NYMEX Light Sweet Crude Oil Future September 2018
Trading Metrics calculated at close of trading on 15-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
67.42 |
66.62 |
-0.80 |
-1.2% |
68.65 |
High |
68.37 |
66.90 |
-1.47 |
-2.2% |
69.92 |
Low |
66.58 |
64.51 |
-2.07 |
-3.1% |
66.14 |
Close |
67.04 |
65.01 |
-2.03 |
-3.0% |
67.63 |
Range |
1.79 |
2.39 |
0.60 |
33.5% |
3.78 |
ATR |
1.77 |
1.82 |
0.05 |
3.1% |
0.00 |
Volume |
538,484 |
573,473 |
34,989 |
6.5% |
2,774,836 |
|
Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.64 |
71.22 |
66.32 |
|
R3 |
70.25 |
68.83 |
65.67 |
|
R2 |
67.86 |
67.86 |
65.45 |
|
R1 |
66.44 |
66.44 |
65.23 |
65.96 |
PP |
65.47 |
65.47 |
65.47 |
65.23 |
S1 |
64.05 |
64.05 |
64.79 |
63.57 |
S2 |
63.08 |
63.08 |
64.57 |
|
S3 |
60.69 |
61.66 |
64.35 |
|
S4 |
58.30 |
59.27 |
63.70 |
|
|
Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.24 |
77.21 |
69.71 |
|
R3 |
75.46 |
73.43 |
68.67 |
|
R2 |
71.68 |
71.68 |
68.32 |
|
R1 |
69.65 |
69.65 |
67.98 |
68.78 |
PP |
67.90 |
67.90 |
67.90 |
67.46 |
S1 |
65.87 |
65.87 |
67.28 |
65.00 |
S2 |
64.12 |
64.12 |
66.94 |
|
S3 |
60.34 |
62.09 |
66.59 |
|
S4 |
56.56 |
58.31 |
65.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.37 |
64.51 |
3.86 |
5.9% |
1.81 |
2.8% |
13% |
False |
True |
544,813 |
10 |
69.92 |
64.51 |
5.41 |
8.3% |
1.84 |
2.8% |
9% |
False |
True |
547,269 |
20 |
70.43 |
64.51 |
5.92 |
9.1% |
1.70 |
2.6% |
8% |
False |
True |
545,237 |
40 |
72.98 |
63.90 |
9.08 |
14.0% |
1.84 |
2.8% |
12% |
False |
False |
398,730 |
60 |
72.98 |
62.99 |
9.99 |
15.4% |
1.75 |
2.7% |
20% |
False |
False |
302,225 |
80 |
72.98 |
62.99 |
9.99 |
15.4% |
1.64 |
2.5% |
20% |
False |
False |
244,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.06 |
2.618 |
73.16 |
1.618 |
70.77 |
1.000 |
69.29 |
0.618 |
68.38 |
HIGH |
66.90 |
0.618 |
65.99 |
0.500 |
65.71 |
0.382 |
65.42 |
LOW |
64.51 |
0.618 |
63.03 |
1.000 |
62.12 |
1.618 |
60.64 |
2.618 |
58.25 |
4.250 |
54.35 |
|
|
Fisher Pivots for day following 15-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
65.71 |
66.44 |
PP |
65.47 |
65.96 |
S1 |
65.24 |
65.49 |
|