NYMEX Light Sweet Crude Oil Future February 2019
| Trading Metrics calculated at close of trading on 21-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
70.08 |
69.62 |
-0.46 |
-0.7% |
68.21 |
| High |
70.46 |
70.80 |
0.34 |
0.5% |
70.80 |
| Low |
69.43 |
69.19 |
-0.24 |
-0.3% |
67.95 |
| Close |
69.66 |
69.79 |
0.13 |
0.2% |
69.79 |
| Range |
1.03 |
1.61 |
0.58 |
56.3% |
2.85 |
| ATR |
1.33 |
1.35 |
0.02 |
1.5% |
0.00 |
| Volume |
34,735 |
72,164 |
37,429 |
107.8% |
170,839 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.76 |
73.88 |
70.68 |
|
| R3 |
73.15 |
72.27 |
70.23 |
|
| R2 |
71.54 |
71.54 |
70.09 |
|
| R1 |
70.66 |
70.66 |
69.94 |
71.10 |
| PP |
69.93 |
69.93 |
69.93 |
70.15 |
| S1 |
69.05 |
69.05 |
69.64 |
69.49 |
| S2 |
68.32 |
68.32 |
69.49 |
|
| S3 |
66.71 |
67.44 |
69.35 |
|
| S4 |
65.10 |
65.83 |
68.90 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.06 |
76.78 |
71.36 |
|
| R3 |
75.21 |
73.93 |
70.57 |
|
| R2 |
72.36 |
72.36 |
70.31 |
|
| R1 |
71.08 |
71.08 |
70.05 |
71.72 |
| PP |
69.51 |
69.51 |
69.51 |
69.84 |
| S1 |
68.23 |
68.23 |
69.53 |
68.87 |
| S2 |
66.66 |
66.66 |
69.27 |
|
| S3 |
63.81 |
65.38 |
69.01 |
|
| S4 |
60.96 |
62.53 |
68.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.80 |
67.95 |
2.85 |
4.1% |
1.35 |
1.9% |
65% |
True |
False |
34,167 |
| 10 |
70.80 |
66.76 |
4.04 |
5.8% |
1.45 |
2.1% |
75% |
True |
False |
34,736 |
| 20 |
70.80 |
66.03 |
4.77 |
6.8% |
1.28 |
1.8% |
79% |
True |
False |
25,670 |
| 40 |
70.80 |
63.11 |
7.69 |
11.0% |
1.26 |
1.8% |
87% |
True |
False |
19,259 |
| 60 |
70.80 |
63.11 |
7.69 |
11.0% |
1.27 |
1.8% |
87% |
True |
False |
17,432 |
| 80 |
70.80 |
61.90 |
8.90 |
12.8% |
1.27 |
1.8% |
89% |
True |
False |
16,097 |
| 100 |
70.80 |
61.90 |
8.90 |
12.8% |
1.24 |
1.8% |
89% |
True |
False |
14,494 |
| 120 |
70.80 |
58.91 |
11.89 |
17.0% |
1.20 |
1.7% |
92% |
True |
False |
13,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.64 |
|
2.618 |
75.01 |
|
1.618 |
73.40 |
|
1.000 |
72.41 |
|
0.618 |
71.79 |
|
HIGH |
70.80 |
|
0.618 |
70.18 |
|
0.500 |
70.00 |
|
0.382 |
69.81 |
|
LOW |
69.19 |
|
0.618 |
68.20 |
|
1.000 |
67.58 |
|
1.618 |
66.59 |
|
2.618 |
64.98 |
|
4.250 |
62.35 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
70.00 |
69.80 |
| PP |
69.93 |
69.80 |
| S1 |
69.86 |
69.79 |
|