NYMEX Light Sweet Crude Oil Future September 2018
| Trading Metrics calculated at close of trading on 06-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2018 |
06-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
68.99 |
68.65 |
-0.34 |
-0.5% |
69.01 |
| High |
69.24 |
69.92 |
0.68 |
1.0% |
70.43 |
| Low |
67.87 |
68.50 |
0.63 |
0.9% |
66.92 |
| Close |
68.49 |
69.01 |
0.52 |
0.8% |
68.49 |
| Range |
1.37 |
1.42 |
0.05 |
3.6% |
3.51 |
| ATR |
1.77 |
1.74 |
-0.02 |
-1.4% |
0.00 |
| Volume |
476,615 |
495,605 |
18,990 |
4.0% |
2,566,328 |
|
| Daily Pivots for day following 06-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.40 |
72.63 |
69.79 |
|
| R3 |
71.98 |
71.21 |
69.40 |
|
| R2 |
70.56 |
70.56 |
69.27 |
|
| R1 |
69.79 |
69.79 |
69.14 |
70.18 |
| PP |
69.14 |
69.14 |
69.14 |
69.34 |
| S1 |
68.37 |
68.37 |
68.88 |
68.76 |
| S2 |
67.72 |
67.72 |
68.75 |
|
| S3 |
66.30 |
66.95 |
68.62 |
|
| S4 |
64.88 |
65.53 |
68.23 |
|
|
| 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 |
70.22 |
66.92 |
3.30 |
4.8% |
1.74 |
2.5% |
63% |
False |
False |
519,784 |
| 10 |
70.43 |
66.92 |
3.51 |
5.1% |
1.58 |
2.3% |
60% |
False |
False |
515,894 |
| 20 |
72.98 |
66.29 |
6.69 |
9.7% |
1.79 |
2.6% |
41% |
False |
False |
455,875 |
| 40 |
72.98 |
62.99 |
9.99 |
14.5% |
1.79 |
2.6% |
60% |
False |
False |
318,216 |
| 60 |
72.98 |
62.99 |
9.99 |
14.5% |
1.66 |
2.4% |
60% |
False |
False |
244,661 |
| 80 |
72.98 |
62.99 |
9.99 |
14.5% |
1.59 |
2.3% |
60% |
False |
False |
199,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.96 |
|
2.618 |
73.64 |
|
1.618 |
72.22 |
|
1.000 |
71.34 |
|
0.618 |
70.80 |
|
HIGH |
69.92 |
|
0.618 |
69.38 |
|
0.500 |
69.21 |
|
0.382 |
69.04 |
|
LOW |
68.50 |
|
0.618 |
67.62 |
|
1.000 |
67.08 |
|
1.618 |
66.20 |
|
2.618 |
64.78 |
|
4.250 |
62.47 |
|
|
| Fisher Pivots for day following 06-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
69.21 |
68.81 |
| PP |
69.14 |
68.62 |
| S1 |
69.08 |
68.42 |
|