NYMEX Light Sweet Crude Oil Future June 2019
| Trading Metrics calculated at close of trading on 21-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
69.06 |
68.69 |
-0.37 |
-0.5% |
67.46 |
| High |
69.40 |
69.79 |
0.39 |
0.6% |
69.79 |
| Low |
68.55 |
68.25 |
-0.30 |
-0.4% |
67.20 |
| Close |
68.75 |
68.87 |
0.12 |
0.2% |
68.87 |
| Range |
0.85 |
1.54 |
0.69 |
81.2% |
2.59 |
| ATR |
1.24 |
1.26 |
0.02 |
1.7% |
0.00 |
| Volume |
43,005 |
58,023 |
15,018 |
34.9% |
190,222 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.59 |
72.77 |
69.72 |
|
| R3 |
72.05 |
71.23 |
69.29 |
|
| R2 |
70.51 |
70.51 |
69.15 |
|
| R1 |
69.69 |
69.69 |
69.01 |
70.10 |
| PP |
68.97 |
68.97 |
68.97 |
69.18 |
| S1 |
68.15 |
68.15 |
68.73 |
68.56 |
| S2 |
67.43 |
67.43 |
68.59 |
|
| S3 |
65.89 |
66.61 |
68.45 |
|
| S4 |
64.35 |
65.07 |
68.02 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.39 |
75.22 |
70.29 |
|
| R3 |
73.80 |
72.63 |
69.58 |
|
| R2 |
71.21 |
71.21 |
69.34 |
|
| R1 |
70.04 |
70.04 |
69.11 |
70.63 |
| PP |
68.62 |
68.62 |
68.62 |
68.91 |
| S1 |
67.45 |
67.45 |
68.63 |
68.04 |
| S2 |
66.03 |
66.03 |
68.40 |
|
| S3 |
63.44 |
64.86 |
68.16 |
|
| S4 |
60.85 |
62.27 |
67.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.79 |
67.20 |
2.59 |
3.8% |
1.24 |
1.8% |
64% |
True |
False |
38,044 |
| 10 |
69.79 |
65.94 |
3.85 |
5.6% |
1.35 |
2.0% |
76% |
True |
False |
39,907 |
| 20 |
69.79 |
65.16 |
4.63 |
6.7% |
1.20 |
1.7% |
80% |
True |
False |
33,321 |
| 40 |
69.79 |
62.22 |
7.57 |
11.0% |
1.22 |
1.8% |
88% |
True |
False |
26,945 |
| 60 |
69.79 |
62.22 |
7.57 |
11.0% |
1.23 |
1.8% |
88% |
True |
False |
26,835 |
| 80 |
69.79 |
60.86 |
8.93 |
13.0% |
1.24 |
1.8% |
90% |
True |
False |
27,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.34 |
|
2.618 |
73.82 |
|
1.618 |
72.28 |
|
1.000 |
71.33 |
|
0.618 |
70.74 |
|
HIGH |
69.79 |
|
0.618 |
69.20 |
|
0.500 |
69.02 |
|
0.382 |
68.84 |
|
LOW |
68.25 |
|
0.618 |
67.30 |
|
1.000 |
66.71 |
|
1.618 |
65.76 |
|
2.618 |
64.22 |
|
4.250 |
61.71 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
69.02 |
68.87 |
| PP |
68.97 |
68.86 |
| S1 |
68.92 |
68.86 |
|