NYMEX Light Sweet Crude Oil Future August 2018
Trading Metrics calculated at close of trading on 11-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
74.04 |
74.20 |
0.16 |
0.2% |
73.62 |
High |
74.70 |
74.26 |
-0.44 |
-0.6% |
75.27 |
Low |
73.65 |
70.02 |
-3.63 |
-4.9% |
72.14 |
Close |
74.11 |
70.38 |
-3.73 |
-5.0% |
73.80 |
Range |
1.05 |
4.24 |
3.19 |
303.8% |
3.13 |
ATR |
1.84 |
2.01 |
0.17 |
9.3% |
0.00 |
Volume |
586,829 |
861,726 |
274,897 |
46.8% |
2,772,453 |
|
Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.27 |
81.57 |
72.71 |
|
R3 |
80.03 |
77.33 |
71.55 |
|
R2 |
75.79 |
75.79 |
71.16 |
|
R1 |
73.09 |
73.09 |
70.77 |
72.32 |
PP |
71.55 |
71.55 |
71.55 |
71.17 |
S1 |
68.85 |
68.85 |
69.99 |
68.08 |
S2 |
67.31 |
67.31 |
69.60 |
|
S3 |
63.07 |
64.61 |
69.21 |
|
S4 |
58.83 |
60.37 |
68.05 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.13 |
81.59 |
75.52 |
|
R3 |
80.00 |
78.46 |
74.66 |
|
R2 |
76.87 |
76.87 |
74.37 |
|
R1 |
75.33 |
75.33 |
74.09 |
76.10 |
PP |
73.74 |
73.74 |
73.74 |
74.12 |
S1 |
72.20 |
72.20 |
73.51 |
72.97 |
S2 |
70.61 |
70.61 |
73.23 |
|
S3 |
67.48 |
69.07 |
72.94 |
|
S4 |
64.35 |
65.94 |
72.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.96 |
70.02 |
4.94 |
7.0% |
2.18 |
3.1% |
7% |
False |
True |
686,921 |
10 |
75.27 |
70.02 |
5.25 |
7.5% |
2.11 |
3.0% |
7% |
False |
True |
684,891 |
20 |
75.27 |
63.40 |
11.87 |
16.9% |
2.10 |
3.0% |
59% |
False |
False |
666,256 |
40 |
75.27 |
63.40 |
11.87 |
16.9% |
1.77 |
2.5% |
59% |
False |
False |
412,805 |
60 |
75.27 |
63.40 |
11.87 |
16.9% |
1.66 |
2.4% |
59% |
False |
False |
302,802 |
80 |
75.27 |
60.56 |
14.71 |
20.9% |
1.62 |
2.3% |
67% |
False |
False |
237,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.28 |
2.618 |
85.36 |
1.618 |
81.12 |
1.000 |
78.50 |
0.618 |
76.88 |
HIGH |
74.26 |
0.618 |
72.64 |
0.500 |
72.14 |
0.382 |
71.64 |
LOW |
70.02 |
0.618 |
67.40 |
1.000 |
65.78 |
1.618 |
63.16 |
2.618 |
58.92 |
4.250 |
52.00 |
|
|
Fisher Pivots for day following 11-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
72.14 |
72.36 |
PP |
71.55 |
71.70 |
S1 |
70.97 |
71.04 |
|