NYMEX Light Sweet Crude Oil Future November 2018
Trading Metrics calculated at close of trading on 01-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2018 |
01-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
68.34 |
67.11 |
-1.23 |
-1.8% |
66.12 |
High |
68.49 |
67.11 |
-1.38 |
-2.0% |
68.19 |
Low |
66.62 |
65.83 |
-0.79 |
-1.2% |
65.91 |
Close |
67.27 |
66.11 |
-1.16 |
-1.7% |
67.36 |
Range |
1.87 |
1.28 |
-0.59 |
-31.6% |
2.28 |
ATR |
1.50 |
1.50 |
0.00 |
-0.3% |
0.00 |
Volume |
45,379 |
43,717 |
-1,662 |
-3.7% |
223,171 |
|
Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.19 |
69.43 |
66.81 |
|
R3 |
68.91 |
68.15 |
66.46 |
|
R2 |
67.63 |
67.63 |
66.34 |
|
R1 |
66.87 |
66.87 |
66.23 |
66.61 |
PP |
66.35 |
66.35 |
66.35 |
66.22 |
S1 |
65.59 |
65.59 |
65.99 |
65.33 |
S2 |
65.07 |
65.07 |
65.88 |
|
S3 |
63.79 |
64.31 |
65.76 |
|
S4 |
62.51 |
63.03 |
65.41 |
|
|
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 |
65.83 |
2.89 |
4.4% |
1.29 |
1.9% |
10% |
False |
True |
42,063 |
10 |
68.72 |
64.85 |
3.87 |
5.9% |
1.28 |
1.9% |
33% |
False |
False |
44,008 |
20 |
70.33 |
64.68 |
5.65 |
8.5% |
1.51 |
2.3% |
25% |
False |
False |
46,893 |
40 |
70.51 |
62.48 |
8.03 |
12.1% |
1.51 |
2.3% |
45% |
False |
False |
47,909 |
60 |
71.10 |
62.48 |
8.62 |
13.0% |
1.44 |
2.2% |
42% |
False |
False |
42,915 |
80 |
71.10 |
61.53 |
9.57 |
14.5% |
1.39 |
2.1% |
48% |
False |
False |
37,504 |
100 |
71.10 |
58.36 |
12.74 |
19.3% |
1.35 |
2.0% |
61% |
False |
False |
32,025 |
120 |
71.10 |
55.46 |
15.64 |
23.7% |
1.34 |
2.0% |
68% |
False |
False |
27,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.55 |
2.618 |
70.46 |
1.618 |
69.18 |
1.000 |
68.39 |
0.618 |
67.90 |
HIGH |
67.11 |
0.618 |
66.62 |
0.500 |
66.47 |
0.382 |
66.32 |
LOW |
65.83 |
0.618 |
65.04 |
1.000 |
64.55 |
1.618 |
63.76 |
2.618 |
62.48 |
4.250 |
60.39 |
|
|
Fisher Pivots for day following 01-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
66.47 |
67.28 |
PP |
66.35 |
66.89 |
S1 |
66.23 |
66.50 |
|