NYMEX Light Sweet Crude Oil Future March 2019
| Trading Metrics calculated at close of trading on 26-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
71.15 |
71.15 |
0.00 |
0.0% |
68.08 |
| High |
71.74 |
71.64 |
-0.10 |
-0.1% |
70.53 |
| Low |
71.00 |
70.81 |
-0.19 |
-0.3% |
67.75 |
| Close |
71.53 |
70.90 |
-0.63 |
-0.9% |
69.58 |
| Range |
0.74 |
0.83 |
0.09 |
12.2% |
2.78 |
| ATR |
1.31 |
1.28 |
-0.03 |
-2.6% |
0.00 |
| Volume |
26,811 |
25,204 |
-1,607 |
-6.0% |
215,828 |
|
| Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.61 |
73.08 |
71.36 |
|
| R3 |
72.78 |
72.25 |
71.13 |
|
| R2 |
71.95 |
71.95 |
71.05 |
|
| R1 |
71.42 |
71.42 |
70.98 |
71.27 |
| PP |
71.12 |
71.12 |
71.12 |
71.04 |
| S1 |
70.59 |
70.59 |
70.82 |
70.44 |
| S2 |
70.29 |
70.29 |
70.75 |
|
| S3 |
69.46 |
69.76 |
70.67 |
|
| S4 |
68.63 |
68.93 |
70.44 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.63 |
76.38 |
71.11 |
|
| R3 |
74.85 |
73.60 |
70.34 |
|
| R2 |
72.07 |
72.07 |
70.09 |
|
| R1 |
70.82 |
70.82 |
69.83 |
71.45 |
| PP |
69.29 |
69.29 |
69.29 |
69.60 |
| S1 |
68.04 |
68.04 |
69.33 |
68.67 |
| S2 |
66.51 |
66.51 |
69.07 |
|
| S3 |
63.73 |
65.26 |
68.82 |
|
| S4 |
60.95 |
62.48 |
68.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.74 |
68.96 |
2.78 |
3.9% |
1.07 |
1.5% |
70% |
False |
False |
43,040 |
| 10 |
71.74 |
67.32 |
4.42 |
6.2% |
1.26 |
1.8% |
81% |
False |
False |
38,541 |
| 20 |
71.74 |
65.84 |
5.90 |
8.3% |
1.25 |
1.8% |
86% |
False |
False |
33,520 |
| 40 |
71.74 |
62.83 |
8.91 |
12.6% |
1.25 |
1.8% |
91% |
False |
False |
24,975 |
| 60 |
71.74 |
62.83 |
8.91 |
12.6% |
1.26 |
1.8% |
91% |
False |
False |
22,032 |
| 80 |
71.74 |
61.69 |
10.05 |
14.2% |
1.26 |
1.8% |
92% |
False |
False |
21,028 |
| 100 |
71.74 |
61.69 |
10.05 |
14.2% |
1.23 |
1.7% |
92% |
False |
False |
19,601 |
| 120 |
71.74 |
59.02 |
12.72 |
17.9% |
1.20 |
1.7% |
93% |
False |
False |
18,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.17 |
|
2.618 |
73.81 |
|
1.618 |
72.98 |
|
1.000 |
72.47 |
|
0.618 |
72.15 |
|
HIGH |
71.64 |
|
0.618 |
71.32 |
|
0.500 |
71.23 |
|
0.382 |
71.13 |
|
LOW |
70.81 |
|
0.618 |
70.30 |
|
1.000 |
69.98 |
|
1.618 |
69.47 |
|
2.618 |
68.64 |
|
4.250 |
67.28 |
|
|
| Fisher Pivots for day following 26-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
71.23 |
70.89 |
| PP |
71.12 |
70.88 |
| S1 |
71.01 |
70.87 |
|