NYMEX Light Sweet Crude Oil Future August 2018
| Trading Metrics calculated at close of trading on 27-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
68.21 |
70.68 |
2.47 |
3.6% |
64.22 |
| High |
70.91 |
73.06 |
2.15 |
3.0% |
69.38 |
| Low |
67.72 |
70.56 |
2.84 |
4.2% |
63.40 |
| Close |
70.53 |
72.76 |
2.23 |
3.2% |
68.58 |
| Range |
3.19 |
2.50 |
-0.69 |
-21.6% |
5.98 |
| ATR |
1.85 |
1.90 |
0.05 |
2.6% |
0.00 |
| Volume |
848,537 |
775,155 |
-73,382 |
-8.6% |
3,871,579 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.63 |
78.69 |
74.14 |
|
| R3 |
77.13 |
76.19 |
73.45 |
|
| R2 |
74.63 |
74.63 |
73.22 |
|
| R1 |
73.69 |
73.69 |
72.99 |
74.16 |
| PP |
72.13 |
72.13 |
72.13 |
72.36 |
| S1 |
71.19 |
71.19 |
72.53 |
71.66 |
| S2 |
69.63 |
69.63 |
72.30 |
|
| S3 |
67.13 |
68.69 |
72.07 |
|
| S4 |
64.63 |
66.19 |
71.39 |
|
|
| 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 |
73.06 |
64.34 |
8.72 |
12.0% |
2.58 |
3.5% |
97% |
True |
False |
867,370 |
| 10 |
73.06 |
63.40 |
9.66 |
13.3% |
2.20 |
3.0% |
97% |
True |
False |
699,317 |
| 20 |
73.06 |
63.40 |
9.66 |
13.3% |
1.80 |
2.5% |
97% |
True |
False |
448,024 |
| 40 |
73.06 |
63.40 |
9.66 |
13.3% |
1.63 |
2.2% |
97% |
True |
False |
282,429 |
| 60 |
73.06 |
61.43 |
11.63 |
16.0% |
1.58 |
2.2% |
97% |
True |
False |
209,628 |
| 80 |
73.06 |
59.14 |
13.92 |
19.1% |
1.53 |
2.1% |
98% |
True |
False |
164,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.69 |
|
2.618 |
79.61 |
|
1.618 |
77.11 |
|
1.000 |
75.56 |
|
0.618 |
74.61 |
|
HIGH |
73.06 |
|
0.618 |
72.11 |
|
0.500 |
71.81 |
|
0.382 |
71.52 |
|
LOW |
70.56 |
|
0.618 |
69.02 |
|
1.000 |
68.06 |
|
1.618 |
66.52 |
|
2.618 |
64.02 |
|
4.250 |
59.94 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
72.44 |
71.97 |
| PP |
72.13 |
71.18 |
| S1 |
71.81 |
70.39 |
|