NYMEX Light Sweet Crude Oil Future March 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 |
71.46 |
72.56 |
1.10 |
1.5% |
70.00 |
| High |
73.00 |
75.08 |
2.08 |
2.8% |
73.00 |
| Low |
71.33 |
72.29 |
0.96 |
1.3% |
70.00 |
| Close |
72.51 |
74.68 |
2.17 |
3.0% |
72.51 |
| Range |
1.67 |
2.79 |
1.12 |
67.1% |
3.00 |
| ATR |
1.28 |
1.39 |
0.11 |
8.4% |
0.00 |
| Volume |
30,102 |
27,899 |
-2,203 |
-7.3% |
139,876 |
|
| Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.39 |
81.32 |
76.21 |
|
| R3 |
79.60 |
78.53 |
75.45 |
|
| R2 |
76.81 |
76.81 |
75.19 |
|
| R1 |
75.74 |
75.74 |
74.94 |
76.28 |
| PP |
74.02 |
74.02 |
74.02 |
74.28 |
| S1 |
72.95 |
72.95 |
74.42 |
73.49 |
| S2 |
71.23 |
71.23 |
74.17 |
|
| S3 |
68.44 |
70.16 |
73.91 |
|
| S4 |
65.65 |
67.37 |
73.15 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.84 |
79.67 |
74.16 |
|
| R3 |
77.84 |
76.67 |
73.34 |
|
| R2 |
74.84 |
74.84 |
73.06 |
|
| R1 |
73.67 |
73.67 |
72.79 |
74.26 |
| PP |
71.84 |
71.84 |
71.84 |
72.13 |
| S1 |
70.67 |
70.67 |
72.24 |
71.26 |
| S2 |
68.84 |
68.84 |
71.96 |
|
| S3 |
65.84 |
67.67 |
71.69 |
|
| S4 |
62.84 |
64.67 |
70.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.08 |
70.81 |
4.27 |
5.7% |
1.35 |
1.8% |
91% |
True |
False |
25,487 |
| 10 |
75.08 |
67.75 |
7.33 |
9.8% |
1.36 |
1.8% |
95% |
True |
False |
36,310 |
| 20 |
75.08 |
65.84 |
9.24 |
12.4% |
1.38 |
1.9% |
96% |
True |
False |
34,699 |
| 40 |
75.08 |
62.83 |
12.25 |
16.4% |
1.28 |
1.7% |
97% |
True |
False |
25,741 |
| 60 |
75.08 |
62.83 |
12.25 |
16.4% |
1.28 |
1.7% |
97% |
True |
False |
22,444 |
| 80 |
75.08 |
61.69 |
13.39 |
17.9% |
1.28 |
1.7% |
97% |
True |
False |
21,278 |
| 100 |
75.08 |
61.69 |
13.39 |
17.9% |
1.23 |
1.7% |
97% |
True |
False |
19,924 |
| 120 |
75.08 |
61.42 |
13.66 |
18.3% |
1.21 |
1.6% |
97% |
True |
False |
18,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.94 |
|
2.618 |
82.38 |
|
1.618 |
79.59 |
|
1.000 |
77.87 |
|
0.618 |
76.80 |
|
HIGH |
75.08 |
|
0.618 |
74.01 |
|
0.500 |
73.69 |
|
0.382 |
73.36 |
|
LOW |
72.29 |
|
0.618 |
70.57 |
|
1.000 |
69.50 |
|
1.618 |
67.78 |
|
2.618 |
64.99 |
|
4.250 |
60.43 |
|
|
| Fisher Pivots for day following 01-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
74.35 |
74.15 |
| PP |
74.02 |
73.62 |
| S1 |
73.69 |
73.09 |
|