NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 01-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
66.01 |
65.21 |
-0.80 |
-1.2% |
65.44 |
High |
66.01 |
65.50 |
-0.51 |
-0.8% |
66.37 |
Low |
64.77 |
64.38 |
-0.39 |
-0.6% |
64.10 |
Close |
65.25 |
64.56 |
-0.69 |
-1.1% |
64.56 |
Range |
1.24 |
1.12 |
-0.12 |
-9.7% |
2.27 |
ATR |
1.31 |
1.30 |
-0.01 |
-1.0% |
0.00 |
Volume |
21,378 |
25,463 |
4,085 |
19.1% |
78,596 |
|
Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.17 |
67.49 |
65.18 |
|
R3 |
67.05 |
66.37 |
64.87 |
|
R2 |
65.93 |
65.93 |
64.77 |
|
R1 |
65.25 |
65.25 |
64.66 |
65.03 |
PP |
64.81 |
64.81 |
64.81 |
64.71 |
S1 |
64.13 |
64.13 |
64.46 |
63.91 |
S2 |
63.69 |
63.69 |
64.35 |
|
S3 |
62.57 |
63.01 |
64.25 |
|
S4 |
61.45 |
61.89 |
63.94 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.82 |
70.46 |
65.81 |
|
R3 |
69.55 |
68.19 |
65.18 |
|
R2 |
67.28 |
67.28 |
64.98 |
|
R1 |
65.92 |
65.92 |
64.77 |
65.47 |
PP |
65.01 |
65.01 |
65.01 |
64.78 |
S1 |
63.65 |
63.65 |
64.35 |
63.20 |
S2 |
62.74 |
62.74 |
64.14 |
|
S3 |
60.47 |
61.38 |
63.94 |
|
S4 |
58.20 |
59.11 |
63.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.28 |
64.10 |
4.18 |
6.5% |
1.65 |
2.6% |
11% |
False |
False |
21,673 |
10 |
70.11 |
64.10 |
6.01 |
9.3% |
1.28 |
2.0% |
8% |
False |
False |
16,421 |
20 |
70.11 |
64.10 |
6.01 |
9.3% |
1.23 |
1.9% |
8% |
False |
False |
16,125 |
40 |
70.11 |
59.60 |
10.51 |
16.3% |
1.17 |
1.8% |
47% |
False |
False |
13,573 |
60 |
70.11 |
57.09 |
13.02 |
20.2% |
1.13 |
1.8% |
57% |
False |
False |
10,818 |
80 |
70.11 |
54.78 |
15.33 |
23.7% |
1.16 |
1.8% |
64% |
False |
False |
9,138 |
100 |
70.11 |
54.78 |
15.33 |
23.7% |
1.07 |
1.7% |
64% |
False |
False |
8,452 |
120 |
70.11 |
54.06 |
16.05 |
24.9% |
0.97 |
1.5% |
65% |
False |
False |
8,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.26 |
2.618 |
68.43 |
1.618 |
67.31 |
1.000 |
66.62 |
0.618 |
66.19 |
HIGH |
65.50 |
0.618 |
65.07 |
0.500 |
64.94 |
0.382 |
64.81 |
LOW |
64.38 |
0.618 |
63.69 |
1.000 |
63.26 |
1.618 |
62.57 |
2.618 |
61.45 |
4.250 |
59.62 |
|
|
Fisher Pivots for day following 01-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
64.94 |
65.38 |
PP |
64.81 |
65.10 |
S1 |
64.69 |
64.83 |
|