NYMEX Light Sweet Crude Oil Future October 2018
| Trading Metrics calculated at close of trading on 18-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
68.93 |
68.80 |
-0.13 |
-0.2% |
67.82 |
| High |
69.72 |
70.42 |
0.70 |
1.0% |
71.26 |
| Low |
68.53 |
68.53 |
0.00 |
0.0% |
67.33 |
| Close |
68.91 |
69.85 |
0.94 |
1.4% |
68.99 |
| Range |
1.19 |
1.89 |
0.70 |
58.8% |
3.93 |
| ATR |
1.57 |
1.59 |
0.02 |
1.5% |
0.00 |
| Volume |
422,294 |
234,202 |
-188,092 |
-44.5% |
3,344,598 |
|
| Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.27 |
74.45 |
70.89 |
|
| R3 |
73.38 |
72.56 |
70.37 |
|
| R2 |
71.49 |
71.49 |
70.20 |
|
| R1 |
70.67 |
70.67 |
70.02 |
71.08 |
| PP |
69.60 |
69.60 |
69.60 |
69.81 |
| S1 |
68.78 |
68.78 |
69.68 |
69.19 |
| S2 |
67.71 |
67.71 |
69.50 |
|
| S3 |
65.82 |
66.89 |
69.33 |
|
| S4 |
63.93 |
65.00 |
68.81 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.98 |
78.92 |
71.15 |
|
| R3 |
77.05 |
74.99 |
70.07 |
|
| R2 |
73.12 |
73.12 |
69.71 |
|
| R1 |
71.06 |
71.06 |
69.35 |
72.09 |
| PP |
69.19 |
69.19 |
69.19 |
69.71 |
| S1 |
67.13 |
67.13 |
68.63 |
68.16 |
| S2 |
65.26 |
65.26 |
68.27 |
|
| S3 |
61.33 |
63.20 |
67.91 |
|
| S4 |
57.40 |
59.27 |
66.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.26 |
67.94 |
3.32 |
4.8% |
1.75 |
2.5% |
58% |
False |
False |
550,610 |
| 10 |
71.26 |
66.86 |
4.40 |
6.3% |
1.67 |
2.4% |
68% |
False |
False |
570,791 |
| 20 |
71.40 |
65.31 |
6.09 |
8.7% |
1.47 |
2.1% |
75% |
False |
False |
530,165 |
| 40 |
71.40 |
63.89 |
7.51 |
10.8% |
1.48 |
2.1% |
79% |
False |
False |
350,371 |
| 60 |
71.40 |
63.89 |
7.51 |
10.8% |
1.58 |
2.3% |
79% |
False |
False |
268,482 |
| 80 |
71.40 |
62.60 |
8.80 |
12.6% |
1.59 |
2.3% |
82% |
False |
False |
220,284 |
| 100 |
71.63 |
62.60 |
9.03 |
12.9% |
1.52 |
2.2% |
80% |
False |
False |
184,761 |
| 120 |
71.63 |
60.55 |
11.08 |
15.9% |
1.48 |
2.1% |
84% |
False |
False |
158,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.45 |
|
2.618 |
75.37 |
|
1.618 |
73.48 |
|
1.000 |
72.31 |
|
0.618 |
71.59 |
|
HIGH |
70.42 |
|
0.618 |
69.70 |
|
0.500 |
69.48 |
|
0.382 |
69.25 |
|
LOW |
68.53 |
|
0.618 |
67.36 |
|
1.000 |
66.64 |
|
1.618 |
65.47 |
|
2.618 |
63.58 |
|
4.250 |
60.50 |
|
|
| Fisher Pivots for day following 18-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
69.73 |
69.63 |
| PP |
69.60 |
69.40 |
| S1 |
69.48 |
69.18 |
|