NYMEX Light Sweet Crude Oil Future March 2019
| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
66.81 |
68.65 |
1.84 |
2.8% |
68.29 |
| High |
68.72 |
69.70 |
0.98 |
1.4% |
69.66 |
| Low |
66.81 |
68.27 |
1.46 |
2.2% |
65.84 |
| Close |
68.28 |
69.41 |
1.13 |
1.7% |
66.73 |
| Range |
1.91 |
1.43 |
-0.48 |
-25.1% |
3.82 |
| ATR |
1.25 |
1.27 |
0.01 |
1.0% |
0.00 |
| Volume |
40,730 |
66,516 |
25,786 |
63.3% |
94,425 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.42 |
72.84 |
70.20 |
|
| R3 |
71.99 |
71.41 |
69.80 |
|
| R2 |
70.56 |
70.56 |
69.67 |
|
| R1 |
69.98 |
69.98 |
69.54 |
70.27 |
| PP |
69.13 |
69.13 |
69.13 |
69.27 |
| S1 |
68.55 |
68.55 |
69.28 |
68.84 |
| S2 |
67.70 |
67.70 |
69.15 |
|
| S3 |
66.27 |
67.12 |
69.02 |
|
| S4 |
64.84 |
65.69 |
68.62 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.87 |
76.62 |
68.83 |
|
| R3 |
75.05 |
72.80 |
67.78 |
|
| R2 |
71.23 |
71.23 |
67.43 |
|
| R1 |
68.98 |
68.98 |
67.08 |
68.20 |
| PP |
67.41 |
67.41 |
67.41 |
67.02 |
| S1 |
65.16 |
65.16 |
66.38 |
64.38 |
| S2 |
63.59 |
63.59 |
66.03 |
|
| S3 |
59.77 |
61.34 |
65.68 |
|
| S4 |
55.95 |
57.52 |
64.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.70 |
65.84 |
3.86 |
5.6% |
1.43 |
2.1% |
92% |
True |
False |
36,515 |
| 10 |
69.70 |
65.84 |
3.86 |
5.6% |
1.25 |
1.8% |
92% |
True |
False |
28,500 |
| 20 |
69.70 |
62.83 |
6.87 |
9.9% |
1.15 |
1.7% |
96% |
True |
False |
22,029 |
| 40 |
69.70 |
62.83 |
6.87 |
9.9% |
1.18 |
1.7% |
96% |
True |
False |
18,486 |
| 60 |
69.70 |
62.16 |
7.54 |
10.9% |
1.26 |
1.8% |
96% |
True |
False |
18,754 |
| 80 |
69.70 |
61.69 |
8.01 |
11.5% |
1.25 |
1.8% |
96% |
True |
False |
18,220 |
| 100 |
69.70 |
61.69 |
8.01 |
11.5% |
1.21 |
1.7% |
96% |
True |
False |
16,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.78 |
|
2.618 |
73.44 |
|
1.618 |
72.01 |
|
1.000 |
71.13 |
|
0.618 |
70.58 |
|
HIGH |
69.70 |
|
0.618 |
69.15 |
|
0.500 |
68.99 |
|
0.382 |
68.82 |
|
LOW |
68.27 |
|
0.618 |
67.39 |
|
1.000 |
66.84 |
|
1.618 |
65.96 |
|
2.618 |
64.53 |
|
4.250 |
62.19 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
69.27 |
68.98 |
| PP |
69.13 |
68.55 |
| S1 |
68.99 |
68.12 |
|