NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 11-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
68.58 |
68.52 |
-0.06 |
-0.1% |
67.16 |
High |
69.34 |
69.37 |
0.03 |
0.0% |
68.43 |
Low |
68.58 |
65.00 |
-3.58 |
-5.2% |
66.13 |
Close |
68.81 |
65.24 |
-3.57 |
-5.2% |
67.62 |
Range |
0.76 |
4.37 |
3.61 |
475.0% |
2.30 |
ATR |
1.37 |
1.58 |
0.21 |
15.7% |
0.00 |
Volume |
33,546 |
42,915 |
9,369 |
27.9% |
106,140 |
|
Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.65 |
76.81 |
67.64 |
|
R3 |
75.28 |
72.44 |
66.44 |
|
R2 |
70.91 |
70.91 |
66.04 |
|
R1 |
68.07 |
68.07 |
65.64 |
67.31 |
PP |
66.54 |
66.54 |
66.54 |
66.15 |
S1 |
63.70 |
63.70 |
64.84 |
62.94 |
S2 |
62.17 |
62.17 |
64.44 |
|
S3 |
57.80 |
59.33 |
64.04 |
|
S4 |
53.43 |
54.96 |
62.84 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.29 |
73.26 |
68.89 |
|
R3 |
71.99 |
70.96 |
68.25 |
|
R2 |
69.69 |
69.69 |
68.04 |
|
R1 |
68.66 |
68.66 |
67.83 |
69.18 |
PP |
67.39 |
67.39 |
67.39 |
67.65 |
S1 |
66.36 |
66.36 |
67.41 |
66.88 |
S2 |
65.09 |
65.09 |
67.20 |
|
S3 |
62.79 |
64.06 |
66.99 |
|
S4 |
60.49 |
61.76 |
66.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
69.37 |
65.00 |
4.37 |
6.7% |
1.71 |
2.6% |
5% |
True |
True |
31,954 |
10 |
69.37 |
65.00 |
4.37 |
6.7% |
1.59 |
2.4% |
5% |
True |
True |
30,175 |
20 |
69.37 |
62.16 |
7.21 |
11.1% |
1.58 |
2.4% |
43% |
True |
False |
28,192 |
40 |
70.11 |
62.16 |
7.95 |
12.2% |
1.36 |
2.1% |
39% |
False |
False |
22,883 |
60 |
70.11 |
62.16 |
7.95 |
12.2% |
1.29 |
2.0% |
39% |
False |
False |
19,621 |
80 |
70.11 |
58.66 |
11.45 |
17.6% |
1.25 |
1.9% |
57% |
False |
False |
16,595 |
100 |
70.11 |
56.59 |
13.52 |
20.7% |
1.21 |
1.9% |
64% |
False |
False |
14,032 |
120 |
70.11 |
54.78 |
15.33 |
23.5% |
1.18 |
1.8% |
68% |
False |
False |
12,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.94 |
2.618 |
80.81 |
1.618 |
76.44 |
1.000 |
73.74 |
0.618 |
72.07 |
HIGH |
69.37 |
0.618 |
67.70 |
0.500 |
67.19 |
0.382 |
66.67 |
LOW |
65.00 |
0.618 |
62.30 |
1.000 |
60.63 |
1.618 |
57.93 |
2.618 |
53.56 |
4.250 |
46.43 |
|
|
Fisher Pivots for day following 11-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
67.19 |
67.19 |
PP |
66.54 |
66.54 |
S1 |
65.89 |
65.89 |
|