NYMEX Light Sweet Crude Oil Future December 2018
| Trading Metrics calculated at close of trading on 11-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
67.47 |
67.28 |
-0.19 |
-0.3% |
69.17 |
| High |
68.19 |
69.53 |
1.34 |
2.0% |
70.64 |
| Low |
67.09 |
67.28 |
0.19 |
0.3% |
66.50 |
| Close |
67.31 |
68.89 |
1.58 |
2.3% |
67.39 |
| Range |
1.10 |
2.25 |
1.15 |
104.5% |
4.14 |
| ATR |
1.33 |
1.40 |
0.07 |
4.9% |
0.00 |
| Volume |
118,670 |
166,178 |
47,508 |
40.0% |
392,324 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.32 |
74.35 |
70.13 |
|
| R3 |
73.07 |
72.10 |
69.51 |
|
| R2 |
70.82 |
70.82 |
69.30 |
|
| R1 |
69.85 |
69.85 |
69.10 |
70.34 |
| PP |
68.57 |
68.57 |
68.57 |
68.81 |
| S1 |
67.60 |
67.60 |
68.68 |
68.09 |
| S2 |
66.32 |
66.32 |
68.48 |
|
| S3 |
64.07 |
65.35 |
68.27 |
|
| S4 |
61.82 |
63.10 |
67.65 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.60 |
78.13 |
69.67 |
|
| R3 |
76.46 |
73.99 |
68.53 |
|
| R2 |
72.32 |
72.32 |
68.15 |
|
| R1 |
69.85 |
69.85 |
67.77 |
69.02 |
| PP |
68.18 |
68.18 |
68.18 |
67.76 |
| S1 |
65.71 |
65.71 |
67.01 |
64.88 |
| S2 |
64.04 |
64.04 |
66.63 |
|
| S3 |
59.90 |
61.57 |
66.25 |
|
| S4 |
55.76 |
57.43 |
65.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.53 |
66.50 |
3.03 |
4.4% |
1.49 |
2.2% |
79% |
True |
False |
112,605 |
| 10 |
70.64 |
66.50 |
4.14 |
6.0% |
1.33 |
1.9% |
58% |
False |
False |
95,913 |
| 20 |
70.64 |
63.48 |
7.16 |
10.4% |
1.29 |
1.9% |
76% |
False |
False |
84,847 |
| 40 |
70.64 |
63.48 |
7.16 |
10.4% |
1.33 |
1.9% |
76% |
False |
False |
77,005 |
| 60 |
70.64 |
62.32 |
8.32 |
12.1% |
1.48 |
2.1% |
79% |
False |
False |
86,124 |
| 80 |
70.64 |
62.32 |
8.32 |
12.1% |
1.45 |
2.1% |
79% |
False |
False |
87,883 |
| 100 |
70.64 |
62.32 |
8.32 |
12.1% |
1.41 |
2.0% |
79% |
False |
False |
87,516 |
| 120 |
70.64 |
59.69 |
10.95 |
15.9% |
1.40 |
2.0% |
84% |
False |
False |
85,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.09 |
|
2.618 |
75.42 |
|
1.618 |
73.17 |
|
1.000 |
71.78 |
|
0.618 |
70.92 |
|
HIGH |
69.53 |
|
0.618 |
68.67 |
|
0.500 |
68.41 |
|
0.382 |
68.14 |
|
LOW |
67.28 |
|
0.618 |
65.89 |
|
1.000 |
65.03 |
|
1.618 |
63.64 |
|
2.618 |
61.39 |
|
4.250 |
57.72 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
68.73 |
68.60 |
| PP |
68.57 |
68.31 |
| S1 |
68.41 |
68.02 |
|