NYMEX Light Sweet Crude Oil Future December 2018
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Sep-2018 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Sep-2018 | 
                    24-Sep-2018 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        69.99 | 
                        70.75 | 
                        0.76 | 
                        1.1% | 
                        68.79 | 
                     
                    
                        | High | 
                        71.38 | 
                        72.24 | 
                        0.86 | 
                        1.2% | 
                        71.38 | 
                     
                    
                        | Low | 
                        69.62 | 
                        70.68 | 
                        1.06 | 
                        1.5% | 
                        68.19 | 
                     
                    
                        | Close | 
                        70.37 | 
                        71.76 | 
                        1.39 | 
                        2.0% | 
                        70.37 | 
                     
                    
                        | Range | 
                        1.76 | 
                        1.56 | 
                        -0.20 | 
                        -11.4% | 
                        3.19 | 
                     
                    
                        | ATR | 
                        1.50 | 
                        1.53 | 
                        0.03 | 
                        1.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        307,241 | 
                        168,962 | 
                        -138,279 | 
                        -45.0% | 
                        854,256 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Sep-2018 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                76.24 | 
                75.56 | 
                72.62 | 
                 | 
             
            
                | R3 | 
                74.68 | 
                74.00 | 
                72.19 | 
                 | 
             
            
                | R2 | 
                73.12 | 
                73.12 | 
                72.05 | 
                 | 
             
            
                | R1 | 
                72.44 | 
                72.44 | 
                71.90 | 
                72.78 | 
             
            
                | PP | 
                71.56 | 
                71.56 | 
                71.56 | 
                71.73 | 
             
            
                | S1 | 
                70.88 | 
                70.88 | 
                71.62 | 
                71.22 | 
             
            
                | S2 | 
                70.00 | 
                70.00 | 
                71.47 | 
                 | 
             
            
                | S3 | 
                68.44 | 
                69.32 | 
                71.33 | 
                 | 
             
            
                | S4 | 
                66.88 | 
                67.76 | 
                70.90 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Sep-2018 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                79.55 | 
                78.15 | 
                72.12 | 
                 | 
             
            
                | R3 | 
                76.36 | 
                74.96 | 
                71.25 | 
                 | 
             
            
                | R2 | 
                73.17 | 
                73.17 | 
                70.95 | 
                 | 
             
            
                | R1 | 
                71.77 | 
                71.77 | 
                70.66 | 
                72.47 | 
             
            
                | PP | 
                69.98 | 
                69.98 | 
                69.98 | 
                70.33 | 
             
            
                | S1 | 
                68.58 | 
                68.58 | 
                70.08 | 
                69.28 | 
             
            
                | S2 | 
                66.79 | 
                66.79 | 
                69.79 | 
                 | 
             
            
                | S3 | 
                63.60 | 
                65.39 | 
                69.49 | 
                 | 
             
            
                | S4 | 
                60.41 | 
                62.20 | 
                68.62 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                72.24 | 
                68.19 | 
                4.05 | 
                5.6% | 
                1.60 | 
                2.2% | 
                88% | 
                True | 
                False | 
                185,327 | 
                 
                
                | 10 | 
                72.24 | 
                67.28 | 
                4.96 | 
                6.9% | 
                1.67 | 
                2.3% | 
                90% | 
                True | 
                False | 
                166,721 | 
                 
                
                | 20 | 
                72.24 | 
                66.50 | 
                5.74 | 
                8.0% | 
                1.42 | 
                2.0% | 
                92% | 
                True | 
                False | 
                125,700 | 
                 
                
                | 40 | 
                72.24 | 
                63.48 | 
                8.76 | 
                12.2% | 
                1.43 | 
                2.0% | 
                95% | 
                True | 
                False | 
                98,631 | 
                 
                
                | 60 | 
                72.24 | 
                63.48 | 
                8.76 | 
                12.2% | 
                1.47 | 
                2.1% | 
                95% | 
                True | 
                False | 
                94,446 | 
                 
                
                | 80 | 
                72.24 | 
                62.32 | 
                9.92 | 
                13.8% | 
                1.46 | 
                2.0% | 
                95% | 
                True | 
                False | 
                95,440 | 
                 
                
                | 100 | 
                72.24 | 
                62.32 | 
                9.92 | 
                13.8% | 
                1.44 | 
                2.0% | 
                95% | 
                True | 
                False | 
                95,506 | 
                 
                
                | 120 | 
                72.24 | 
                59.91 | 
                12.33 | 
                17.2% | 
                1.42 | 
                2.0% | 
                96% | 
                True | 
                False | 
                93,411 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            78.87 | 
         
        
            | 
2.618             | 
            76.32 | 
         
        
            | 
1.618             | 
            74.76 | 
         
        
            | 
1.000             | 
            73.80 | 
         
        
            | 
0.618             | 
            73.20 | 
         
        
            | 
HIGH             | 
            72.24 | 
         
        
            | 
0.618             | 
            71.64 | 
         
        
            | 
0.500             | 
            71.46 | 
         
        
            | 
0.382             | 
            71.28 | 
         
        
            | 
LOW             | 
            70.68 | 
         
        
            | 
0.618             | 
            69.72 | 
         
        
            | 
1.000             | 
            69.12 | 
         
        
            | 
1.618             | 
            68.16 | 
         
        
            | 
2.618             | 
            66.60 | 
         
        
            | 
4.250             | 
            64.05 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Sep-2018 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                71.66 | 
                                71.48 | 
                             
                            
                                | PP | 
                                71.56 | 
                                71.21 | 
                             
                            
                                | S1 | 
                                71.46 | 
                                70.93 | 
                             
             
         |