NYMEX Light Sweet Crude Oil Future August 2018
Trading Metrics calculated at close of trading on 26-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2018 |
26-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
68.75 |
68.21 |
-0.54 |
-0.8% |
64.22 |
High |
69.44 |
70.91 |
1.47 |
2.1% |
69.38 |
Low |
67.78 |
67.72 |
-0.06 |
-0.1% |
63.40 |
Close |
68.08 |
70.53 |
2.45 |
3.6% |
68.58 |
Range |
1.66 |
3.19 |
1.53 |
92.2% |
5.98 |
ATR |
1.75 |
1.85 |
0.10 |
5.9% |
0.00 |
Volume |
816,207 |
848,537 |
32,330 |
4.0% |
3,871,579 |
|
Daily Pivots for day following 26-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.29 |
78.10 |
72.28 |
|
R3 |
76.10 |
74.91 |
71.41 |
|
R2 |
72.91 |
72.91 |
71.11 |
|
R1 |
71.72 |
71.72 |
70.82 |
72.32 |
PP |
69.72 |
69.72 |
69.72 |
70.02 |
S1 |
68.53 |
68.53 |
70.24 |
69.13 |
S2 |
66.53 |
66.53 |
69.95 |
|
S3 |
63.34 |
65.34 |
69.65 |
|
S4 |
60.15 |
62.15 |
68.78 |
|
|
Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.06 |
82.80 |
71.87 |
|
R3 |
79.08 |
76.82 |
70.22 |
|
R2 |
73.10 |
73.10 |
69.68 |
|
R1 |
70.84 |
70.84 |
69.13 |
71.97 |
PP |
67.12 |
67.12 |
67.12 |
67.69 |
S1 |
64.86 |
64.86 |
68.03 |
65.99 |
S2 |
61.14 |
61.14 |
67.48 |
|
S3 |
55.16 |
58.88 |
66.94 |
|
S4 |
49.18 |
52.90 |
65.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
70.91 |
64.34 |
6.57 |
9.3% |
2.39 |
3.4% |
94% |
True |
False |
872,664 |
10 |
70.91 |
63.40 |
7.51 |
10.6% |
2.09 |
3.0% |
95% |
True |
False |
647,621 |
20 |
70.91 |
63.40 |
7.51 |
10.6% |
1.78 |
2.5% |
95% |
True |
False |
416,729 |
40 |
72.70 |
63.40 |
9.30 |
13.2% |
1.62 |
2.3% |
77% |
False |
False |
264,437 |
60 |
72.70 |
61.43 |
11.27 |
16.0% |
1.55 |
2.2% |
81% |
False |
False |
197,255 |
80 |
72.70 |
59.14 |
13.56 |
19.2% |
1.51 |
2.1% |
84% |
False |
False |
155,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.47 |
2.618 |
79.26 |
1.618 |
76.07 |
1.000 |
74.10 |
0.618 |
72.88 |
HIGH |
70.91 |
0.618 |
69.69 |
0.500 |
69.32 |
0.382 |
68.94 |
LOW |
67.72 |
0.618 |
65.75 |
1.000 |
64.53 |
1.618 |
62.56 |
2.618 |
59.37 |
4.250 |
54.16 |
|
|
Fisher Pivots for day following 26-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
70.13 |
69.79 |
PP |
69.72 |
69.05 |
S1 |
69.32 |
68.31 |
|