NYMEX Light Sweet Crude Oil Future October 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 |
70.06 |
70.94 |
0.88 |
1.3% |
70.50 |
High |
71.05 |
70.94 |
-0.11 |
-0.2% |
70.71 |
Low |
69.96 |
66.57 |
-3.39 |
-4.8% |
67.62 |
Close |
70.62 |
67.10 |
-3.52 |
-5.0% |
69.14 |
Range |
1.09 |
4.37 |
3.28 |
300.9% |
3.09 |
ATR |
1.59 |
1.79 |
0.20 |
12.5% |
0.00 |
Volume |
83,150 |
123,077 |
39,927 |
48.0% |
440,311 |
|
Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.31 |
78.58 |
69.50 |
|
R3 |
76.94 |
74.21 |
68.30 |
|
R2 |
72.57 |
72.57 |
67.90 |
|
R1 |
69.84 |
69.84 |
67.50 |
69.02 |
PP |
68.20 |
68.20 |
68.20 |
67.80 |
S1 |
65.47 |
65.47 |
66.70 |
64.65 |
S2 |
63.83 |
63.83 |
66.30 |
|
S3 |
59.46 |
61.10 |
65.90 |
|
S4 |
55.09 |
56.73 |
64.70 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.43 |
76.87 |
70.84 |
|
R3 |
75.34 |
73.78 |
69.99 |
|
R2 |
72.25 |
72.25 |
69.71 |
|
R1 |
70.69 |
70.69 |
69.42 |
69.93 |
PP |
69.16 |
69.16 |
69.16 |
68.77 |
S1 |
67.60 |
67.60 |
68.86 |
66.84 |
S2 |
66.07 |
66.07 |
68.57 |
|
S3 |
62.98 |
64.51 |
68.29 |
|
S4 |
59.89 |
61.42 |
67.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
71.05 |
66.57 |
4.48 |
6.7% |
1.99 |
3.0% |
12% |
False |
True |
93,495 |
10 |
71.29 |
66.57 |
4.72 |
7.0% |
1.86 |
2.8% |
11% |
False |
True |
100,805 |
20 |
71.29 |
62.60 |
8.69 |
13.0% |
1.82 |
2.7% |
52% |
False |
False |
100,928 |
40 |
71.63 |
62.60 |
9.03 |
13.5% |
1.57 |
2.3% |
50% |
False |
False |
80,127 |
60 |
71.63 |
62.60 |
9.03 |
13.5% |
1.48 |
2.2% |
50% |
False |
False |
65,809 |
80 |
71.63 |
59.67 |
11.96 |
17.8% |
1.44 |
2.2% |
62% |
False |
False |
54,694 |
100 |
71.63 |
57.66 |
13.97 |
20.8% |
1.39 |
2.1% |
68% |
False |
False |
45,941 |
120 |
71.63 |
55.77 |
15.86 |
23.6% |
1.35 |
2.0% |
71% |
False |
False |
40,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.51 |
2.618 |
82.38 |
1.618 |
78.01 |
1.000 |
75.31 |
0.618 |
73.64 |
HIGH |
70.94 |
0.618 |
69.27 |
0.500 |
68.76 |
0.382 |
68.24 |
LOW |
66.57 |
0.618 |
63.87 |
1.000 |
62.20 |
1.618 |
59.50 |
2.618 |
55.13 |
4.250 |
48.00 |
|
|
Fisher Pivots for day following 11-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
68.76 |
68.81 |
PP |
68.20 |
68.24 |
S1 |
67.65 |
67.67 |
|