NYMEX Light Sweet Crude Oil Future November 2018
| Trading Metrics calculated at close of trading on 14-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
70.02 |
68.63 |
-1.39 |
-2.0% |
67.64 |
| High |
70.04 |
69.70 |
-0.34 |
-0.5% |
70.89 |
| Low |
68.16 |
67.79 |
-0.37 |
-0.5% |
67.19 |
| Close |
68.41 |
68.77 |
0.36 |
0.5% |
68.77 |
| Range |
1.88 |
1.91 |
0.03 |
1.6% |
3.70 |
| ATR |
1.50 |
1.53 |
0.03 |
1.9% |
0.00 |
| Volume |
247,837 |
225,309 |
-22,528 |
-9.1% |
1,214,745 |
|
| Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.48 |
73.54 |
69.82 |
|
| R3 |
72.57 |
71.63 |
69.30 |
|
| R2 |
70.66 |
70.66 |
69.12 |
|
| R1 |
69.72 |
69.72 |
68.95 |
70.19 |
| PP |
68.75 |
68.75 |
68.75 |
68.99 |
| S1 |
67.81 |
67.81 |
68.59 |
68.28 |
| S2 |
66.84 |
66.84 |
68.42 |
|
| S3 |
64.93 |
65.90 |
68.24 |
|
| S4 |
63.02 |
63.99 |
67.72 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.05 |
78.11 |
70.81 |
|
| R3 |
76.35 |
74.41 |
69.79 |
|
| R2 |
72.65 |
72.65 |
69.45 |
|
| R1 |
70.71 |
70.71 |
69.11 |
71.68 |
| PP |
68.95 |
68.95 |
68.95 |
69.44 |
| S1 |
67.01 |
67.01 |
68.43 |
67.98 |
| S2 |
65.25 |
65.25 |
68.09 |
|
| S3 |
61.55 |
63.31 |
67.75 |
|
| S4 |
57.85 |
59.61 |
66.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.89 |
67.19 |
3.70 |
5.4% |
1.79 |
2.6% |
43% |
False |
False |
242,949 |
| 10 |
70.98 |
66.67 |
4.31 |
6.3% |
1.60 |
2.3% |
49% |
False |
False |
177,836 |
| 20 |
70.98 |
64.48 |
6.50 |
9.5% |
1.35 |
2.0% |
66% |
False |
False |
123,893 |
| 40 |
70.98 |
63.69 |
7.29 |
10.6% |
1.40 |
2.0% |
70% |
False |
False |
88,323 |
| 60 |
70.98 |
63.28 |
7.70 |
11.2% |
1.51 |
2.2% |
71% |
False |
False |
77,686 |
| 80 |
70.98 |
62.48 |
8.50 |
12.4% |
1.49 |
2.2% |
74% |
False |
False |
67,547 |
| 100 |
71.10 |
62.48 |
8.62 |
12.5% |
1.43 |
2.1% |
73% |
False |
False |
59,118 |
| 120 |
71.10 |
60.13 |
10.97 |
16.0% |
1.40 |
2.0% |
79% |
False |
False |
52,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.82 |
|
2.618 |
74.70 |
|
1.618 |
72.79 |
|
1.000 |
71.61 |
|
0.618 |
70.88 |
|
HIGH |
69.70 |
|
0.618 |
68.97 |
|
0.500 |
68.75 |
|
0.382 |
68.52 |
|
LOW |
67.79 |
|
0.618 |
66.61 |
|
1.000 |
65.88 |
|
1.618 |
64.70 |
|
2.618 |
62.79 |
|
4.250 |
59.67 |
|
|
| Fisher Pivots for day following 14-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
68.76 |
69.34 |
| PP |
68.75 |
69.15 |
| S1 |
68.75 |
68.96 |
|