NYMEX Light Sweet Crude Oil Future August 2018

Trading Metrics calculated at close of trading on 19-Jun-2018

Day Change Summary
	Previous	Current
	18-Jun-2018	19-Jun-2018	Change	Change %	Previous Week
Open	64.22	65.70	1.48	2.3%	65.50
High	65.82	65.74	-0.08	-0.1%	67.03
Low	63.40	64.23	0.83	1.3%	64.09
Close	65.69	64.90	-0.79	-1.2%	64.85
Range	2.42	1.51	-0.91	-37.6%	2.94
ATR	1.58	1.58	-0.01	-0.3%	0.00
Volume	543,015	629,988	86,973	16.0%	1,256,268

Daily Pivots for day following 19-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	69.49	68.70	65.73
R3	67.98	67.19	65.32
R2	66.47	66.47	65.18
R1	65.68	65.68	65.04	65.32
PP	64.96	64.96	64.96	64.78
S1	64.17	64.17	64.76	63.81
S2	63.45	63.45	64.62
S3	61.94	62.66	64.48
S4	60.43	61.15	64.07

Weekly Pivots for week ending 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	74.14	72.44	66.47
R3	71.20	69.50	65.66
R2	68.26	68.26	65.39
R1	66.56	66.56	65.12	65.94
PP	65.32	65.32	65.32	65.02
S1	63.62	63.62	64.58	63.00
S2	62.38	62.38	64.31
S3	59.44	60.68	64.04
S4	56.50	57.74	63.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	67.03	63.40	3.63	5.6%	1.78	2.7%	41%	False	False	422,578
10	67.03	63.40	3.63	5.6%	1.52	2.3%	41%	False	False	300,811
20	72.70	63.40	9.30	14.3%	1.62	2.5%	16%	False	False	238,083
40	72.70	63.40	9.30	14.3%	1.49	2.3%	16%	False	False	165,408
60	72.70	61.43	11.27	17.4%	1.48	2.3%	31%	False	False	127,275

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	72.16
2.618	69.69
1.618	68.18
1.000	67.25
0.618	66.67
HIGH	65.74
0.618	65.16
0.500	64.99
0.382	64.81
LOW	64.23
0.618	63.30
1.000	62.72
1.618	61.79
2.618	60.28
4.250	57.81

Fisher Pivots for day following 19-Jun-2018
Pivot	1 day	3 day
R1	64.99	65.15
PP	64.96	65.06
S1	64.93	64.98

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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