NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 14-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
69.73 |
68.44 |
-1.29 |
-1.8% |
67.37 |
| High |
69.73 |
69.40 |
-0.33 |
-0.5% |
70.37 |
| Low |
67.96 |
67.65 |
-0.31 |
-0.5% |
66.94 |
| Close |
68.25 |
68.54 |
0.29 |
0.4% |
68.54 |
| Range |
1.77 |
1.75 |
-0.02 |
-1.1% |
3.43 |
| ATR |
1.40 |
1.42 |
0.03 |
1.8% |
0.00 |
| Volume |
52,342 |
33,824 |
-18,518 |
-35.4% |
273,304 |
|
| Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.78 |
72.91 |
69.50 |
|
| R3 |
72.03 |
71.16 |
69.02 |
|
| R2 |
70.28 |
70.28 |
68.86 |
|
| R1 |
69.41 |
69.41 |
68.70 |
69.85 |
| PP |
68.53 |
68.53 |
68.53 |
68.75 |
| S1 |
67.66 |
67.66 |
68.38 |
68.10 |
| S2 |
66.78 |
66.78 |
68.22 |
|
| S3 |
65.03 |
65.91 |
68.06 |
|
| S4 |
63.28 |
64.16 |
67.58 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.91 |
77.15 |
70.43 |
|
| R3 |
75.48 |
73.72 |
69.48 |
|
| R2 |
72.05 |
72.05 |
69.17 |
|
| R1 |
70.29 |
70.29 |
68.85 |
71.17 |
| PP |
68.62 |
68.62 |
68.62 |
69.06 |
| S1 |
66.86 |
66.86 |
68.23 |
67.74 |
| S2 |
65.19 |
65.19 |
67.91 |
|
| S3 |
61.76 |
63.43 |
67.60 |
|
| S4 |
58.33 |
60.00 |
66.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.37 |
66.94 |
3.43 |
5.0% |
1.65 |
2.4% |
47% |
False |
False |
54,660 |
| 10 |
70.37 |
66.30 |
4.07 |
5.9% |
1.48 |
2.2% |
55% |
False |
False |
43,291 |
| 20 |
70.37 |
64.03 |
6.34 |
9.3% |
1.26 |
1.8% |
71% |
False |
False |
32,425 |
| 40 |
70.37 |
63.28 |
7.09 |
10.3% |
1.29 |
1.9% |
74% |
False |
False |
28,382 |
| 60 |
70.37 |
62.82 |
7.55 |
11.0% |
1.40 |
2.0% |
76% |
False |
False |
29,567 |
| 80 |
70.37 |
62.16 |
8.21 |
12.0% |
1.38 |
2.0% |
78% |
False |
False |
27,059 |
| 100 |
70.37 |
62.16 |
8.21 |
12.0% |
1.32 |
1.9% |
78% |
False |
False |
24,276 |
| 120 |
70.37 |
59.34 |
11.03 |
16.1% |
1.29 |
1.9% |
83% |
False |
False |
21,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.84 |
|
2.618 |
73.98 |
|
1.618 |
72.23 |
|
1.000 |
71.15 |
|
0.618 |
70.48 |
|
HIGH |
69.40 |
|
0.618 |
68.73 |
|
0.500 |
68.53 |
|
0.382 |
68.32 |
|
LOW |
67.65 |
|
0.618 |
66.57 |
|
1.000 |
65.90 |
|
1.618 |
64.82 |
|
2.618 |
63.07 |
|
4.250 |
60.21 |
|
|
| Fisher Pivots for day following 14-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
68.54 |
69.01 |
| PP |
68.53 |
68.85 |
| S1 |
68.53 |
68.70 |
|