NYMEX Light Sweet Crude Oil Future September 2018
| Trading Metrics calculated at close of trading on 21-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
65.91 |
66.62 |
0.71 |
1.1% |
67.78 |
| High |
66.68 |
68.10 |
1.42 |
2.1% |
68.37 |
| Low |
65.59 |
66.52 |
0.93 |
1.4% |
64.43 |
| Close |
66.43 |
67.35 |
0.92 |
1.4% |
65.91 |
| Range |
1.09 |
1.58 |
0.49 |
45.0% |
3.94 |
| ATR |
1.68 |
1.67 |
0.00 |
0.0% |
0.00 |
| Volume |
112,709 |
19,353 |
-93,356 |
-82.8% |
2,244,959 |
|
| Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.06 |
71.29 |
68.22 |
|
| R3 |
70.48 |
69.71 |
67.78 |
|
| R2 |
68.90 |
68.90 |
67.64 |
|
| R1 |
68.13 |
68.13 |
67.49 |
68.52 |
| PP |
67.32 |
67.32 |
67.32 |
67.52 |
| S1 |
66.55 |
66.55 |
67.21 |
66.94 |
| S2 |
65.74 |
65.74 |
67.06 |
|
| S3 |
64.16 |
64.97 |
66.92 |
|
| S4 |
62.58 |
63.39 |
66.48 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.06 |
75.92 |
68.08 |
|
| R3 |
74.12 |
71.98 |
66.99 |
|
| R2 |
70.18 |
70.18 |
66.63 |
|
| R1 |
68.04 |
68.04 |
66.27 |
67.14 |
| PP |
66.24 |
66.24 |
66.24 |
65.79 |
| S1 |
64.10 |
64.10 |
65.55 |
63.20 |
| S2 |
62.30 |
62.30 |
65.19 |
|
| S3 |
58.36 |
60.16 |
64.83 |
|
| S4 |
54.42 |
56.22 |
63.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.10 |
64.43 |
3.67 |
5.4% |
1.45 |
2.1% |
80% |
True |
False |
252,063 |
| 10 |
69.37 |
64.43 |
4.94 |
7.3% |
1.70 |
2.5% |
59% |
False |
False |
417,122 |
| 20 |
70.43 |
64.43 |
6.00 |
8.9% |
1.62 |
2.4% |
49% |
False |
False |
464,530 |
| 40 |
72.98 |
64.43 |
8.55 |
12.7% |
1.78 |
2.6% |
34% |
False |
False |
387,959 |
| 60 |
72.98 |
62.99 |
9.99 |
14.8% |
1.72 |
2.6% |
44% |
False |
False |
307,268 |
| 80 |
72.98 |
62.99 |
9.99 |
14.8% |
1.65 |
2.4% |
44% |
False |
False |
249,940 |
| 100 |
72.98 |
61.00 |
11.98 |
17.8% |
1.60 |
2.4% |
53% |
False |
False |
210,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.82 |
|
2.618 |
72.24 |
|
1.618 |
70.66 |
|
1.000 |
69.68 |
|
0.618 |
69.08 |
|
HIGH |
68.10 |
|
0.618 |
67.50 |
|
0.500 |
67.31 |
|
0.382 |
67.12 |
|
LOW |
66.52 |
|
0.618 |
65.54 |
|
1.000 |
64.94 |
|
1.618 |
63.96 |
|
2.618 |
62.38 |
|
4.250 |
59.81 |
|
|
| Fisher Pivots for day following 21-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
67.34 |
67.13 |
| PP |
67.32 |
66.92 |
| S1 |
67.31 |
66.70 |
|