NYMEX Light Sweet Crude Oil Future August 2018
Trading Metrics calculated at close of trading on 04-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
66.96 |
65.65 |
-1.31 |
-2.0% |
67.29 |
High |
67.19 |
65.99 |
-1.20 |
-1.8% |
68.52 |
Low |
65.48 |
64.54 |
-0.94 |
-1.4% |
65.48 |
Close |
65.77 |
64.68 |
-1.09 |
-1.7% |
65.77 |
Range |
1.71 |
1.45 |
-0.26 |
-15.2% |
3.04 |
ATR |
1.60 |
1.59 |
-0.01 |
-0.7% |
0.00 |
Volume |
231,160 |
179,152 |
-52,008 |
-22.5% |
795,165 |
|
Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.42 |
68.50 |
65.48 |
|
R3 |
67.97 |
67.05 |
65.08 |
|
R2 |
66.52 |
66.52 |
64.95 |
|
R1 |
65.60 |
65.60 |
64.81 |
65.34 |
PP |
65.07 |
65.07 |
65.07 |
64.94 |
S1 |
64.15 |
64.15 |
64.55 |
63.89 |
S2 |
63.62 |
63.62 |
64.41 |
|
S3 |
62.17 |
62.70 |
64.28 |
|
S4 |
60.72 |
61.25 |
63.88 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.71 |
73.78 |
67.44 |
|
R3 |
72.67 |
70.74 |
66.61 |
|
R2 |
69.63 |
69.63 |
66.33 |
|
R1 |
67.70 |
67.70 |
66.05 |
67.15 |
PP |
66.59 |
66.59 |
66.59 |
66.31 |
S1 |
64.66 |
64.66 |
65.49 |
64.11 |
S2 |
63.55 |
63.55 |
65.21 |
|
S3 |
60.51 |
61.62 |
64.93 |
|
S4 |
57.47 |
58.58 |
64.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.52 |
64.54 |
3.98 |
6.2% |
1.77 |
2.7% |
4% |
False |
True |
194,863 |
10 |
72.70 |
64.54 |
8.16 |
12.6% |
1.71 |
2.6% |
2% |
False |
True |
167,438 |
20 |
72.70 |
64.54 |
8.16 |
12.6% |
1.51 |
2.3% |
2% |
False |
True |
134,670 |
40 |
72.70 |
61.62 |
11.08 |
17.1% |
1.49 |
2.3% |
28% |
False |
False |
102,912 |
60 |
72.70 |
59.30 |
13.40 |
20.7% |
1.46 |
2.3% |
40% |
False |
False |
79,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.15 |
2.618 |
69.79 |
1.618 |
68.34 |
1.000 |
67.44 |
0.618 |
66.89 |
HIGH |
65.99 |
0.618 |
65.44 |
0.500 |
65.27 |
0.382 |
65.09 |
LOW |
64.54 |
0.618 |
63.64 |
1.000 |
63.09 |
1.618 |
62.19 |
2.618 |
60.74 |
4.250 |
58.38 |
|
|
Fisher Pivots for day following 04-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
65.27 |
66.35 |
PP |
65.07 |
65.79 |
S1 |
64.88 |
65.24 |
|