NYMEX Light Sweet Crude Oil Future October 2018
Trading Metrics calculated at close of trading on 31-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
67.86 |
68.83 |
0.97 |
1.4% |
66.59 |
High |
69.19 |
68.95 |
-0.24 |
-0.3% |
68.64 |
Low |
67.81 |
66.97 |
-0.84 |
-1.2% |
66.26 |
Close |
68.95 |
67.63 |
-1.32 |
-1.9% |
67.73 |
Range |
1.38 |
1.98 |
0.60 |
43.5% |
2.38 |
ATR |
1.57 |
1.60 |
0.03 |
1.9% |
0.00 |
Volume |
95,958 |
106,270 |
10,312 |
10.7% |
468,171 |
|
Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.79 |
72.69 |
68.72 |
|
R3 |
71.81 |
70.71 |
68.17 |
|
R2 |
69.83 |
69.83 |
67.99 |
|
R1 |
68.73 |
68.73 |
67.81 |
68.29 |
PP |
67.85 |
67.85 |
67.85 |
67.63 |
S1 |
66.75 |
66.75 |
67.45 |
66.31 |
S2 |
65.87 |
65.87 |
67.27 |
|
S3 |
63.89 |
64.77 |
67.09 |
|
S4 |
61.91 |
62.79 |
66.54 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.68 |
73.59 |
69.04 |
|
R3 |
72.30 |
71.21 |
68.38 |
|
R2 |
69.92 |
69.92 |
68.17 |
|
R1 |
68.83 |
68.83 |
67.95 |
69.38 |
PP |
67.54 |
67.54 |
67.54 |
67.82 |
S1 |
66.45 |
66.45 |
67.51 |
67.00 |
S2 |
65.16 |
65.16 |
67.29 |
|
S3 |
62.78 |
64.07 |
67.08 |
|
S4 |
60.40 |
61.69 |
66.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
69.19 |
66.97 |
2.22 |
3.3% |
1.36 |
2.0% |
30% |
False |
True |
97,015 |
10 |
69.19 |
65.20 |
3.99 |
5.9% |
1.37 |
2.0% |
61% |
False |
False |
96,190 |
20 |
71.05 |
65.20 |
5.85 |
8.7% |
1.67 |
2.5% |
42% |
False |
False |
98,522 |
40 |
71.29 |
62.60 |
8.69 |
12.8% |
1.62 |
2.4% |
58% |
False |
False |
93,465 |
60 |
71.63 |
62.60 |
9.03 |
13.4% |
1.54 |
2.3% |
56% |
False |
False |
80,293 |
80 |
71.63 |
60.98 |
10.65 |
15.7% |
1.48 |
2.2% |
62% |
False |
False |
68,483 |
100 |
71.63 |
58.51 |
13.12 |
19.4% |
1.44 |
2.1% |
70% |
False |
False |
58,170 |
120 |
71.63 |
55.77 |
15.86 |
23.5% |
1.42 |
2.1% |
75% |
False |
False |
50,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.37 |
2.618 |
74.13 |
1.618 |
72.15 |
1.000 |
70.93 |
0.618 |
70.17 |
HIGH |
68.95 |
0.618 |
68.19 |
0.500 |
67.96 |
0.382 |
67.73 |
LOW |
66.97 |
0.618 |
65.75 |
1.000 |
64.99 |
1.618 |
63.77 |
2.618 |
61.79 |
4.250 |
58.56 |
|
|
Fisher Pivots for day following 31-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
67.96 |
68.08 |
PP |
67.85 |
67.93 |
S1 |
67.74 |
67.78 |
|