NYMEX Light Sweet Crude Oil Future September 2018
| Trading Metrics calculated at close of trading on 03-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2018 |
03-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
67.86 |
68.99 |
1.13 |
1.7% |
69.01 |
| High |
69.36 |
69.24 |
-0.12 |
-0.2% |
70.43 |
| Low |
66.92 |
67.87 |
0.95 |
1.4% |
66.92 |
| Close |
68.96 |
68.49 |
-0.47 |
-0.7% |
68.49 |
| Range |
2.44 |
1.37 |
-1.07 |
-43.9% |
3.51 |
| ATR |
1.80 |
1.77 |
-0.03 |
-1.7% |
0.00 |
| Volume |
531,071 |
476,615 |
-54,456 |
-10.3% |
2,566,328 |
|
| Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.64 |
71.94 |
69.24 |
|
| R3 |
71.27 |
70.57 |
68.87 |
|
| R2 |
69.90 |
69.90 |
68.74 |
|
| R1 |
69.20 |
69.20 |
68.62 |
68.87 |
| PP |
68.53 |
68.53 |
68.53 |
68.37 |
| S1 |
67.83 |
67.83 |
68.36 |
67.50 |
| S2 |
67.16 |
67.16 |
68.24 |
|
| S3 |
65.79 |
66.46 |
68.11 |
|
| S4 |
64.42 |
65.09 |
67.74 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.14 |
77.33 |
70.42 |
|
| R3 |
75.63 |
73.82 |
69.46 |
|
| R2 |
72.12 |
72.12 |
69.13 |
|
| R1 |
70.31 |
70.31 |
68.81 |
69.46 |
| PP |
68.61 |
68.61 |
68.61 |
68.19 |
| S1 |
66.80 |
66.80 |
68.17 |
65.95 |
| S2 |
65.10 |
65.10 |
67.85 |
|
| S3 |
61.59 |
63.29 |
67.52 |
|
| S4 |
58.08 |
59.78 |
66.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.43 |
66.92 |
3.51 |
5.1% |
1.78 |
2.6% |
45% |
False |
False |
513,265 |
| 10 |
70.43 |
66.92 |
3.51 |
5.1% |
1.61 |
2.4% |
45% |
False |
False |
521,925 |
| 20 |
72.98 |
66.29 |
6.69 |
9.8% |
1.77 |
2.6% |
33% |
False |
False |
440,989 |
| 40 |
72.98 |
62.99 |
9.99 |
14.6% |
1.78 |
2.6% |
55% |
False |
False |
308,175 |
| 60 |
72.98 |
62.99 |
9.99 |
14.6% |
1.65 |
2.4% |
55% |
False |
False |
237,341 |
| 80 |
72.98 |
62.99 |
9.99 |
14.6% |
1.59 |
2.3% |
55% |
False |
False |
193,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.06 |
|
2.618 |
72.83 |
|
1.618 |
71.46 |
|
1.000 |
70.61 |
|
0.618 |
70.09 |
|
HIGH |
69.24 |
|
0.618 |
68.72 |
|
0.500 |
68.56 |
|
0.382 |
68.39 |
|
LOW |
67.87 |
|
0.618 |
67.02 |
|
1.000 |
66.50 |
|
1.618 |
65.65 |
|
2.618 |
64.28 |
|
4.250 |
62.05 |
|
|
| Fisher Pivots for day following 03-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
68.56 |
68.37 |
| PP |
68.53 |
68.26 |
| S1 |
68.51 |
68.14 |
|