NYMEX Light Sweet Crude Oil Future November 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 |
69.61 |
70.02 |
0.41 |
0.6% |
69.49 |
| High |
70.89 |
70.04 |
-0.85 |
-1.2% |
70.98 |
| Low |
69.24 |
68.16 |
-1.08 |
-1.6% |
66.67 |
| Close |
70.16 |
68.41 |
-1.75 |
-2.5% |
67.55 |
| Range |
1.65 |
1.88 |
0.23 |
13.9% |
4.31 |
| ATR |
1.47 |
1.50 |
0.04 |
2.6% |
0.00 |
| Volume |
311,694 |
247,837 |
-63,857 |
-20.5% |
495,300 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.51 |
73.34 |
69.44 |
|
| R3 |
72.63 |
71.46 |
68.93 |
|
| R2 |
70.75 |
70.75 |
68.75 |
|
| R1 |
69.58 |
69.58 |
68.58 |
69.23 |
| PP |
68.87 |
68.87 |
68.87 |
68.69 |
| S1 |
67.70 |
67.70 |
68.24 |
67.35 |
| S2 |
66.99 |
66.99 |
68.07 |
|
| S3 |
65.11 |
65.82 |
67.89 |
|
| S4 |
63.23 |
63.94 |
67.38 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.33 |
78.75 |
69.92 |
|
| R3 |
77.02 |
74.44 |
68.74 |
|
| R2 |
72.71 |
72.71 |
68.34 |
|
| R1 |
70.13 |
70.13 |
67.95 |
69.27 |
| PP |
68.40 |
68.40 |
68.40 |
67.97 |
| S1 |
65.82 |
65.82 |
67.15 |
64.96 |
| S2 |
64.09 |
64.09 |
66.76 |
|
| S3 |
59.78 |
61.51 |
66.36 |
|
| S4 |
55.47 |
57.20 |
65.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.89 |
66.67 |
4.22 |
6.2% |
1.64 |
2.4% |
41% |
False |
False |
222,223 |
| 10 |
70.98 |
66.67 |
4.31 |
6.3% |
1.50 |
2.2% |
40% |
False |
False |
163,879 |
| 20 |
70.98 |
63.69 |
7.29 |
10.7% |
1.31 |
1.9% |
65% |
False |
False |
115,429 |
| 40 |
70.98 |
63.69 |
7.29 |
10.7% |
1.40 |
2.0% |
65% |
False |
False |
83,884 |
| 60 |
70.98 |
63.28 |
7.70 |
11.3% |
1.50 |
2.2% |
67% |
False |
False |
74,635 |
| 80 |
71.10 |
62.48 |
8.62 |
12.6% |
1.48 |
2.2% |
69% |
False |
False |
65,199 |
| 100 |
71.10 |
62.48 |
8.62 |
12.6% |
1.42 |
2.1% |
69% |
False |
False |
57,132 |
| 120 |
71.10 |
60.13 |
10.97 |
16.0% |
1.39 |
2.0% |
75% |
False |
False |
50,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.03 |
|
2.618 |
74.96 |
|
1.618 |
73.08 |
|
1.000 |
71.92 |
|
0.618 |
71.20 |
|
HIGH |
70.04 |
|
0.618 |
69.32 |
|
0.500 |
69.10 |
|
0.382 |
68.88 |
|
LOW |
68.16 |
|
0.618 |
67.00 |
|
1.000 |
66.28 |
|
1.618 |
65.12 |
|
2.618 |
63.24 |
|
4.250 |
60.17 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
69.10 |
69.13 |
| PP |
68.87 |
68.89 |
| S1 |
68.64 |
68.65 |
|