NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 15-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
65.75 |
65.14 |
-0.61 |
-0.9% |
66.40 |
High |
66.68 |
65.30 |
-1.38 |
-2.1% |
67.72 |
Low |
65.10 |
63.35 |
-1.75 |
-2.7% |
64.64 |
Close |
65.46 |
63.80 |
-1.66 |
-2.5% |
65.97 |
Range |
1.58 |
1.95 |
0.37 |
23.4% |
3.08 |
ATR |
1.47 |
1.51 |
0.05 |
3.1% |
0.00 |
Volume |
28,989 |
35,615 |
6,626 |
22.9% |
121,434 |
|
Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.00 |
68.85 |
64.87 |
|
R3 |
68.05 |
66.90 |
64.34 |
|
R2 |
66.10 |
66.10 |
64.16 |
|
R1 |
64.95 |
64.95 |
63.98 |
64.55 |
PP |
64.15 |
64.15 |
64.15 |
63.95 |
S1 |
63.00 |
63.00 |
63.62 |
62.60 |
S2 |
62.20 |
62.20 |
63.44 |
|
S3 |
60.25 |
61.05 |
63.26 |
|
S4 |
58.30 |
59.10 |
62.73 |
|
|
Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.35 |
73.74 |
67.66 |
|
R3 |
72.27 |
70.66 |
66.82 |
|
R2 |
69.19 |
69.19 |
66.53 |
|
R1 |
67.58 |
67.58 |
66.25 |
66.85 |
PP |
66.11 |
66.11 |
66.11 |
65.74 |
S1 |
64.50 |
64.50 |
65.69 |
63.77 |
S2 |
63.03 |
63.03 |
65.41 |
|
S3 |
59.95 |
61.42 |
65.12 |
|
S4 |
56.87 |
58.34 |
64.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66.68 |
63.35 |
3.33 |
5.2% |
1.54 |
2.4% |
14% |
False |
True |
28,367 |
10 |
67.72 |
63.35 |
4.37 |
6.8% |
1.56 |
2.4% |
10% |
False |
True |
24,997 |
20 |
68.00 |
63.35 |
4.65 |
7.3% |
1.35 |
2.1% |
10% |
False |
True |
24,658 |
40 |
69.37 |
62.82 |
6.55 |
10.3% |
1.48 |
2.3% |
15% |
False |
False |
28,176 |
60 |
70.11 |
62.16 |
7.95 |
12.5% |
1.42 |
2.2% |
21% |
False |
False |
25,087 |
80 |
70.11 |
62.16 |
7.95 |
12.5% |
1.35 |
2.1% |
21% |
False |
False |
22,142 |
100 |
70.11 |
59.34 |
10.77 |
16.9% |
1.30 |
2.0% |
41% |
False |
False |
19,507 |
120 |
70.11 |
56.59 |
13.52 |
21.2% |
1.27 |
2.0% |
53% |
False |
False |
16,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.59 |
2.618 |
70.41 |
1.618 |
68.46 |
1.000 |
67.25 |
0.618 |
66.51 |
HIGH |
65.30 |
0.618 |
64.56 |
0.500 |
64.33 |
0.382 |
64.09 |
LOW |
63.35 |
0.618 |
62.14 |
1.000 |
61.40 |
1.618 |
60.19 |
2.618 |
58.24 |
4.250 |
55.06 |
|
|
Fisher Pivots for day following 15-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
64.33 |
65.02 |
PP |
64.15 |
64.61 |
S1 |
63.98 |
64.21 |
|