NYMEX Light Sweet Crude Oil Future October 2018
| Trading Metrics calculated at close of trading on 31-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
| Open |
65.97 |
67.16 |
1.19 |
1.8% |
70.42 |
| High |
67.51 |
67.16 |
-0.35 |
-0.5% |
71.63 |
| Low |
65.45 |
65.65 |
0.20 |
0.3% |
66.65 |
| Close |
67.18 |
66.11 |
-1.07 |
-1.6% |
67.06 |
| Range |
2.06 |
1.51 |
-0.55 |
-26.7% |
4.98 |
| ATR |
1.46 |
1.47 |
0.00 |
0.3% |
0.00 |
| Volume |
49,729 |
64,296 |
14,567 |
29.3% |
279,692 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.84 |
69.98 |
66.94 |
|
| R3 |
69.33 |
68.47 |
66.53 |
|
| R2 |
67.82 |
67.82 |
66.39 |
|
| R1 |
66.96 |
66.96 |
66.25 |
66.64 |
| PP |
66.31 |
66.31 |
66.31 |
66.14 |
| S1 |
65.45 |
65.45 |
65.97 |
65.13 |
| S2 |
64.80 |
64.80 |
65.83 |
|
| S3 |
63.29 |
63.94 |
65.69 |
|
| S4 |
61.78 |
62.43 |
65.28 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.39 |
80.20 |
69.80 |
|
| R3 |
78.41 |
75.22 |
68.43 |
|
| R2 |
73.43 |
73.43 |
67.97 |
|
| R1 |
70.24 |
70.24 |
67.52 |
69.35 |
| PP |
68.45 |
68.45 |
68.45 |
68.00 |
| S1 |
65.26 |
65.26 |
66.60 |
64.37 |
| S2 |
63.47 |
63.47 |
66.15 |
|
| S3 |
58.49 |
60.28 |
65.69 |
|
| S4 |
53.51 |
55.30 |
64.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.94 |
65.03 |
5.91 |
8.9% |
1.92 |
2.9% |
18% |
False |
False |
58,015 |
| 10 |
71.63 |
65.03 |
6.60 |
10.0% |
1.44 |
2.2% |
16% |
False |
False |
53,257 |
| 20 |
71.63 |
65.03 |
6.60 |
10.0% |
1.39 |
2.1% |
16% |
False |
False |
48,122 |
| 40 |
71.63 |
60.66 |
10.97 |
16.6% |
1.33 |
2.0% |
50% |
False |
False |
40,208 |
| 60 |
71.63 |
58.24 |
13.39 |
20.3% |
1.31 |
2.0% |
59% |
False |
False |
32,202 |
| 80 |
71.63 |
55.77 |
15.86 |
24.0% |
1.32 |
2.0% |
65% |
False |
False |
26,603 |
| 100 |
71.63 |
55.77 |
15.86 |
24.0% |
1.22 |
1.8% |
65% |
False |
False |
23,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.58 |
|
2.618 |
71.11 |
|
1.618 |
69.60 |
|
1.000 |
68.67 |
|
0.618 |
68.09 |
|
HIGH |
67.16 |
|
0.618 |
66.58 |
|
0.500 |
66.41 |
|
0.382 |
66.23 |
|
LOW |
65.65 |
|
0.618 |
64.72 |
|
1.000 |
64.14 |
|
1.618 |
63.21 |
|
2.618 |
61.70 |
|
4.250 |
59.23 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
66.41 |
66.27 |
| PP |
66.31 |
66.22 |
| S1 |
66.21 |
66.16 |
|