NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 13-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
69.14 |
69.73 |
0.59 |
0.9% |
68.93 |
| High |
70.37 |
69.73 |
-0.64 |
-0.9% |
70.35 |
| Low |
68.82 |
67.96 |
-0.86 |
-1.2% |
66.30 |
| Close |
69.88 |
68.25 |
-1.63 |
-2.3% |
67.19 |
| Range |
1.55 |
1.77 |
0.22 |
14.2% |
4.05 |
| ATR |
1.36 |
1.40 |
0.04 |
3.0% |
0.00 |
| Volume |
81,074 |
52,342 |
-28,732 |
-35.4% |
135,238 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.96 |
72.87 |
69.22 |
|
| R3 |
72.19 |
71.10 |
68.74 |
|
| R2 |
70.42 |
70.42 |
68.57 |
|
| R1 |
69.33 |
69.33 |
68.41 |
68.99 |
| PP |
68.65 |
68.65 |
68.65 |
68.48 |
| S1 |
67.56 |
67.56 |
68.09 |
67.22 |
| S2 |
66.88 |
66.88 |
67.93 |
|
| S3 |
65.11 |
65.79 |
67.76 |
|
| S4 |
63.34 |
64.02 |
67.28 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.10 |
77.69 |
69.42 |
|
| R3 |
76.05 |
73.64 |
68.30 |
|
| R2 |
72.00 |
72.00 |
67.93 |
|
| R1 |
69.59 |
69.59 |
67.56 |
68.77 |
| PP |
67.95 |
67.95 |
67.95 |
67.54 |
| S1 |
65.54 |
65.54 |
66.82 |
64.72 |
| S2 |
63.90 |
63.90 |
66.45 |
|
| S3 |
59.85 |
61.49 |
66.08 |
|
| S4 |
55.80 |
57.44 |
64.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.37 |
66.32 |
4.05 |
5.9% |
1.51 |
2.2% |
48% |
False |
False |
53,760 |
| 10 |
70.37 |
66.30 |
4.07 |
6.0% |
1.38 |
2.0% |
48% |
False |
False |
42,566 |
| 20 |
70.37 |
63.28 |
7.09 |
10.4% |
1.22 |
1.8% |
70% |
False |
False |
31,745 |
| 40 |
70.37 |
63.28 |
7.09 |
10.4% |
1.29 |
1.9% |
70% |
False |
False |
28,201 |
| 60 |
70.37 |
62.82 |
7.55 |
11.1% |
1.39 |
2.0% |
72% |
False |
False |
29,366 |
| 80 |
70.37 |
62.16 |
8.21 |
12.0% |
1.37 |
2.0% |
74% |
False |
False |
26,752 |
| 100 |
70.37 |
62.16 |
8.21 |
12.0% |
1.32 |
1.9% |
74% |
False |
False |
24,062 |
| 120 |
70.37 |
59.34 |
11.03 |
16.2% |
1.29 |
1.9% |
81% |
False |
False |
21,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.25 |
|
2.618 |
74.36 |
|
1.618 |
72.59 |
|
1.000 |
71.50 |
|
0.618 |
70.82 |
|
HIGH |
69.73 |
|
0.618 |
69.05 |
|
0.500 |
68.85 |
|
0.382 |
68.64 |
|
LOW |
67.96 |
|
0.618 |
66.87 |
|
1.000 |
66.19 |
|
1.618 |
65.10 |
|
2.618 |
63.33 |
|
4.250 |
60.44 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
68.85 |
68.76 |
| PP |
68.65 |
68.59 |
| S1 |
68.45 |
68.42 |
|