NYMEX Light Sweet Crude Oil Future October 2018
| Trading Metrics calculated at close of trading on 19-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
68.80 |
69.71 |
0.91 |
1.3% |
67.82 |
| High |
70.42 |
71.50 |
1.08 |
1.5% |
71.26 |
| Low |
68.53 |
69.65 |
1.12 |
1.6% |
67.33 |
| Close |
69.85 |
71.12 |
1.27 |
1.8% |
68.99 |
| Range |
1.89 |
1.85 |
-0.04 |
-2.1% |
3.93 |
| ATR |
1.59 |
1.61 |
0.02 |
1.2% |
0.00 |
| Volume |
234,202 |
125,208 |
-108,994 |
-46.5% |
3,344,598 |
|
| Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.31 |
75.56 |
72.14 |
|
| R3 |
74.46 |
73.71 |
71.63 |
|
| R2 |
72.61 |
72.61 |
71.46 |
|
| R1 |
71.86 |
71.86 |
71.29 |
72.24 |
| PP |
70.76 |
70.76 |
70.76 |
70.94 |
| S1 |
70.01 |
70.01 |
70.95 |
70.39 |
| S2 |
68.91 |
68.91 |
70.78 |
|
| S3 |
67.06 |
68.16 |
70.61 |
|
| S4 |
65.21 |
66.31 |
70.10 |
|
|
| 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 |
71.50 |
67.94 |
3.56 |
5.0% |
1.77 |
2.5% |
89% |
True |
False |
415,543 |
| 10 |
71.50 |
66.86 |
4.64 |
6.5% |
1.76 |
2.5% |
92% |
True |
False |
529,102 |
| 20 |
71.50 |
65.98 |
5.52 |
7.8% |
1.50 |
2.1% |
93% |
True |
False |
514,567 |
| 40 |
71.50 |
63.89 |
7.61 |
10.7% |
1.50 |
2.1% |
95% |
True |
False |
351,485 |
| 60 |
71.50 |
63.89 |
7.61 |
10.7% |
1.59 |
2.2% |
95% |
True |
False |
267,861 |
| 80 |
71.50 |
62.60 |
8.90 |
12.5% |
1.57 |
2.2% |
96% |
True |
False |
220,806 |
| 100 |
71.63 |
62.60 |
9.03 |
12.7% |
1.53 |
2.2% |
94% |
False |
False |
185,800 |
| 120 |
71.63 |
60.55 |
11.08 |
15.6% |
1.49 |
2.1% |
95% |
False |
False |
159,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.36 |
|
2.618 |
76.34 |
|
1.618 |
74.49 |
|
1.000 |
73.35 |
|
0.618 |
72.64 |
|
HIGH |
71.50 |
|
0.618 |
70.79 |
|
0.500 |
70.58 |
|
0.382 |
70.36 |
|
LOW |
69.65 |
|
0.618 |
68.51 |
|
1.000 |
67.80 |
|
1.618 |
66.66 |
|
2.618 |
64.81 |
|
4.250 |
61.79 |
|
|
| Fisher Pivots for day following 19-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
70.94 |
70.75 |
| PP |
70.76 |
70.38 |
| S1 |
70.58 |
70.02 |
|