NYMEX Light Sweet Crude Oil Future October 2018
| Trading Metrics calculated at close of trading on 13-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
69.89 |
70.24 |
0.35 |
0.5% |
69.89 |
| High |
71.26 |
70.28 |
-0.98 |
-1.4% |
71.40 |
| Low |
69.50 |
68.35 |
-1.15 |
-1.7% |
66.86 |
| Close |
70.37 |
68.59 |
-1.78 |
-2.5% |
67.75 |
| Range |
1.76 |
1.93 |
0.17 |
9.7% |
4.54 |
| ATR |
1.54 |
1.57 |
0.03 |
2.3% |
0.00 |
| Volume |
800,543 |
684,937 |
-115,606 |
-14.4% |
2,492,804 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.86 |
73.66 |
69.65 |
|
| R3 |
72.93 |
71.73 |
69.12 |
|
| R2 |
71.00 |
71.00 |
68.94 |
|
| R1 |
69.80 |
69.80 |
68.77 |
69.44 |
| PP |
69.07 |
69.07 |
69.07 |
68.89 |
| S1 |
67.87 |
67.87 |
68.41 |
67.51 |
| S2 |
67.14 |
67.14 |
68.24 |
|
| S3 |
65.21 |
65.94 |
68.06 |
|
| S4 |
63.28 |
64.01 |
67.53 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.29 |
79.56 |
70.25 |
|
| R3 |
77.75 |
75.02 |
69.00 |
|
| R2 |
73.21 |
73.21 |
68.58 |
|
| R1 |
70.48 |
70.48 |
68.17 |
69.58 |
| PP |
68.67 |
68.67 |
68.67 |
68.22 |
| S1 |
65.94 |
65.94 |
67.33 |
65.04 |
| S2 |
64.13 |
64.13 |
66.92 |
|
| S3 |
59.59 |
61.40 |
66.50 |
|
| S4 |
55.05 |
56.86 |
65.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.26 |
66.86 |
4.40 |
6.4% |
1.73 |
2.5% |
39% |
False |
False |
652,883 |
| 10 |
71.40 |
66.86 |
4.54 |
6.6% |
1.57 |
2.3% |
38% |
False |
False |
609,165 |
| 20 |
71.40 |
63.89 |
7.51 |
10.9% |
1.36 |
2.0% |
63% |
False |
False |
518,762 |
| 40 |
71.40 |
63.89 |
7.51 |
10.9% |
1.46 |
2.1% |
63% |
False |
False |
326,346 |
| 60 |
71.40 |
63.45 |
7.95 |
11.6% |
1.59 |
2.3% |
65% |
False |
False |
255,057 |
| 80 |
71.63 |
62.60 |
9.03 |
13.2% |
1.56 |
2.3% |
66% |
False |
False |
206,408 |
| 100 |
71.63 |
62.60 |
9.03 |
13.2% |
1.50 |
2.2% |
66% |
False |
False |
173,221 |
| 120 |
71.63 |
60.55 |
11.08 |
16.2% |
1.47 |
2.1% |
73% |
False |
False |
148,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.48 |
|
2.618 |
75.33 |
|
1.618 |
73.40 |
|
1.000 |
72.21 |
|
0.618 |
71.47 |
|
HIGH |
70.28 |
|
0.618 |
69.54 |
|
0.500 |
69.32 |
|
0.382 |
69.09 |
|
LOW |
68.35 |
|
0.618 |
67.16 |
|
1.000 |
66.42 |
|
1.618 |
65.23 |
|
2.618 |
63.30 |
|
4.250 |
60.15 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
69.32 |
69.37 |
| PP |
69.07 |
69.11 |
| S1 |
68.83 |
68.85 |
|