NYMEX Light Sweet Crude Oil Future November 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 |
67.58 |
68.34 |
0.76 |
1.1% |
66.12 |
High |
68.72 |
68.49 |
-0.23 |
-0.3% |
68.19 |
Low |
67.44 |
66.62 |
-0.82 |
-1.2% |
65.91 |
Close |
68.51 |
67.27 |
-1.24 |
-1.8% |
67.36 |
Range |
1.28 |
1.87 |
0.59 |
46.1% |
2.28 |
ATR |
1.47 |
1.50 |
0.03 |
2.0% |
0.00 |
Volume |
40,931 |
45,379 |
4,448 |
10.9% |
223,171 |
|
Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.07 |
72.04 |
68.30 |
|
R3 |
71.20 |
70.17 |
67.78 |
|
R2 |
69.33 |
69.33 |
67.61 |
|
R1 |
68.30 |
68.30 |
67.44 |
67.88 |
PP |
67.46 |
67.46 |
67.46 |
67.25 |
S1 |
66.43 |
66.43 |
67.10 |
66.01 |
S2 |
65.59 |
65.59 |
66.93 |
|
S3 |
63.72 |
64.56 |
66.76 |
|
S4 |
61.85 |
62.69 |
66.24 |
|
|
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 |
68.72 |
66.58 |
2.14 |
3.2% |
1.26 |
1.9% |
32% |
False |
False |
43,170 |
10 |
68.72 |
64.68 |
4.04 |
6.0% |
1.29 |
1.9% |
64% |
False |
False |
43,455 |
20 |
70.33 |
64.68 |
5.65 |
8.4% |
1.55 |
2.3% |
46% |
False |
False |
47,176 |
40 |
70.51 |
62.48 |
8.03 |
11.9% |
1.50 |
2.2% |
60% |
False |
False |
47,844 |
60 |
71.10 |
62.48 |
8.62 |
12.8% |
1.44 |
2.1% |
56% |
False |
False |
42,641 |
80 |
71.10 |
60.55 |
10.55 |
15.7% |
1.39 |
2.1% |
64% |
False |
False |
37,187 |
100 |
71.10 |
58.14 |
12.96 |
19.3% |
1.35 |
2.0% |
70% |
False |
False |
31,705 |
120 |
71.10 |
55.46 |
15.64 |
23.2% |
1.34 |
2.0% |
76% |
False |
False |
27,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.44 |
2.618 |
73.39 |
1.618 |
71.52 |
1.000 |
70.36 |
0.618 |
69.65 |
HIGH |
68.49 |
0.618 |
67.78 |
0.500 |
67.56 |
0.382 |
67.33 |
LOW |
66.62 |
0.618 |
65.46 |
1.000 |
64.75 |
1.618 |
63.59 |
2.618 |
61.72 |
4.250 |
58.67 |
|
|
Fisher Pivots for day following 31-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
67.56 |
67.67 |
PP |
67.46 |
67.54 |
S1 |
67.37 |
67.40 |
|