NYMEX Light Sweet Crude Oil Future March 2019
| Trading Metrics calculated at close of trading on 20-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
69.00 |
69.89 |
0.89 |
1.3% |
66.96 |
| High |
70.00 |
70.15 |
0.15 |
0.2% |
69.70 |
| Low |
68.60 |
69.22 |
0.62 |
0.9% |
66.54 |
| Close |
69.78 |
69.46 |
-0.32 |
-0.5% |
68.20 |
| Range |
1.40 |
0.93 |
-0.47 |
-33.6% |
3.16 |
| ATR |
1.34 |
1.31 |
-0.03 |
-2.2% |
0.00 |
| Volume |
40,990 |
48,263 |
7,273 |
17.7% |
215,963 |
|
| Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.40 |
71.86 |
69.97 |
|
| R3 |
71.47 |
70.93 |
69.72 |
|
| R2 |
70.54 |
70.54 |
69.63 |
|
| R1 |
70.00 |
70.00 |
69.55 |
69.81 |
| PP |
69.61 |
69.61 |
69.61 |
69.51 |
| S1 |
69.07 |
69.07 |
69.37 |
68.88 |
| S2 |
68.68 |
68.68 |
69.29 |
|
| S3 |
67.75 |
68.14 |
69.20 |
|
| S4 |
66.82 |
67.21 |
68.95 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.63 |
76.07 |
69.94 |
|
| R3 |
74.47 |
72.91 |
69.07 |
|
| R2 |
71.31 |
71.31 |
68.78 |
|
| R1 |
69.75 |
69.75 |
68.49 |
70.53 |
| PP |
68.15 |
68.15 |
68.15 |
68.54 |
| S1 |
66.59 |
66.59 |
67.91 |
67.37 |
| S2 |
64.99 |
64.99 |
67.62 |
|
| S3 |
61.83 |
63.43 |
67.33 |
|
| S4 |
58.67 |
60.27 |
66.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.15 |
67.32 |
2.83 |
4.1% |
1.32 |
1.9% |
76% |
True |
False |
34,740 |
| 10 |
70.15 |
65.93 |
4.22 |
6.1% |
1.34 |
1.9% |
84% |
True |
False |
37,805 |
| 20 |
70.15 |
65.84 |
4.31 |
6.2% |
1.20 |
1.7% |
84% |
True |
False |
28,257 |
| 40 |
70.15 |
62.83 |
7.32 |
10.5% |
1.23 |
1.8% |
91% |
True |
False |
22,033 |
| 60 |
70.15 |
62.83 |
7.32 |
10.5% |
1.26 |
1.8% |
91% |
True |
False |
20,589 |
| 80 |
70.15 |
61.69 |
8.46 |
12.2% |
1.26 |
1.8% |
92% |
True |
False |
19,862 |
| 100 |
70.15 |
61.69 |
8.46 |
12.2% |
1.23 |
1.8% |
92% |
True |
False |
18,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.10 |
|
2.618 |
72.58 |
|
1.618 |
71.65 |
|
1.000 |
71.08 |
|
0.618 |
70.72 |
|
HIGH |
70.15 |
|
0.618 |
69.79 |
|
0.500 |
69.69 |
|
0.382 |
69.58 |
|
LOW |
69.22 |
|
0.618 |
68.65 |
|
1.000 |
68.29 |
|
1.618 |
67.72 |
|
2.618 |
66.79 |
|
4.250 |
65.27 |
|
|
| Fisher Pivots for day following 20-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
69.69 |
69.29 |
| PP |
69.61 |
69.12 |
| S1 |
69.54 |
68.95 |
|