NYMEX Light Sweet Crude Oil Future October 2018
Trading Metrics calculated at close of trading on 27-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
67.90 |
68.57 |
0.67 |
1.0% |
65.21 |
High |
69.31 |
68.97 |
-0.34 |
-0.5% |
69.31 |
Low |
67.78 |
68.34 |
0.56 |
0.8% |
64.85 |
Close |
68.72 |
68.87 |
0.15 |
0.2% |
68.72 |
Range |
1.53 |
0.63 |
-0.90 |
-58.8% |
4.46 |
ATR |
1.53 |
1.47 |
-0.06 |
-4.2% |
0.00 |
Volume |
517,796 |
332,612 |
-185,184 |
-35.8% |
2,484,073 |
|
Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.62 |
70.37 |
69.22 |
|
R3 |
69.99 |
69.74 |
69.04 |
|
R2 |
69.36 |
69.36 |
68.99 |
|
R1 |
69.11 |
69.11 |
68.93 |
69.24 |
PP |
68.73 |
68.73 |
68.73 |
68.79 |
S1 |
68.48 |
68.48 |
68.81 |
68.61 |
S2 |
68.10 |
68.10 |
68.75 |
|
S3 |
67.47 |
67.85 |
68.70 |
|
S4 |
66.84 |
67.22 |
68.52 |
|
|
Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.01 |
79.32 |
71.17 |
|
R3 |
76.55 |
74.86 |
69.95 |
|
R2 |
72.09 |
72.09 |
69.54 |
|
R1 |
70.40 |
70.40 |
69.13 |
71.25 |
PP |
67.63 |
67.63 |
67.63 |
68.05 |
S1 |
65.94 |
65.94 |
68.31 |
66.79 |
S2 |
63.17 |
63.17 |
67.90 |
|
S3 |
58.71 |
61.48 |
67.49 |
|
S4 |
54.25 |
57.02 |
66.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
69.31 |
65.31 |
4.00 |
5.8% |
1.26 |
1.8% |
89% |
False |
False |
464,032 |
10 |
69.31 |
63.89 |
5.42 |
7.9% |
1.33 |
1.9% |
92% |
False |
False |
382,160 |
20 |
69.31 |
63.89 |
5.42 |
7.9% |
1.50 |
2.2% |
92% |
False |
False |
263,613 |
40 |
71.05 |
63.89 |
7.16 |
10.4% |
1.58 |
2.3% |
70% |
False |
False |
181,628 |
60 |
71.29 |
62.60 |
8.69 |
12.6% |
1.57 |
2.3% |
72% |
False |
False |
149,695 |
80 |
71.63 |
62.60 |
9.03 |
13.1% |
1.53 |
2.2% |
69% |
False |
False |
125,153 |
100 |
71.63 |
60.66 |
10.97 |
15.9% |
1.48 |
2.2% |
75% |
False |
False |
106,651 |
120 |
71.63 |
58.24 |
13.39 |
19.4% |
1.44 |
2.1% |
79% |
False |
False |
91,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.65 |
2.618 |
70.62 |
1.618 |
69.99 |
1.000 |
69.60 |
0.618 |
69.36 |
HIGH |
68.97 |
0.618 |
68.73 |
0.500 |
68.66 |
0.382 |
68.58 |
LOW |
68.34 |
0.618 |
67.95 |
1.000 |
67.71 |
1.618 |
67.32 |
2.618 |
66.69 |
4.250 |
65.66 |
|
|
Fisher Pivots for day following 27-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
68.80 |
68.69 |
PP |
68.73 |
68.50 |
S1 |
68.66 |
68.32 |
|