NYMEX Light Sweet Crude Oil Future March 2019
| Trading Metrics calculated at close of trading on 13-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
68.65 |
69.09 |
0.44 |
0.6% |
68.29 |
| High |
69.70 |
69.09 |
-0.61 |
-0.9% |
69.66 |
| Low |
68.27 |
67.58 |
-0.69 |
-1.0% |
65.84 |
| Close |
69.41 |
67.91 |
-1.50 |
-2.2% |
66.73 |
| Range |
1.43 |
1.51 |
0.08 |
5.6% |
3.82 |
| ATR |
1.27 |
1.31 |
0.04 |
3.2% |
0.00 |
| Volume |
66,516 |
44,774 |
-21,742 |
-32.7% |
94,425 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.72 |
71.83 |
68.74 |
|
| R3 |
71.21 |
70.32 |
68.33 |
|
| R2 |
69.70 |
69.70 |
68.19 |
|
| R1 |
68.81 |
68.81 |
68.05 |
68.50 |
| PP |
68.19 |
68.19 |
68.19 |
68.04 |
| S1 |
67.30 |
67.30 |
67.77 |
66.99 |
| S2 |
66.68 |
66.68 |
67.63 |
|
| S3 |
65.17 |
65.79 |
67.49 |
|
| S4 |
63.66 |
64.28 |
67.08 |
|
|
| 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 |
65.93 |
3.77 |
5.6% |
1.36 |
2.0% |
53% |
False |
False |
40,870 |
| 10 |
69.70 |
65.84 |
3.86 |
5.7% |
1.27 |
1.9% |
54% |
False |
False |
31,348 |
| 20 |
69.70 |
62.83 |
6.87 |
10.1% |
1.14 |
1.7% |
74% |
False |
False |
23,171 |
| 40 |
69.70 |
62.83 |
6.87 |
10.1% |
1.19 |
1.8% |
74% |
False |
False |
19,355 |
| 60 |
69.70 |
62.18 |
7.52 |
11.1% |
1.27 |
1.9% |
76% |
False |
False |
19,381 |
| 80 |
69.70 |
61.69 |
8.01 |
11.8% |
1.26 |
1.9% |
78% |
False |
False |
18,659 |
| 100 |
69.70 |
61.69 |
8.01 |
11.8% |
1.21 |
1.8% |
78% |
False |
False |
17,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.51 |
|
2.618 |
73.04 |
|
1.618 |
71.53 |
|
1.000 |
70.60 |
|
0.618 |
70.02 |
|
HIGH |
69.09 |
|
0.618 |
68.51 |
|
0.500 |
68.34 |
|
0.382 |
68.16 |
|
LOW |
67.58 |
|
0.618 |
66.65 |
|
1.000 |
66.07 |
|
1.618 |
65.14 |
|
2.618 |
63.63 |
|
4.250 |
61.16 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
68.34 |
68.26 |
| PP |
68.19 |
68.14 |
| S1 |
68.05 |
68.03 |
|