NYMEX Light Sweet Crude Oil Future February 2019
| Trading Metrics calculated at close of trading on 27-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
71.32 |
71.47 |
0.15 |
0.2% |
68.21 |
| High |
71.82 |
71.98 |
0.16 |
0.2% |
70.80 |
| Low |
70.95 |
71.27 |
0.32 |
0.5% |
67.95 |
| Close |
71.06 |
71.63 |
0.57 |
0.8% |
69.79 |
| Range |
0.87 |
0.71 |
-0.16 |
-18.4% |
2.85 |
| ATR |
1.30 |
1.27 |
-0.03 |
-2.1% |
0.00 |
| Volume |
23,101 |
13,528 |
-9,573 |
-41.4% |
170,839 |
|
| Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.76 |
73.40 |
72.02 |
|
| R3 |
73.05 |
72.69 |
71.83 |
|
| R2 |
72.34 |
72.34 |
71.76 |
|
| R1 |
71.98 |
71.98 |
71.70 |
72.16 |
| PP |
71.63 |
71.63 |
71.63 |
71.72 |
| S1 |
71.27 |
71.27 |
71.56 |
71.45 |
| S2 |
70.92 |
70.92 |
71.50 |
|
| S3 |
70.21 |
70.56 |
71.43 |
|
| S4 |
69.50 |
69.85 |
71.24 |
|
|
| 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 |
71.98 |
69.19 |
2.79 |
3.9% |
1.02 |
1.4% |
87% |
True |
False |
34,564 |
| 10 |
71.98 |
67.52 |
4.46 |
6.2% |
1.18 |
1.7% |
92% |
True |
False |
29,388 |
| 20 |
71.98 |
66.03 |
5.95 |
8.3% |
1.25 |
1.7% |
94% |
True |
False |
27,897 |
| 40 |
71.98 |
63.11 |
8.87 |
12.4% |
1.23 |
1.7% |
96% |
True |
False |
20,745 |
| 60 |
71.98 |
63.11 |
8.87 |
12.4% |
1.24 |
1.7% |
96% |
True |
False |
18,338 |
| 80 |
71.98 |
61.90 |
10.08 |
14.1% |
1.26 |
1.8% |
97% |
True |
False |
16,812 |
| 100 |
71.98 |
61.90 |
10.08 |
14.1% |
1.23 |
1.7% |
97% |
True |
False |
15,217 |
| 120 |
71.98 |
60.42 |
11.56 |
16.1% |
1.20 |
1.7% |
97% |
True |
False |
13,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.00 |
|
2.618 |
73.84 |
|
1.618 |
73.13 |
|
1.000 |
72.69 |
|
0.618 |
72.42 |
|
HIGH |
71.98 |
|
0.618 |
71.71 |
|
0.500 |
71.63 |
|
0.382 |
71.54 |
|
LOW |
71.27 |
|
0.618 |
70.83 |
|
1.000 |
70.56 |
|
1.618 |
70.12 |
|
2.618 |
69.41 |
|
4.250 |
68.25 |
|
|
| Fisher Pivots for day following 27-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
71.63 |
71.58 |
| PP |
71.63 |
71.52 |
| S1 |
71.63 |
71.47 |
|