% |
68.21 |
| Close |
69.87 |
68.72 |
-1.15 |
-1.6% |
69.80 |
| Range |
2.32 |
1.03 |
-1.29 |
-55.6% |
2.29 |
| ATR |
1.42 |
1.41 |
-0.01 |
-0.5% |
0.00 |
| Volume |
785,981 |
542,104 |
-243,877 |
-31.0% |
2,121,863 |
|
| Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.05 |
71.41 |
69.29 |
|
| R3 |
71.02 |
70.38 |
69.00 |
|
| R2 |
69.99 |
69.99 |
68.91 |
|
| R1 |
69.35 |
69.35 |
68.81 |
69.16 |
| PP |
68.96 |
68.96 |
68.96 |
68.86 |
| S1 |
68.32 |
68.32 |
68.63 |
68.13 |
| S2 |
67.93 |
67.93 |
68.53 |
|
| S3 |
66.90 |
67.29 |
68.44 |
|
| S4 |
65.87 |
66.26 |
68.15 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.37 |
75.38 |
71.06 |
|
| R3 |
74.08 |
73.09 |
70.43 |
|
| R2 |
71.79 |
71.79 |
70.22 |
|
| R1 |
70.80 |
70.80 |
70.01 |
71.30 |
| PP |
69.50 |
69.50 |
69.50 |
69.75 |
| S1 |
68.51 |
68.51 |
69.59 |
69.01 |
| S2 |
67.21 |
67.21 |
69.38 |
|
| S3 |
64.92 |
66.22 |
69.17 |
|
| S4 |
62.63 |
63.93 |
68.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.40 |
68.37 |
3.03 |
4.4% |
1.28 |
1.9% |
12% |
False |
False |
538,100 |
| 10 |
71.40 |
65.98 |
5.42 |
7.9% |
1.25 |
1.8% |
51% |
False |
False |
500,033 |
| 20 |
71.40 |
63.89 |
7.51 |
10.9% |
1.41 |
2.1% |
64% |
False |
False |
385,401 |
| 40 |
71.40 |
63.89 |
7.51 |
10.9% |
1.53 |
2.2% |
64% |
False |
False |
244,509 |
| 60 |
71.40 |
62.60 |
8.80 |
12.8% |
1.57 |
2.3% |
70% |
False |
False |
195,257 |
| 80 |
71.63 |
62.60 |
9.03 |
13.1% |
1.51 |
2.2% |
68% |
False |
False |
161,249 |
| 100 |
71.63 |
62.60 |
9.03 |
13.1% |
1.47 |
2.1% |
68% |
False |
False |
136,248 |
| 120 |
71.63 |
59.48 |
12.15 |
17.7% |
1.45 |
2.1% |
76% |
False |
False |
117,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.97 |
|
2.618 |
72.29 |
|
1.618 |
71.26 |
|
1.000 |
70.62 |
|
0.618 |
70.23 |
|
HIGH |
69.59 |
|
0.618 |
69.20 |
|
0.500 |
69.08 |
|
0.382 |
68.95 |
|
LOW |
68.56 |
|
0.618 |
67.92 |
|
1.000 |
67.53 |
|
1.618 |
66.89 |
|
2.618 |
65.86 |
|
4.250 |
64.18 |
|
|
| Fisher Pivots for day following 05-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
69.08 |
69.98 |
| PP |
68.96 |
69.56 |
| S1 |
68.84 |
69.14 |
|