NYMEX Light Sweet Crude Oil Future October 2018
| Trading Metrics calculated at close of trading on 20-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
69.71 |
71.39 |
1.68 |
2.4% |
67.82 |
| High |
71.50 |
71.81 |
0.31 |
0.4% |
71.26 |
| Low |
69.65 |
70.73 |
1.08 |
1.6% |
67.33 |
| Close |
71.12 |
70.80 |
-0.32 |
-0.4% |
68.99 |
| Range |
1.85 |
1.08 |
-0.77 |
-41.6% |
3.93 |
| ATR |
1.61 |
1.57 |
-0.04 |
-2.4% |
0.00 |
| Volume |
125,208 |
20,408 |
-104,800 |
-83.7% |
3,344,598 |
|
| Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.35 |
73.66 |
71.39 |
|
| R3 |
73.27 |
72.58 |
71.10 |
|
| R2 |
72.19 |
72.19 |
71.00 |
|
| R1 |
71.50 |
71.50 |
70.90 |
71.31 |
| PP |
71.11 |
71.11 |
71.11 |
71.02 |
| S1 |
70.42 |
70.42 |
70.70 |
70.23 |
| S2 |
70.03 |
70.03 |
70.60 |
|
| S3 |
68.95 |
69.34 |
70.50 |
|
| S4 |
67.87 |
68.26 |
70.21 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.98 |
78.92 |
71.15 |
|
| R3 |
77.05 |
74.99 |
70.07 |
|
| R2 |
73.12 |
73.12 |
69.71 |
|
| R1 |
71.06 |
71.06 |
69.35 |
72.09 |
| PP |
69.19 |
69.19 |
69.19 |
69.71 |
| S1 |
67.13 |
67.13 |
68.63 |
68.16 |
| S2 |
65.26 |
65.26 |
68.27 |
|
| S3 |
61.33 |
63.20 |
67.91 |
|
| S4 |
57.40 |
59.27 |
66.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.81 |
67.94 |
3.87 |
5.5% |
1.60 |
2.3% |
74% |
True |
False |
282,637 |
| 10 |
71.81 |
66.86 |
4.95 |
7.0% |
1.66 |
2.3% |
80% |
True |
False |
467,760 |
| 20 |
71.81 |
66.86 |
4.95 |
7.0% |
1.45 |
2.0% |
80% |
True |
False |
486,493 |
| 40 |
71.81 |
63.89 |
7.92 |
11.2% |
1.49 |
2.1% |
87% |
True |
False |
349,286 |
| 60 |
71.81 |
63.89 |
7.92 |
11.2% |
1.57 |
2.2% |
87% |
True |
False |
266,279 |
| 80 |
71.81 |
62.60 |
9.21 |
13.0% |
1.57 |
2.2% |
89% |
True |
False |
220,381 |
| 100 |
71.81 |
62.60 |
9.21 |
13.0% |
1.52 |
2.1% |
89% |
True |
False |
185,536 |
| 120 |
71.81 |
60.55 |
11.26 |
15.9% |
1.48 |
2.1% |
91% |
True |
False |
159,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.40 |
|
2.618 |
74.64 |
|
1.618 |
73.56 |
|
1.000 |
72.89 |
|
0.618 |
72.48 |
|
HIGH |
71.81 |
|
0.618 |
71.40 |
|
0.500 |
71.27 |
|
0.382 |
71.14 |
|
LOW |
70.73 |
|
0.618 |
70.06 |
|
1.000 |
69.65 |
|
1.618 |
68.98 |
|
2.618 |
67.90 |
|
4.250 |
66.14 |
|
|
| Fisher Pivots for day following 20-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
71.27 |
70.59 |
| PP |
71.11 |
70.38 |
| S1 |
70.96 |
70.17 |
|