NYMEX Light Sweet Crude Oil Future November 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 |
66.00 |
67.68 |
1.68 |
2.5% |
63.25 |
High |
67.74 |
69.48 |
1.74 |
2.6% |
66.69 |
Low |
65.61 |
67.49 |
1.88 |
2.9% |
62.48 |
Close |
67.59 |
69.22 |
1.63 |
2.4% |
66.34 |
Range |
2.13 |
1.99 |
-0.14 |
-6.6% |
4.21 |
ATR |
1.51 |
1.54 |
0.03 |
2.3% |
0.00 |
Volume |
56,557 |
61,090 |
4,533 |
8.0% |
281,685 |
|
Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.70 |
73.95 |
70.31 |
|
R3 |
72.71 |
71.96 |
69.77 |
|
R2 |
70.72 |
70.72 |
69.58 |
|
R1 |
69.97 |
69.97 |
69.40 |
70.35 |
PP |
68.73 |
68.73 |
68.73 |
68.92 |
S1 |
67.98 |
67.98 |
69.04 |
68.36 |
S2 |
66.74 |
66.74 |
68.86 |
|
S3 |
64.75 |
65.99 |
68.67 |
|
S4 |
62.76 |
64.00 |
68.13 |
|
|
Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.80 |
76.28 |
68.66 |
|
R3 |
73.59 |
72.07 |
67.50 |
|
R2 |
69.38 |
69.38 |
67.11 |
|
R1 |
67.86 |
67.86 |
66.73 |
68.62 |
PP |
65.17 |
65.17 |
65.17 |
65.55 |
S1 |
63.65 |
63.65 |
65.95 |
64.41 |
S2 |
60.96 |
60.96 |
65.57 |
|
S3 |
56.75 |
59.44 |
65.18 |
|
S4 |
52.54 |
55.23 |
64.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
69.48 |
63.28 |
6.20 |
9.0% |
1.79 |
2.6% |
96% |
True |
False |
74,625 |
10 |
69.48 |
62.48 |
7.00 |
10.1% |
1.71 |
2.5% |
96% |
True |
False |
55,345 |
20 |
69.48 |
62.48 |
7.00 |
10.1% |
1.44 |
2.1% |
96% |
True |
False |
47,397 |
40 |
71.10 |
62.48 |
8.62 |
12.5% |
1.38 |
2.0% |
78% |
False |
False |
38,092 |
60 |
71.10 |
60.13 |
10.97 |
15.8% |
1.33 |
1.9% |
83% |
False |
False |
31,981 |
80 |
71.10 |
57.82 |
13.28 |
19.2% |
1.29 |
1.9% |
86% |
False |
False |
26,117 |
100 |
71.10 |
55.46 |
15.64 |
22.6% |
1.29 |
1.9% |
88% |
False |
False |
22,262 |
120 |
71.10 |
55.46 |
15.64 |
22.6% |
1.21 |
1.7% |
88% |
False |
False |
19,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.94 |
2.618 |
74.69 |
1.618 |
72.70 |
1.000 |
71.47 |
0.618 |
70.71 |
HIGH |
69.48 |
0.618 |
68.72 |
0.500 |
68.49 |
0.382 |
68.25 |
LOW |
67.49 |
0.618 |
66.26 |
1.000 |
65.50 |
1.618 |
64.27 |
2.618 |
62.28 |
4.250 |
59.03 |
|
|
Fisher Pivots for day following 27-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
68.98 |
68.60 |
PP |
68.73 |
67.98 |
S1 |
68.49 |
67.36 |
|