NYMEX Light Sweet Crude Oil Future September 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 |
72.19 |
72.67 |
0.48 |
0.7% |
72.00 |
High |
72.98 |
72.76 |
-0.22 |
-0.3% |
72.85 |
Low |
72.08 |
68.40 |
-3.68 |
-5.1% |
69.93 |
Close |
72.56 |
68.86 |
-3.70 |
-5.1% |
71.57 |
Range |
0.90 |
4.36 |
3.46 |
384.4% |
2.92 |
ATR |
1.70 |
1.89 |
0.19 |
11.2% |
0.00 |
Volume |
211,600 |
311,204 |
99,604 |
47.1% |
800,307 |
|
Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.09 |
80.33 |
71.26 |
|
R3 |
78.73 |
75.97 |
70.06 |
|
R2 |
74.37 |
74.37 |
69.66 |
|
R1 |
71.61 |
71.61 |
69.26 |
70.81 |
PP |
70.01 |
70.01 |
70.01 |
69.61 |
S1 |
67.25 |
67.25 |
68.46 |
66.45 |
S2 |
65.65 |
65.65 |
68.06 |
|
S3 |
61.29 |
62.89 |
67.66 |
|
S4 |
56.93 |
58.53 |
66.46 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.21 |
78.81 |
73.18 |
|
R3 |
77.29 |
75.89 |
72.37 |
|
R2 |
74.37 |
74.37 |
72.11 |
|
R1 |
72.97 |
72.97 |
71.84 |
72.21 |
PP |
71.45 |
71.45 |
71.45 |
71.07 |
S1 |
70.05 |
70.05 |
71.30 |
69.29 |
S2 |
68.53 |
68.53 |
71.03 |
|
S3 |
65.61 |
67.13 |
70.77 |
|
S4 |
62.69 |
64.21 |
69.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.98 |
68.40 |
4.58 |
6.7% |
2.01 |
2.9% |
10% |
False |
True |
222,608 |
10 |
72.98 |
68.40 |
4.58 |
6.7% |
1.99 |
2.9% |
10% |
False |
True |
205,253 |
20 |
72.98 |
62.99 |
9.99 |
14.5% |
1.95 |
2.8% |
59% |
False |
False |
197,726 |
40 |
72.98 |
62.99 |
9.99 |
14.5% |
1.67 |
2.4% |
59% |
False |
False |
149,109 |
60 |
72.98 |
62.99 |
9.99 |
14.5% |
1.58 |
2.3% |
59% |
False |
False |
120,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.29 |
2.618 |
84.17 |
1.618 |
79.81 |
1.000 |
77.12 |
0.618 |
75.45 |
HIGH |
72.76 |
0.618 |
71.09 |
0.500 |
70.58 |
0.382 |
70.07 |
LOW |
68.40 |
0.618 |
65.71 |
1.000 |
64.04 |
1.618 |
61.35 |
2.618 |
56.99 |
4.250 |
49.87 |
|
|
Fisher Pivots for day following 11-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
70.58 |
70.69 |
PP |
70.01 |
70.08 |
S1 |
69.43 |
69.47 |
|