NYMEX Light Sweet Crude Oil Future July 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 |
70.50 |
71.22 |
0.72 |
1.0% |
69.69 |
High |
71.24 |
71.95 |
0.71 |
1.0% |
71.80 |
Low |
70.24 |
70.48 |
0.24 |
0.3% |
67.57 |
Close |
70.99 |
71.37 |
0.38 |
0.5% |
70.68 |
Range |
1.00 |
1.47 |
0.47 |
47.0% |
4.23 |
ATR |
1.55 |
1.55 |
-0.01 |
-0.4% |
0.00 |
Volume |
243,623 |
349,961 |
106,338 |
43.6% |
1,264,792 |
|
Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.68 |
74.99 |
72.18 |
|
R3 |
74.21 |
73.52 |
71.77 |
|
R2 |
72.74 |
72.74 |
71.64 |
|
R1 |
72.05 |
72.05 |
71.50 |
72.40 |
PP |
71.27 |
71.27 |
71.27 |
71.44 |
S1 |
70.58 |
70.58 |
71.24 |
70.93 |
S2 |
69.80 |
69.80 |
71.10 |
|
S3 |
68.33 |
69.11 |
70.97 |
|
S4 |
66.86 |
67.64 |
70.56 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.71 |
80.92 |
73.01 |
|
R3 |
78.48 |
76.69 |
71.84 |
|
R2 |
74.25 |
74.25 |
71.46 |
|
R1 |
72.46 |
72.46 |
71.07 |
73.36 |
PP |
70.02 |
70.02 |
70.02 |
70.46 |
S1 |
68.23 |
68.23 |
70.29 |
69.13 |
S2 |
65.79 |
65.79 |
69.90 |
|
S3 |
61.56 |
64.00 |
69.52 |
|
S4 |
57.33 |
59.77 |
68.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
71.95 |
69.78 |
2.17 |
3.0% |
1.28 |
1.8% |
73% |
True |
False |
263,176 |
10 |
71.95 |
66.80 |
5.15 |
7.2% |
1.48 |
2.1% |
89% |
True |
False |
241,524 |
20 |
71.95 |
66.27 |
5.68 |
8.0% |
1.51 |
2.1% |
90% |
True |
False |
197,762 |
40 |
71.95 |
61.57 |
10.38 |
14.5% |
1.54 |
2.2% |
94% |
True |
False |
140,654 |
60 |
71.95 |
59.23 |
12.72 |
17.8% |
1.48 |
2.1% |
95% |
True |
False |
107,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.20 |
2.618 |
75.80 |
1.618 |
74.33 |
1.000 |
73.42 |
0.618 |
72.86 |
HIGH |
71.95 |
0.618 |
71.39 |
0.500 |
71.22 |
0.382 |
71.04 |
LOW |
70.48 |
0.618 |
69.57 |
1.000 |
69.01 |
1.618 |
68.10 |
2.618 |
66.63 |
4.250 |
64.23 |
|
|
Fisher Pivots for day following 15-May-2018 |
Pivot |
1 day |
3 day |
R1 |
71.32 |
71.28 |
PP |
71.27 |
71.19 |
S1 |
71.22 |
71.10 |
|