NYMEX Light Sweet Crude Oil Future December 2018
| Trading Metrics calculated at close of trading on 17-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
68.56 |
68.79 |
0.23 |
0.3% |
67.47 |
| High |
69.57 |
69.41 |
-0.16 |
-0.2% |
70.65 |
| Low |
67.74 |
68.23 |
0.49 |
0.7% |
67.09 |
| Close |
68.67 |
68.59 |
-0.08 |
-0.1% |
68.67 |
| Range |
1.83 |
1.18 |
-0.65 |
-35.5% |
3.56 |
| ATR |
1.49 |
1.47 |
-0.02 |
-1.5% |
0.00 |
| Volume |
115,793 |
96,581 |
-19,212 |
-16.6% |
762,665 |
|
| Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.28 |
71.62 |
69.24 |
|
| R3 |
71.10 |
70.44 |
68.91 |
|
| R2 |
69.92 |
69.92 |
68.81 |
|
| R1 |
69.26 |
69.26 |
68.70 |
69.00 |
| PP |
68.74 |
68.74 |
68.74 |
68.62 |
| S1 |
68.08 |
68.08 |
68.48 |
67.82 |
| S2 |
67.56 |
67.56 |
68.37 |
|
| S3 |
66.38 |
66.90 |
68.27 |
|
| S4 |
65.20 |
65.72 |
67.94 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.48 |
77.64 |
70.63 |
|
| R3 |
75.92 |
74.08 |
69.65 |
|
| R2 |
72.36 |
72.36 |
69.32 |
|
| R1 |
70.52 |
70.52 |
69.00 |
71.44 |
| PP |
68.80 |
68.80 |
68.80 |
69.27 |
| S1 |
66.96 |
66.96 |
68.34 |
67.88 |
| S2 |
65.24 |
65.24 |
68.02 |
|
| S3 |
61.68 |
63.40 |
67.69 |
|
| S4 |
58.12 |
59.84 |
66.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.65 |
67.28 |
3.37 |
4.9% |
1.75 |
2.5% |
39% |
False |
False |
148,115 |
| 10 |
70.65 |
66.50 |
4.15 |
6.1% |
1.60 |
2.3% |
50% |
False |
False |
125,157 |
| 20 |
70.65 |
64.27 |
6.38 |
9.3% |
1.32 |
1.9% |
68% |
False |
False |
99,342 |
| 40 |
70.65 |
63.48 |
7.17 |
10.5% |
1.37 |
2.0% |
71% |
False |
False |
84,095 |
| 60 |
70.65 |
63.48 |
7.17 |
10.5% |
1.49 |
2.2% |
71% |
False |
False |
90,248 |
| 80 |
70.65 |
62.32 |
8.33 |
12.1% |
1.48 |
2.2% |
75% |
False |
False |
90,900 |
| 100 |
70.65 |
62.32 |
8.33 |
12.1% |
1.43 |
2.1% |
75% |
False |
False |
90,073 |
| 120 |
70.65 |
59.69 |
10.96 |
16.0% |
1.40 |
2.0% |
81% |
False |
False |
87,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.43 |
|
2.618 |
72.50 |
|
1.618 |
71.32 |
|
1.000 |
70.59 |
|
0.618 |
70.14 |
|
HIGH |
69.41 |
|
0.618 |
68.96 |
|
0.500 |
68.82 |
|
0.382 |
68.68 |
|
LOW |
68.23 |
|
0.618 |
67.50 |
|
1.000 |
67.05 |
|
1.618 |
66.32 |
|
2.618 |
65.14 |
|
4.250 |
63.22 |
|
|
| Fisher Pivots for day following 17-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
68.82 |
68.83 |
| PP |
68.74 |
68.75 |
| S1 |
68.67 |
68.67 |
|