NYMEX Light Sweet Crude Oil Future December 2018
| Trading Metrics calculated at close of trading on 28-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
71.86 |
72.02 |
0.16 |
0.2% |
70.75 |
| High |
72.42 |
73.56 |
1.14 |
1.6% |
73.56 |
| Low |
71.57 |
71.75 |
0.18 |
0.3% |
70.68 |
| Close |
71.96 |
73.06 |
1.10 |
1.5% |
73.06 |
| Range |
0.85 |
1.81 |
0.96 |
112.9% |
2.88 |
| ATR |
1.40 |
1.43 |
0.03 |
2.1% |
0.00 |
| Volume |
99,470 |
140,982 |
41,512 |
41.7% |
668,291 |
|
| Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.22 |
77.45 |
74.06 |
|
| R3 |
76.41 |
75.64 |
73.56 |
|
| R2 |
74.60 |
74.60 |
73.39 |
|
| R1 |
73.83 |
73.83 |
73.23 |
74.22 |
| PP |
72.79 |
72.79 |
72.79 |
72.98 |
| S1 |
72.02 |
72.02 |
72.89 |
72.41 |
| S2 |
70.98 |
70.98 |
72.73 |
|
| S3 |
69.17 |
70.21 |
72.56 |
|
| S4 |
67.36 |
68.40 |
72.06 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.07 |
79.95 |
74.64 |
|
| R3 |
78.19 |
77.07 |
73.85 |
|
| R2 |
75.31 |
75.31 |
73.59 |
|
| R1 |
74.19 |
74.19 |
73.32 |
74.75 |
| PP |
72.43 |
72.43 |
72.43 |
72.72 |
| S1 |
71.31 |
71.31 |
72.80 |
71.87 |
| S2 |
69.55 |
69.55 |
72.53 |
|
| S3 |
66.67 |
68.43 |
72.27 |
|
| S4 |
63.79 |
65.55 |
71.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.56 |
70.68 |
2.88 |
3.9% |
1.18 |
1.6% |
83% |
True |
False |
133,658 |
| 10 |
73.56 |
68.19 |
5.37 |
7.4% |
1.35 |
1.8% |
91% |
True |
False |
152,254 |
| 20 |
73.56 |
66.50 |
7.06 |
9.7% |
1.45 |
2.0% |
93% |
True |
False |
137,101 |
| 40 |
73.56 |
63.48 |
10.08 |
13.8% |
1.38 |
1.9% |
95% |
True |
False |
104,785 |
| 60 |
73.56 |
63.48 |
10.08 |
13.8% |
1.43 |
2.0% |
95% |
True |
False |
95,748 |
| 80 |
73.56 |
62.32 |
11.24 |
15.4% |
1.46 |
2.0% |
96% |
True |
False |
96,158 |
| 100 |
73.56 |
62.32 |
11.24 |
15.4% |
1.42 |
1.9% |
96% |
True |
False |
96,971 |
| 120 |
73.56 |
62.18 |
11.38 |
15.6% |
1.41 |
1.9% |
96% |
True |
False |
95,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.25 |
|
2.618 |
78.30 |
|
1.618 |
76.49 |
|
1.000 |
75.37 |
|
0.618 |
74.68 |
|
HIGH |
73.56 |
|
0.618 |
72.87 |
|
0.500 |
72.66 |
|
0.382 |
72.44 |
|
LOW |
71.75 |
|
0.618 |
70.63 |
|
1.000 |
69.94 |
|
1.618 |
68.82 |
|
2.618 |
67.01 |
|
4.250 |
64.06 |
|
|
| Fisher Pivots for day following 28-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
72.93 |
72.85 |
| PP |
72.79 |
72.64 |
| S1 |
72.66 |
72.44 |
|