NYMEX Light Sweet Crude Oil Future December 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 |
65.63 |
67.21 |
1.58 |
2.4% |
62.81 |
High |
67.32 |
68.90 |
1.58 |
2.3% |
66.29 |
Low |
65.25 |
67.03 |
1.78 |
2.7% |
62.32 |
Close |
67.17 |
68.61 |
1.44 |
2.1% |
65.96 |
Range |
2.07 |
1.87 |
-0.20 |
-9.7% |
3.97 |
ATR |
1.51 |
1.54 |
0.03 |
1.7% |
0.00 |
Volume |
111,719 |
122,595 |
10,876 |
9.7% |
528,363 |
|
Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.79 |
73.07 |
69.64 |
|
R3 |
71.92 |
71.20 |
69.12 |
|
R2 |
70.05 |
70.05 |
68.95 |
|
R1 |
69.33 |
69.33 |
68.78 |
69.69 |
PP |
68.18 |
68.18 |
68.18 |
68.36 |
S1 |
67.46 |
67.46 |
68.44 |
67.82 |
S2 |
66.31 |
66.31 |
68.27 |
|
S3 |
64.44 |
65.59 |
68.10 |
|
S4 |
62.57 |
63.72 |
67.58 |
|
|
Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.77 |
75.33 |
68.14 |
|
R3 |
72.80 |
71.36 |
67.05 |
|
R2 |
68.83 |
68.83 |
66.69 |
|
R1 |
67.39 |
67.39 |
66.32 |
68.11 |
PP |
64.86 |
64.86 |
64.86 |
65.22 |
S1 |
63.42 |
63.42 |
65.60 |
64.14 |
S2 |
60.89 |
60.89 |
65.23 |
|
S3 |
56.92 |
59.45 |
64.87 |
|
S4 |
52.95 |
55.48 |
63.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.90 |
63.02 |
5.88 |
8.6% |
1.83 |
2.7% |
95% |
True |
False |
137,563 |
10 |
68.90 |
62.32 |
6.58 |
9.6% |
1.73 |
2.5% |
96% |
True |
False |
105,030 |
20 |
68.90 |
62.32 |
6.58 |
9.6% |
1.46 |
2.1% |
96% |
True |
False |
99,379 |
40 |
70.62 |
62.32 |
8.30 |
12.1% |
1.40 |
2.0% |
76% |
False |
False |
95,883 |
60 |
70.62 |
59.69 |
10.93 |
15.9% |
1.36 |
2.0% |
82% |
False |
False |
91,440 |
80 |
70.62 |
57.44 |
13.18 |
19.2% |
1.34 |
2.0% |
85% |
False |
False |
83,081 |
100 |
70.62 |
54.93 |
15.69 |
22.9% |
1.35 |
2.0% |
87% |
False |
False |
78,937 |
120 |
70.62 |
54.93 |
15.69 |
22.9% |
1.27 |
1.9% |
87% |
False |
False |
77,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.85 |
2.618 |
73.80 |
1.618 |
71.93 |
1.000 |
70.77 |
0.618 |
70.06 |
HIGH |
68.90 |
0.618 |
68.19 |
0.500 |
67.97 |
0.382 |
67.74 |
LOW |
67.03 |
0.618 |
65.87 |
1.000 |
65.16 |
1.618 |
64.00 |
2.618 |
62.13 |
4.250 |
59.08 |
|
|
Fisher Pivots for day following 27-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
68.40 |
68.02 |
PP |
68.18 |
67.43 |
S1 |
67.97 |
66.84 |
|