NYMEX Light Sweet Crude Oil Future February 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 |
69.62 |
70.39 |
0.77 |
1.1% |
68.21 |
| High |
70.80 |
71.53 |
0.73 |
1.0% |
70.80 |
| Low |
69.19 |
70.36 |
1.17 |
1.7% |
67.95 |
| Close |
69.79 |
71.26 |
1.47 |
2.1% |
69.79 |
| Range |
1.61 |
1.17 |
-0.44 |
-27.3% |
2.85 |
| ATR |
1.35 |
1.38 |
0.03 |
2.1% |
0.00 |
| Volume |
72,164 |
32,194 |
-39,970 |
-55.4% |
170,839 |
|
| Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.56 |
74.08 |
71.90 |
|
| R3 |
73.39 |
72.91 |
71.58 |
|
| R2 |
72.22 |
72.22 |
71.47 |
|
| R1 |
71.74 |
71.74 |
71.37 |
71.98 |
| PP |
71.05 |
71.05 |
71.05 |
71.17 |
| S1 |
70.57 |
70.57 |
71.15 |
70.81 |
| S2 |
69.88 |
69.88 |
71.05 |
|
| S3 |
68.71 |
69.40 |
70.94 |
|
| S4 |
67.54 |
68.23 |
70.62 |
|
|
| 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 |
71.53 |
67.95 |
3.58 |
5.0% |
1.37 |
1.9% |
92% |
True |
False |
36,979 |
| 10 |
71.53 |
66.97 |
4.56 |
6.4% |
1.47 |
2.1% |
94% |
True |
False |
35,282 |
| 20 |
71.53 |
66.03 |
5.50 |
7.7% |
1.27 |
1.8% |
95% |
True |
False |
26,427 |
| 40 |
71.53 |
63.11 |
8.42 |
11.8% |
1.26 |
1.8% |
97% |
True |
False |
19,788 |
| 60 |
71.53 |
63.11 |
8.42 |
11.8% |
1.28 |
1.8% |
97% |
True |
False |
17,719 |
| 80 |
71.53 |
61.90 |
9.63 |
13.5% |
1.27 |
1.8% |
97% |
True |
False |
16,384 |
| 100 |
71.53 |
61.90 |
9.63 |
13.5% |
1.24 |
1.7% |
97% |
True |
False |
14,728 |
| 120 |
71.53 |
59.20 |
12.33 |
17.3% |
1.20 |
1.7% |
98% |
True |
False |
13,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.50 |
|
2.618 |
74.59 |
|
1.618 |
73.42 |
|
1.000 |
72.70 |
|
0.618 |
72.25 |
|
HIGH |
71.53 |
|
0.618 |
71.08 |
|
0.500 |
70.95 |
|
0.382 |
70.81 |
|
LOW |
70.36 |
|
0.618 |
69.64 |
|
1.000 |
69.19 |
|
1.618 |
68.47 |
|
2.618 |
67.30 |
|
4.250 |
65.39 |
|
|
| Fisher Pivots for day following 24-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
71.16 |
70.96 |
| PP |
71.05 |
70.66 |
| S1 |
70.95 |
70.36 |
|