NYMEX Light Sweet Crude Oil Future November 2018
| Trading Metrics calculated at close of trading on 04-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2018 |
04-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
69.64 |
69.49 |
-0.15 |
-0.2% |
68.20 |
| High |
69.91 |
70.98 |
1.07 |
1.5% |
70.07 |
| Low |
69.22 |
68.78 |
-0.44 |
-0.6% |
67.91 |
| Close |
69.37 |
69.56 |
0.19 |
0.3% |
69.37 |
| Range |
0.69 |
2.20 |
1.51 |
218.8% |
2.16 |
| ATR |
1.29 |
1.36 |
0.06 |
5.0% |
0.00 |
| Volume |
68,321 |
140,851 |
72,530 |
106.2% |
330,641 |
|
| Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.37 |
75.17 |
70.77 |
|
| R3 |
74.17 |
72.97 |
70.17 |
|
| R2 |
71.97 |
71.97 |
69.96 |
|
| R1 |
70.77 |
70.77 |
69.76 |
71.37 |
| PP |
69.77 |
69.77 |
69.77 |
70.08 |
| S1 |
68.57 |
68.57 |
69.36 |
69.17 |
| S2 |
67.57 |
67.57 |
69.16 |
|
| S3 |
65.37 |
66.37 |
68.96 |
|
| S4 |
63.17 |
64.17 |
68.35 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.60 |
74.64 |
70.56 |
|
| R3 |
73.44 |
72.48 |
69.96 |
|
| R2 |
71.28 |
71.28 |
69.77 |
|
| R1 |
70.32 |
70.32 |
69.57 |
70.80 |
| PP |
69.12 |
69.12 |
69.12 |
69.36 |
| S1 |
68.16 |
68.16 |
69.17 |
68.64 |
| S2 |
66.96 |
66.96 |
68.97 |
|
| S3 |
64.80 |
66.00 |
68.78 |
|
| S4 |
62.64 |
63.84 |
68.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.98 |
67.91 |
3.07 |
4.4% |
1.21 |
1.7% |
54% |
True |
False |
84,992 |
| 10 |
70.98 |
64.99 |
5.99 |
8.6% |
1.21 |
1.7% |
76% |
True |
False |
79,128 |
| 20 |
70.98 |
63.69 |
7.29 |
10.5% |
1.37 |
2.0% |
81% |
True |
False |
73,579 |
| 40 |
70.98 |
63.69 |
7.29 |
10.5% |
1.47 |
2.1% |
81% |
True |
False |
59,083 |
| 60 |
70.98 |
62.48 |
8.50 |
12.2% |
1.48 |
2.1% |
83% |
True |
False |
55,945 |
| 80 |
71.10 |
62.48 |
8.62 |
12.4% |
1.42 |
2.0% |
82% |
False |
False |
50,711 |
| 100 |
71.10 |
62.48 |
8.62 |
12.4% |
1.39 |
2.0% |
82% |
False |
False |
45,007 |
| 120 |
71.10 |
58.91 |
12.19 |
17.5% |
1.36 |
2.0% |
87% |
False |
False |
39,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.33 |
|
2.618 |
76.74 |
|
1.618 |
74.54 |
|
1.000 |
73.18 |
|
0.618 |
72.34 |
|
HIGH |
70.98 |
|
0.618 |
70.14 |
|
0.500 |
69.88 |
|
0.382 |
69.62 |
|
LOW |
68.78 |
|
0.618 |
67.42 |
|
1.000 |
66.58 |
|
1.618 |
65.22 |
|
2.618 |
63.02 |
|
4.250 |
59.43 |
|
|
| Fisher Pivots for day following 04-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
69.88 |
69.88 |
| PP |
69.77 |
69.77 |
| S1 |
69.67 |
69.67 |
|