NYMEX Light Sweet Crude Oil Future January 2019
| 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 |
69.75 |
70.36 |
0.61 |
0.9% |
68.56 |
| High |
71.08 |
71.84 |
0.76 |
1.1% |
71.08 |
| Low |
69.37 |
70.36 |
0.99 |
1.4% |
68.06 |
| Close |
70.06 |
71.51 |
1.45 |
2.1% |
70.06 |
| Range |
1.71 |
1.48 |
-0.23 |
-13.5% |
3.02 |
| ATR |
1.44 |
1.46 |
0.02 |
1.7% |
0.00 |
| Volume |
175,362 |
72,159 |
-103,203 |
-58.9% |
384,399 |
|
| Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.68 |
75.07 |
72.32 |
|
| R3 |
74.20 |
73.59 |
71.92 |
|
| R2 |
72.72 |
72.72 |
71.78 |
|
| R1 |
72.11 |
72.11 |
71.65 |
72.42 |
| PP |
71.24 |
71.24 |
71.24 |
71.39 |
| S1 |
70.63 |
70.63 |
71.37 |
70.94 |
| S2 |
69.76 |
69.76 |
71.24 |
|
| S3 |
68.28 |
69.15 |
71.10 |
|
| S4 |
66.80 |
67.67 |
70.70 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.79 |
77.45 |
71.72 |
|
| R3 |
75.77 |
74.43 |
70.89 |
|
| R2 |
72.75 |
72.75 |
70.61 |
|
| R1 |
71.41 |
71.41 |
70.34 |
72.08 |
| PP |
69.73 |
69.73 |
69.73 |
70.07 |
| S1 |
68.39 |
68.39 |
69.78 |
69.06 |
| S2 |
66.71 |
66.71 |
69.51 |
|
| S3 |
63.69 |
65.37 |
69.23 |
|
| S4 |
60.67 |
62.35 |
68.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.84 |
68.06 |
3.78 |
5.3% |
1.53 |
2.1% |
91% |
True |
False |
84,167 |
| 10 |
71.84 |
67.15 |
4.69 |
6.6% |
1.60 |
2.2% |
93% |
True |
False |
68,769 |
| 20 |
71.84 |
66.30 |
5.54 |
7.7% |
1.36 |
1.9% |
94% |
True |
False |
49,123 |
| 40 |
71.84 |
63.28 |
8.56 |
12.0% |
1.37 |
1.9% |
96% |
True |
False |
35,965 |
| 60 |
71.84 |
63.28 |
8.56 |
12.0% |
1.40 |
2.0% |
96% |
True |
False |
33,562 |
| 80 |
71.84 |
62.16 |
9.68 |
13.5% |
1.38 |
1.9% |
97% |
True |
False |
31,430 |
| 100 |
71.84 |
62.16 |
9.68 |
13.5% |
1.35 |
1.9% |
97% |
True |
False |
28,203 |
| 120 |
71.84 |
59.60 |
12.24 |
17.1% |
1.30 |
1.8% |
97% |
True |
False |
25,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.13 |
|
2.618 |
75.71 |
|
1.618 |
74.23 |
|
1.000 |
73.32 |
|
0.618 |
72.75 |
|
HIGH |
71.84 |
|
0.618 |
71.27 |
|
0.500 |
71.10 |
|
0.382 |
70.93 |
|
LOW |
70.36 |
|
0.618 |
69.45 |
|
1.000 |
68.88 |
|
1.618 |
67.97 |
|
2.618 |
66.49 |
|
4.250 |
64.07 |
|
|
| Fisher Pivots for day following 24-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
71.37 |
71.21 |
| PP |
71.24 |
70.91 |
| S1 |
71.10 |
70.61 |
|