NYMEX Light Sweet Crude Oil Future February 2019
| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
67.03 |
68.84 |
1.81 |
2.7% |
68.56 |
| High |
68.99 |
70.01 |
1.02 |
1.5% |
69.97 |
| Low |
66.97 |
68.55 |
1.58 |
2.4% |
66.03 |
| Close |
68.50 |
69.65 |
1.15 |
1.7% |
66.96 |
| Range |
2.02 |
1.46 |
-0.56 |
-27.7% |
3.94 |
| ATR |
1.26 |
1.28 |
0.02 |
1.4% |
0.00 |
| Volume |
35,780 |
58,554 |
22,774 |
63.7% |
82,116 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.78 |
73.18 |
70.45 |
|
| R3 |
72.32 |
71.72 |
70.05 |
|
| R2 |
70.86 |
70.86 |
69.92 |
|
| R1 |
70.26 |
70.26 |
69.78 |
70.56 |
| PP |
69.40 |
69.40 |
69.40 |
69.56 |
| S1 |
68.80 |
68.80 |
69.52 |
69.10 |
| S2 |
67.94 |
67.94 |
69.38 |
|
| S3 |
66.48 |
67.34 |
69.25 |
|
| S4 |
65.02 |
65.88 |
68.85 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.47 |
77.16 |
69.13 |
|
| R3 |
75.53 |
73.22 |
68.04 |
|
| R2 |
71.59 |
71.59 |
67.68 |
|
| R1 |
69.28 |
69.28 |
67.32 |
68.47 |
| PP |
67.65 |
67.65 |
67.65 |
67.25 |
| S1 |
65.34 |
65.34 |
66.60 |
64.53 |
| S2 |
63.71 |
63.71 |
66.24 |
|
| S3 |
59.77 |
61.40 |
65.88 |
|
| S4 |
55.83 |
57.46 |
64.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.01 |
66.03 |
3.98 |
5.7% |
1.48 |
2.1% |
91% |
True |
False |
31,183 |
| 10 |
70.01 |
66.03 |
3.98 |
5.7% |
1.28 |
1.8% |
91% |
True |
False |
24,443 |
| 20 |
70.01 |
63.11 |
6.90 |
9.9% |
1.16 |
1.7% |
95% |
True |
False |
18,860 |
| 40 |
70.01 |
63.11 |
6.90 |
9.9% |
1.18 |
1.7% |
95% |
True |
False |
15,844 |
| 60 |
70.01 |
62.50 |
7.51 |
10.8% |
1.26 |
1.8% |
95% |
True |
False |
15,309 |
| 80 |
70.01 |
61.90 |
8.11 |
11.6% |
1.26 |
1.8% |
96% |
True |
False |
13,937 |
| 100 |
70.01 |
61.90 |
8.11 |
11.6% |
1.22 |
1.7% |
96% |
True |
False |
12,775 |
| 120 |
70.01 |
58.91 |
11.10 |
15.9% |
1.19 |
1.7% |
97% |
True |
False |
11,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.22 |
|
2.618 |
73.83 |
|
1.618 |
72.37 |
|
1.000 |
71.47 |
|
0.618 |
70.91 |
|
HIGH |
70.01 |
|
0.618 |
69.45 |
|
0.500 |
69.28 |
|
0.382 |
69.11 |
|
LOW |
68.55 |
|
0.618 |
67.65 |
|
1.000 |
67.09 |
|
1.618 |
66.19 |
|
2.618 |
64.73 |
|
4.250 |
62.35 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
69.53 |
69.23 |
| PP |
69.40 |
68.81 |
| S1 |
69.28 |
68.39 |
|