NYMEX Light Sweet Crude Oil Future June 2019
| Trading Metrics calculated at close of trading on 11-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2018 |
11-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
73.98 |
72.08 |
-1.90 |
-2.6% |
72.03 |
| High |
74.22 |
72.13 |
-2.09 |
-2.8% |
75.65 |
| Low |
71.82 |
69.93 |
-1.89 |
-2.6% |
71.66 |
| Close |
72.53 |
70.34 |
-2.19 |
-3.0% |
73.59 |
| Range |
2.40 |
2.20 |
-0.20 |
-8.3% |
3.99 |
| ATR |
1.45 |
1.53 |
0.08 |
5.7% |
0.00 |
| Volume |
52,314 |
52,444 |
130 |
0.2% |
206,897 |
|
| Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.40 |
76.07 |
71.55 |
|
| R3 |
75.20 |
73.87 |
70.95 |
|
| R2 |
73.00 |
73.00 |
70.74 |
|
| R1 |
71.67 |
71.67 |
70.54 |
71.24 |
| PP |
70.80 |
70.80 |
70.80 |
70.58 |
| S1 |
69.47 |
69.47 |
70.14 |
69.04 |
| S2 |
68.60 |
68.60 |
69.94 |
|
| S3 |
66.40 |
67.27 |
69.74 |
|
| S4 |
64.20 |
65.07 |
69.13 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.60 |
83.59 |
75.78 |
|
| R3 |
81.61 |
79.60 |
74.69 |
|
| R2 |
77.62 |
77.62 |
74.32 |
|
| R1 |
75.61 |
75.61 |
73.96 |
76.62 |
| PP |
73.63 |
73.63 |
73.63 |
74.14 |
| S1 |
71.62 |
71.62 |
73.22 |
72.63 |
| S2 |
69.64 |
69.64 |
72.86 |
|
| S3 |
65.65 |
67.63 |
72.49 |
|
| S4 |
61.66 |
63.64 |
71.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.39 |
69.93 |
4.46 |
6.3% |
1.60 |
2.3% |
9% |
False |
True |
44,715 |
| 10 |
75.65 |
69.93 |
5.72 |
8.1% |
1.78 |
2.5% |
7% |
False |
True |
43,090 |
| 20 |
75.65 |
66.71 |
8.94 |
12.7% |
1.44 |
2.0% |
41% |
False |
False |
38,244 |
| 40 |
75.65 |
62.22 |
13.43 |
19.1% |
1.27 |
1.8% |
60% |
False |
False |
33,163 |
| 60 |
75.65 |
62.22 |
13.43 |
19.1% |
1.26 |
1.8% |
60% |
False |
False |
28,994 |
| 80 |
75.65 |
61.24 |
14.41 |
20.5% |
1.30 |
1.8% |
63% |
False |
False |
29,836 |
| 100 |
75.65 |
60.86 |
14.79 |
21.0% |
1.29 |
1.8% |
64% |
False |
False |
28,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.48 |
|
2.618 |
77.89 |
|
1.618 |
75.69 |
|
1.000 |
74.33 |
|
0.618 |
73.49 |
|
HIGH |
72.13 |
|
0.618 |
71.29 |
|
0.500 |
71.03 |
|
0.382 |
70.77 |
|
LOW |
69.93 |
|
0.618 |
68.57 |
|
1.000 |
67.73 |
|
1.618 |
66.37 |
|
2.618 |
64.17 |
|
4.250 |
60.58 |
|
|
| Fisher Pivots for day following 11-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
71.03 |
72.16 |
| PP |
70.80 |
71.55 |
| S1 |
70.57 |
70.95 |
|