NYMEX Light Sweet Crude Oil Future October 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 |
66.39 |
68.29 |
1.90 |
2.9% |
63.39 |
High |
68.40 |
70.19 |
1.79 |
2.6% |
67.29 |
Low |
65.98 |
68.14 |
2.16 |
3.3% |
62.60 |
Close |
68.16 |
69.96 |
1.80 |
2.6% |
66.79 |
Range |
2.42 |
2.05 |
-0.37 |
-15.3% |
4.69 |
ATR |
1.60 |
1.63 |
0.03 |
2.0% |
0.00 |
Volume |
115,310 |
106,197 |
-9,113 |
-7.9% |
552,938 |
|
Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.58 |
74.82 |
71.09 |
|
R3 |
73.53 |
72.77 |
70.52 |
|
R2 |
71.48 |
71.48 |
70.34 |
|
R1 |
70.72 |
70.72 |
70.15 |
71.10 |
PP |
69.43 |
69.43 |
69.43 |
69.62 |
S1 |
68.67 |
68.67 |
69.77 |
69.05 |
S2 |
67.38 |
67.38 |
69.58 |
|
S3 |
65.33 |
66.62 |
69.40 |
|
S4 |
63.28 |
64.57 |
68.83 |
|
|
Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.63 |
77.90 |
69.37 |
|
R3 |
74.94 |
73.21 |
68.08 |
|
R2 |
70.25 |
70.25 |
67.65 |
|
R1 |
68.52 |
68.52 |
67.22 |
69.39 |
PP |
65.56 |
65.56 |
65.56 |
65.99 |
S1 |
63.83 |
63.83 |
66.36 |
64.70 |
S2 |
60.87 |
60.87 |
65.93 |
|
S3 |
56.18 |
59.14 |
65.50 |
|
S4 |
51.49 |
54.45 |
64.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
70.19 |
63.45 |
6.74 |
9.6% |
1.98 |
2.8% |
97% |
True |
False |
153,528 |
10 |
70.19 |
62.60 |
7.59 |
10.8% |
1.86 |
2.7% |
97% |
True |
False |
106,981 |
20 |
70.19 |
62.60 |
7.59 |
10.8% |
1.55 |
2.2% |
97% |
True |
False |
85,512 |
40 |
71.63 |
62.60 |
9.03 |
12.9% |
1.46 |
2.1% |
82% |
False |
False |
66,170 |
60 |
71.63 |
60.55 |
11.08 |
15.8% |
1.41 |
2.0% |
85% |
False |
False |
54,711 |
80 |
71.63 |
58.24 |
13.39 |
19.1% |
1.36 |
2.0% |
88% |
False |
False |
44,806 |
100 |
71.63 |
55.77 |
15.86 |
22.7% |
1.36 |
1.9% |
89% |
False |
False |
37,895 |
120 |
71.63 |
55.77 |
15.86 |
22.7% |
1.27 |
1.8% |
89% |
False |
False |
33,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.90 |
2.618 |
75.56 |
1.618 |
73.51 |
1.000 |
72.24 |
0.618 |
71.46 |
HIGH |
70.19 |
0.618 |
69.41 |
0.500 |
69.17 |
0.382 |
68.92 |
LOW |
68.14 |
0.618 |
66.87 |
1.000 |
66.09 |
1.618 |
64.82 |
2.618 |
62.77 |
4.250 |
59.43 |
|
|
Fisher Pivots for day following 27-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
69.70 |
69.30 |
PP |
69.43 |
68.64 |
S1 |
69.17 |
67.98 |
|