NYMEX Light Sweet Crude Oil Future June 2019
| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
66.24 |
67.89 |
1.65 |
2.5% |
67.41 |
| High |
68.07 |
68.86 |
0.79 |
1.2% |
68.74 |
| Low |
66.21 |
67.49 |
1.28 |
1.9% |
65.16 |
| Close |
67.63 |
68.67 |
1.04 |
1.5% |
66.04 |
| Range |
1.86 |
1.37 |
-0.49 |
-26.3% |
3.58 |
| ATR |
1.20 |
1.22 |
0.01 |
1.0% |
0.00 |
| Volume |
43,510 |
67,396 |
23,886 |
54.9% |
139,895 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.45 |
71.93 |
69.42 |
|
| R3 |
71.08 |
70.56 |
69.05 |
|
| R2 |
69.71 |
69.71 |
68.92 |
|
| R1 |
69.19 |
69.19 |
68.80 |
69.45 |
| PP |
68.34 |
68.34 |
68.34 |
68.47 |
| S1 |
67.82 |
67.82 |
68.54 |
68.08 |
| S2 |
66.97 |
66.97 |
68.42 |
|
| S3 |
65.60 |
66.45 |
68.29 |
|
| S4 |
64.23 |
65.08 |
67.92 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.39 |
75.29 |
68.01 |
|
| R3 |
73.81 |
71.71 |
67.02 |
|
| R2 |
70.23 |
70.23 |
66.70 |
|
| R1 |
68.13 |
68.13 |
66.37 |
67.39 |
| PP |
66.65 |
66.65 |
66.65 |
66.28 |
| S1 |
64.55 |
64.55 |
65.71 |
63.81 |
| S2 |
63.07 |
63.07 |
65.38 |
|
| S3 |
59.49 |
60.97 |
65.06 |
|
| S4 |
55.91 |
57.39 |
64.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.86 |
65.16 |
3.70 |
5.4% |
1.37 |
2.0% |
95% |
True |
False |
41,716 |
| 10 |
68.86 |
65.16 |
3.70 |
5.4% |
1.20 |
1.7% |
95% |
True |
False |
34,417 |
| 20 |
68.86 |
62.22 |
6.64 |
9.7% |
1.12 |
1.6% |
97% |
True |
False |
27,350 |
| 40 |
68.86 |
62.22 |
6.64 |
9.7% |
1.16 |
1.7% |
97% |
True |
False |
23,934 |
| 60 |
68.86 |
61.24 |
7.62 |
11.1% |
1.24 |
1.8% |
98% |
True |
False |
26,631 |
| 80 |
68.86 |
60.86 |
8.00 |
11.6% |
1.24 |
1.8% |
98% |
True |
False |
26,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.68 |
|
2.618 |
72.45 |
|
1.618 |
71.08 |
|
1.000 |
70.23 |
|
0.618 |
69.71 |
|
HIGH |
68.86 |
|
0.618 |
68.34 |
|
0.500 |
68.18 |
|
0.382 |
68.01 |
|
LOW |
67.49 |
|
0.618 |
66.64 |
|
1.000 |
66.12 |
|
1.618 |
65.27 |
|
2.618 |
63.90 |
|
4.250 |
61.67 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
68.51 |
68.25 |
| PP |
68.34 |
67.82 |
| S1 |
68.18 |
67.40 |
|