NYMEX Light Sweet Crude Oil Future November 2018
Trading Metrics calculated at close of trading on 27-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
67.66 |
67.97 |
0.31 |
0.5% |
66.12 |
High |
68.16 |
68.19 |
0.03 |
0.0% |
68.19 |
Low |
67.33 |
67.02 |
-0.31 |
-0.5% |
65.91 |
Close |
68.00 |
67.36 |
-0.64 |
-0.9% |
67.36 |
Range |
0.83 |
1.17 |
0.34 |
41.0% |
2.28 |
ATR |
1.50 |
1.48 |
-0.02 |
-1.6% |
0.00 |
Volume |
37,984 |
42,304 |
4,320 |
11.4% |
223,171 |
|
Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.03 |
70.37 |
68.00 |
|
R3 |
69.86 |
69.20 |
67.68 |
|
R2 |
68.69 |
68.69 |
67.57 |
|
R1 |
68.03 |
68.03 |
67.47 |
67.78 |
PP |
67.52 |
67.52 |
67.52 |
67.40 |
S1 |
66.86 |
66.86 |
67.25 |
66.61 |
S2 |
66.35 |
66.35 |
67.15 |
|
S3 |
65.18 |
65.69 |
67.04 |
|
S4 |
64.01 |
64.52 |
66.72 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.99 |
72.96 |
68.61 |
|
R3 |
71.71 |
70.68 |
67.99 |
|
R2 |
69.43 |
69.43 |
67.78 |
|
R1 |
68.40 |
68.40 |
67.57 |
68.92 |
PP |
67.15 |
67.15 |
67.15 |
67.41 |
S1 |
66.12 |
66.12 |
67.15 |
66.64 |
S2 |
64.87 |
64.87 |
66.94 |
|
S3 |
62.59 |
63.84 |
66.73 |
|
S4 |
60.31 |
61.56 |
66.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.19 |
65.91 |
2.28 |
3.4% |
1.11 |
1.6% |
64% |
True |
False |
44,634 |
10 |
68.19 |
64.68 |
3.51 |
5.2% |
1.39 |
2.1% |
76% |
True |
False |
43,834 |
20 |
70.51 |
64.68 |
5.83 |
8.7% |
1.54 |
2.3% |
46% |
False |
False |
48,162 |
40 |
70.51 |
62.48 |
8.03 |
11.9% |
1.49 |
2.2% |
61% |
False |
False |
48,094 |
60 |
71.10 |
62.48 |
8.62 |
12.8% |
1.44 |
2.1% |
57% |
False |
False |
41,994 |
80 |
71.10 |
60.29 |
10.81 |
16.0% |
1.38 |
2.0% |
65% |
False |
False |
36,531 |
100 |
71.10 |
57.82 |
13.28 |
19.7% |
1.35 |
2.0% |
72% |
False |
False |
31,038 |
120 |
71.10 |
55.46 |
15.64 |
23.2% |
1.34 |
2.0% |
76% |
False |
False |
26,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.16 |
2.618 |
71.25 |
1.618 |
70.08 |
1.000 |
69.36 |
0.618 |
68.91 |
HIGH |
68.19 |
0.618 |
67.74 |
0.500 |
67.61 |
0.382 |
67.47 |
LOW |
67.02 |
0.618 |
66.30 |
1.000 |
65.85 |
1.618 |
65.13 |
2.618 |
63.96 |
4.250 |
62.05 |
|
|
Fisher Pivots for day following 27-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
67.61 |
67.39 |
PP |
67.52 |
67.38 |
S1 |
67.44 |
67.37 |
|