NYMEX Light Sweet Crude Oil Future February 2019
| Trading Metrics calculated at close of trading on 01-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2018 |
01-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
71.66 |
72.76 |
1.10 |
1.5% |
70.39 |
| High |
73.13 |
75.23 |
2.10 |
2.9% |
73.13 |
| Low |
71.53 |
72.49 |
0.96 |
1.3% |
70.36 |
| Close |
72.70 |
74.83 |
2.13 |
2.9% |
72.70 |
| Range |
1.60 |
2.74 |
1.14 |
71.3% |
2.77 |
| ATR |
1.29 |
1.40 |
0.10 |
8.0% |
0.00 |
| Volume |
23,026 |
25,928 |
2,902 |
12.6% |
123,685 |
|
| Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.40 |
81.36 |
76.34 |
|
| R3 |
79.66 |
78.62 |
75.58 |
|
| R2 |
76.92 |
76.92 |
75.33 |
|
| R1 |
75.88 |
75.88 |
75.08 |
76.40 |
| PP |
74.18 |
74.18 |
74.18 |
74.45 |
| S1 |
73.14 |
73.14 |
74.58 |
73.66 |
| S2 |
71.44 |
71.44 |
74.33 |
|
| S3 |
68.70 |
70.40 |
74.08 |
|
| S4 |
65.96 |
67.66 |
73.32 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.37 |
79.31 |
74.22 |
|
| R3 |
77.60 |
76.54 |
73.46 |
|
| R2 |
74.83 |
74.83 |
73.21 |
|
| R1 |
73.77 |
73.77 |
72.95 |
74.30 |
| PP |
72.06 |
72.06 |
72.06 |
72.33 |
| S1 |
71.00 |
71.00 |
72.45 |
71.53 |
| S2 |
69.29 |
69.29 |
72.19 |
|
| S3 |
66.52 |
68.23 |
71.94 |
|
| S4 |
63.75 |
65.46 |
71.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.23 |
70.95 |
4.28 |
5.7% |
1.33 |
1.8% |
91% |
True |
False |
23,483 |
| 10 |
75.23 |
67.95 |
7.28 |
9.7% |
1.35 |
1.8% |
95% |
True |
False |
30,231 |
| 20 |
75.23 |
66.03 |
9.20 |
12.3% |
1.40 |
1.9% |
96% |
True |
False |
28,954 |
| 40 |
75.23 |
63.11 |
12.12 |
16.2% |
1.28 |
1.7% |
97% |
True |
False |
21,367 |
| 60 |
75.23 |
63.11 |
12.12 |
16.2% |
1.28 |
1.7% |
97% |
True |
False |
18,728 |
| 80 |
75.23 |
61.90 |
13.33 |
17.8% |
1.28 |
1.7% |
97% |
True |
False |
17,157 |
| 100 |
75.23 |
61.90 |
13.33 |
17.8% |
1.24 |
1.7% |
97% |
True |
False |
15,530 |
| 120 |
75.23 |
61.90 |
13.33 |
17.8% |
1.21 |
1.6% |
97% |
True |
False |
14,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.88 |
|
2.618 |
82.40 |
|
1.618 |
79.66 |
|
1.000 |
77.97 |
|
0.618 |
76.92 |
|
HIGH |
75.23 |
|
0.618 |
74.18 |
|
0.500 |
73.86 |
|
0.382 |
73.54 |
|
LOW |
72.49 |
|
0.618 |
70.80 |
|
1.000 |
69.75 |
|
1.618 |
68.06 |
|
2.618 |
65.32 |
|
4.250 |
60.85 |
|
|
| Fisher Pivots for day following 01-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
74.51 |
74.30 |
| PP |
74.18 |
73.78 |
| S1 |
73.86 |
73.25 |
|