NYMEX Light Sweet Crude Oil Future December 2018
| Trading Metrics calculated at close of trading on 15-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2018 |
15-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
70.89 |
71.66 |
0.77 |
1.1% |
74.40 |
| High |
71.89 |
72.53 |
0.64 |
0.9% |
75.16 |
| Low |
70.47 |
70.70 |
0.23 |
0.3% |
70.37 |
| Close |
71.18 |
71.61 |
0.43 |
0.6% |
71.18 |
| Range |
1.42 |
1.83 |
0.41 |
28.9% |
4.79 |
| ATR |
1.71 |
1.72 |
0.01 |
0.5% |
0.00 |
| Volume |
218,945 |
211,953 |
-6,992 |
-3.2% |
1,070,240 |
|
| Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.10 |
76.19 |
72.62 |
|
| R3 |
75.27 |
74.36 |
72.11 |
|
| R2 |
73.44 |
73.44 |
71.95 |
|
| R1 |
72.53 |
72.53 |
71.78 |
72.07 |
| PP |
71.61 |
71.61 |
71.61 |
71.39 |
| S1 |
70.70 |
70.70 |
71.44 |
70.24 |
| S2 |
69.78 |
69.78 |
71.27 |
|
| S3 |
67.95 |
68.87 |
71.11 |
|
| S4 |
66.12 |
67.04 |
70.60 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.61 |
83.68 |
73.81 |
|
| R3 |
81.82 |
78.89 |
72.50 |
|
| R2 |
77.03 |
77.03 |
72.06 |
|
| R1 |
74.10 |
74.10 |
71.62 |
73.17 |
| PP |
72.24 |
72.24 |
72.24 |
71.77 |
| S1 |
69.31 |
69.31 |
70.74 |
68.38 |
| S2 |
67.45 |
67.45 |
70.30 |
|
| S3 |
62.66 |
64.52 |
69.86 |
|
| S4 |
57.87 |
59.73 |
68.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.16 |
70.37 |
4.79 |
6.7% |
1.89 |
2.6% |
26% |
False |
False |
221,567 |
| 10 |
76.72 |
70.37 |
6.35 |
8.9% |
1.84 |
2.6% |
20% |
False |
False |
197,541 |
| 20 |
76.72 |
68.19 |
8.53 |
11.9% |
1.68 |
2.3% |
40% |
False |
False |
177,082 |
| 40 |
76.72 |
64.27 |
12.45 |
17.4% |
1.50 |
2.1% |
59% |
False |
False |
138,212 |
| 60 |
76.72 |
63.48 |
13.24 |
18.5% |
1.47 |
2.1% |
61% |
False |
False |
115,090 |
| 80 |
76.72 |
63.48 |
13.24 |
18.5% |
1.54 |
2.1% |
61% |
False |
False |
111,957 |
| 100 |
76.72 |
62.32 |
14.40 |
20.1% |
1.52 |
2.1% |
65% |
False |
False |
108,136 |
| 120 |
76.72 |
62.32 |
14.40 |
20.1% |
1.47 |
2.0% |
65% |
False |
False |
104,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.31 |
|
2.618 |
77.32 |
|
1.618 |
75.49 |
|
1.000 |
74.36 |
|
0.618 |
73.66 |
|
HIGH |
72.53 |
|
0.618 |
71.83 |
|
0.500 |
71.62 |
|
0.382 |
71.40 |
|
LOW |
70.70 |
|
0.618 |
69.57 |
|
1.000 |
68.87 |
|
1.618 |
67.74 |
|
2.618 |
65.91 |
|
4.250 |
62.92 |
|
|
| Fisher Pivots for day following 15-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
71.62 |
71.57 |
| PP |
71.61 |
71.54 |
| S1 |
71.61 |
71.50 |
|