NYMEX Light Sweet Crude Oil Future June 2019
| Trading Metrics calculated at close of trading on 05-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2018 |
05-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
67.41 |
67.08 |
-0.33 |
-0.5% |
66.14 |
| High |
68.74 |
67.37 |
-1.37 |
-2.0% |
67.79 |
| Low |
66.92 |
66.46 |
-0.46 |
-0.7% |
66.01 |
| Close |
67.58 |
66.67 |
-0.91 |
-1.3% |
67.26 |
| Range |
1.82 |
0.91 |
-0.91 |
-50.0% |
1.78 |
| ATR |
1.15 |
1.15 |
0.00 |
-0.2% |
0.00 |
| Volume |
41,089 |
31,774 |
-9,315 |
-22.7% |
98,607 |
|
| Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.56 |
69.03 |
67.17 |
|
| R3 |
68.65 |
68.12 |
66.92 |
|
| R2 |
67.74 |
67.74 |
66.84 |
|
| R1 |
67.21 |
67.21 |
66.75 |
67.02 |
| PP |
66.83 |
66.83 |
66.83 |
66.74 |
| S1 |
66.30 |
66.30 |
66.59 |
66.11 |
| S2 |
65.92 |
65.92 |
66.50 |
|
| S3 |
65.01 |
65.39 |
66.42 |
|
| S4 |
64.10 |
64.48 |
66.17 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.36 |
71.59 |
68.24 |
|
| R3 |
70.58 |
69.81 |
67.75 |
|
| R2 |
68.80 |
68.80 |
67.59 |
|
| R1 |
68.03 |
68.03 |
67.42 |
68.42 |
| PP |
67.02 |
67.02 |
67.02 |
67.21 |
| S1 |
66.25 |
66.25 |
67.10 |
66.64 |
| S2 |
65.24 |
65.24 |
66.93 |
|
| S3 |
63.46 |
64.47 |
66.77 |
|
| S4 |
61.68 |
62.69 |
66.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.74 |
66.09 |
2.65 |
4.0% |
1.03 |
1.6% |
22% |
False |
False |
27,118 |
| 10 |
68.74 |
63.76 |
4.98 |
7.5% |
1.03 |
1.5% |
58% |
False |
False |
24,222 |
| 20 |
68.74 |
62.22 |
6.52 |
9.8% |
1.16 |
1.7% |
68% |
False |
False |
22,899 |
| 40 |
68.74 |
62.22 |
6.52 |
9.8% |
1.24 |
1.9% |
68% |
False |
False |
23,187 |
| 60 |
68.74 |
60.86 |
7.88 |
11.8% |
1.25 |
1.9% |
74% |
False |
False |
24,941 |
| 80 |
68.74 |
60.86 |
7.88 |
11.8% |
1.21 |
1.8% |
74% |
False |
False |
24,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.24 |
|
2.618 |
69.75 |
|
1.618 |
68.84 |
|
1.000 |
68.28 |
|
0.618 |
67.93 |
|
HIGH |
67.37 |
|
0.618 |
67.02 |
|
0.500 |
66.92 |
|
0.382 |
66.81 |
|
LOW |
66.46 |
|
0.618 |
65.90 |
|
1.000 |
65.55 |
|
1.618 |
64.99 |
|
2.618 |
64.08 |
|
4.250 |
62.59 |
|
|
| Fisher Pivots for day following 05-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
66.92 |
67.60 |
| PP |
66.83 |
67.29 |
| S1 |
66.75 |
66.98 |
|