NYMEX Light Sweet Crude Oil Future February 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 |
68.84 |
69.45 |
0.61 |
0.9% |
68.56 |
| High |
70.01 |
69.46 |
-0.55 |
-0.8% |
69.97 |
| Low |
68.55 |
67.80 |
-0.75 |
-1.1% |
66.03 |
| Close |
69.65 |
68.09 |
-1.56 |
-2.2% |
66.96 |
| Range |
1.46 |
1.66 |
0.20 |
13.7% |
3.94 |
| ATR |
1.28 |
1.32 |
0.04 |
3.2% |
0.00 |
| Volume |
58,554 |
33,072 |
-25,482 |
-43.5% |
82,116 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.43 |
72.42 |
69.00 |
|
| R3 |
71.77 |
70.76 |
68.55 |
|
| R2 |
70.11 |
70.11 |
68.39 |
|
| R1 |
69.10 |
69.10 |
68.24 |
68.78 |
| PP |
68.45 |
68.45 |
68.45 |
68.29 |
| S1 |
67.44 |
67.44 |
67.94 |
67.12 |
| S2 |
66.79 |
66.79 |
67.79 |
|
| S3 |
65.13 |
65.78 |
67.63 |
|
| S4 |
63.47 |
64.12 |
67.18 |
|
|
| 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 |
66.13 |
3.88 |
5.7% |
1.43 |
2.1% |
51% |
False |
False |
33,701 |
| 10 |
70.01 |
66.03 |
3.98 |
5.8% |
1.32 |
1.9% |
52% |
False |
False |
26,407 |
| 20 |
70.01 |
63.39 |
6.62 |
9.7% |
1.15 |
1.7% |
71% |
False |
False |
19,420 |
| 40 |
70.01 |
63.11 |
6.90 |
10.1% |
1.19 |
1.7% |
72% |
False |
False |
16,503 |
| 60 |
70.01 |
62.50 |
7.51 |
11.0% |
1.28 |
1.9% |
74% |
False |
False |
15,805 |
| 80 |
70.01 |
61.90 |
8.11 |
11.9% |
1.27 |
1.9% |
76% |
False |
False |
14,239 |
| 100 |
70.01 |
61.90 |
8.11 |
11.9% |
1.22 |
1.8% |
76% |
False |
False |
13,030 |
| 120 |
70.01 |
58.91 |
11.10 |
16.3% |
1.19 |
1.7% |
83% |
False |
False |
11,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.52 |
|
2.618 |
73.81 |
|
1.618 |
72.15 |
|
1.000 |
71.12 |
|
0.618 |
70.49 |
|
HIGH |
69.46 |
|
0.618 |
68.83 |
|
0.500 |
68.63 |
|
0.382 |
68.43 |
|
LOW |
67.80 |
|
0.618 |
66.77 |
|
1.000 |
66.14 |
|
1.618 |
65.11 |
|
2.618 |
63.45 |
|
4.250 |
60.75 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
68.63 |
68.49 |
| PP |
68.45 |
68.36 |
| S1 |
68.27 |
68.22 |
|