NYMEX Light Sweet Crude Oil Future June 2018
Trading Metrics calculated at close of trading on 15-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2018 |
15-May-2018 |
Change |
Change % |
Previous Week |
Open |
70.54 |
71.15 |
0.61 |
0.9% |
69.85 |
High |
71.26 |
71.92 |
0.66 |
0.9% |
71.89 |
Low |
70.26 |
70.42 |
0.16 |
0.2% |
67.63 |
Close |
70.96 |
71.31 |
0.35 |
0.5% |
70.70 |
Range |
1.00 |
1.50 |
0.50 |
50.0% |
4.26 |
ATR |
1.59 |
1.58 |
-0.01 |
-0.4% |
0.00 |
Volume |
592,826 |
815,289 |
222,463 |
37.5% |
4,259,821 |
|
Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.72 |
75.01 |
72.14 |
|
R3 |
74.22 |
73.51 |
71.72 |
|
R2 |
72.72 |
72.72 |
71.59 |
|
R1 |
72.01 |
72.01 |
71.45 |
72.37 |
PP |
71.22 |
71.22 |
71.22 |
71.39 |
S1 |
70.51 |
70.51 |
71.17 |
70.87 |
S2 |
69.72 |
69.72 |
71.04 |
|
S3 |
68.22 |
69.01 |
70.90 |
|
S4 |
66.72 |
67.51 |
70.49 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.85 |
81.04 |
73.04 |
|
R3 |
78.59 |
76.78 |
71.87 |
|
R2 |
74.33 |
74.33 |
71.48 |
|
R1 |
72.52 |
72.52 |
71.09 |
73.43 |
PP |
70.07 |
70.07 |
70.07 |
70.53 |
S1 |
68.26 |
68.26 |
70.31 |
69.17 |
S2 |
65.81 |
65.81 |
69.92 |
|
S3 |
61.55 |
64.00 |
69.53 |
|
S4 |
57.29 |
59.74 |
68.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
71.92 |
69.85 |
2.07 |
2.9% |
1.30 |
1.8% |
71% |
True |
False |
731,090 |
10 |
71.92 |
66.92 |
5.00 |
7.0% |
1.51 |
2.1% |
88% |
True |
False |
783,939 |
20 |
71.92 |
66.54 |
5.38 |
7.5% |
1.55 |
2.2% |
89% |
True |
False |
754,486 |
40 |
71.92 |
61.86 |
10.06 |
14.1% |
1.58 |
2.2% |
94% |
True |
False |
495,084 |
60 |
71.92 |
59.67 |
12.25 |
17.2% |
1.53 |
2.1% |
95% |
True |
False |
367,667 |
80 |
71.92 |
57.29 |
14.63 |
20.5% |
1.53 |
2.1% |
96% |
True |
False |
306,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.30 |
2.618 |
75.85 |
1.618 |
74.35 |
1.000 |
73.42 |
0.618 |
72.85 |
HIGH |
71.92 |
0.618 |
71.35 |
0.500 |
71.17 |
0.382 |
70.99 |
LOW |
70.42 |
0.618 |
69.49 |
1.000 |
68.92 |
1.618 |
67.99 |
2.618 |
66.49 |
4.250 |
64.05 |
|
|
Fisher Pivots for day following 15-May-2018 |
Pivot |
1 day |
3 day |
R1 |
71.26 |
71.24 |
PP |
71.22 |
71.16 |
S1 |
71.17 |
71.09 |
|