NYMEX Light Sweet Crude Oil Future January 2019
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 |
65.33 |
66.65 |
1.32 |
2.0% |
62.64 |
High |
66.84 |
68.35 |
1.51 |
2.3% |
65.78 |
Low |
64.91 |
66.65 |
1.74 |
2.7% |
62.16 |
Close |
66.74 |
68.04 |
1.30 |
1.9% |
65.56 |
Range |
1.93 |
1.70 |
-0.23 |
-11.9% |
3.62 |
ATR |
1.40 |
1.43 |
0.02 |
1.5% |
0.00 |
Volume |
24,263 |
34,730 |
10,467 |
43.1% |
132,888 |
|
Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.78 |
72.11 |
68.98 |
|
R3 |
71.08 |
70.41 |
68.51 |
|
R2 |
69.38 |
69.38 |
68.35 |
|
R1 |
68.71 |
68.71 |
68.20 |
69.05 |
PP |
67.68 |
67.68 |
67.68 |
67.85 |
S1 |
67.01 |
67.01 |
67.88 |
67.35 |
S2 |
65.98 |
65.98 |
67.73 |
|
S3 |
64.28 |
65.31 |
67.57 |
|
S4 |
62.58 |
63.61 |
67.11 |
|
|
Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.36 |
74.08 |
67.55 |
|
R3 |
71.74 |
70.46 |
66.56 |
|
R2 |
68.12 |
68.12 |
66.22 |
|
R1 |
66.84 |
66.84 |
65.89 |
67.48 |
PP |
64.50 |
64.50 |
64.50 |
64.82 |
S1 |
63.22 |
63.22 |
65.23 |
63.86 |
S2 |
60.88 |
60.88 |
64.90 |
|
S3 |
57.26 |
59.60 |
64.56 |
|
S4 |
53.64 |
55.98 |
63.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.35 |
62.82 |
5.53 |
8.1% |
1.67 |
2.5% |
94% |
True |
False |
36,189 |
10 |
68.35 |
62.16 |
6.19 |
9.1% |
1.60 |
2.4% |
95% |
True |
False |
27,128 |
20 |
68.35 |
62.16 |
6.19 |
9.1% |
1.34 |
2.0% |
95% |
True |
False |
24,308 |
40 |
70.11 |
62.16 |
7.95 |
11.7% |
1.27 |
1.9% |
74% |
False |
False |
19,541 |
60 |
70.11 |
59.34 |
10.77 |
15.8% |
1.22 |
1.8% |
81% |
False |
False |
16,598 |
80 |
70.11 |
57.09 |
13.02 |
19.1% |
1.19 |
1.7% |
84% |
False |
False |
13,662 |
100 |
70.11 |
54.78 |
15.33 |
22.5% |
1.19 |
1.8% |
86% |
False |
False |
11,820 |
120 |
70.11 |
54.78 |
15.33 |
22.5% |
1.11 |
1.6% |
86% |
False |
False |
10,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.58 |
2.618 |
72.80 |
1.618 |
71.10 |
1.000 |
70.05 |
0.618 |
69.40 |
HIGH |
68.35 |
0.618 |
67.70 |
0.500 |
67.50 |
0.382 |
67.30 |
LOW |
66.65 |
0.618 |
65.60 |
1.000 |
64.95 |
1.618 |
63.90 |
2.618 |
62.20 |
4.250 |
59.43 |
|
|
Fisher Pivots for day following 27-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
67.86 |
67.48 |
PP |
67.68 |
66.92 |
S1 |
67.50 |
66.36 |
|