NYMEX Light Sweet Crude Oil Future October 2018
| Trading Metrics calculated at close of trading on 04-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
66.16 |
65.03 |
-1.13 |
-1.7% |
66.61 |
| High |
66.35 |
65.40 |
-0.95 |
-1.4% |
67.51 |
| Low |
64.95 |
64.15 |
-0.80 |
-1.2% |
64.95 |
| Close |
65.23 |
64.26 |
-0.97 |
-1.5% |
65.23 |
| Range |
1.40 |
1.25 |
-0.15 |
-10.7% |
2.56 |
| ATR |
1.46 |
1.45 |
-0.02 |
-1.0% |
0.00 |
| Volume |
106,048 |
77,112 |
-28,936 |
-27.3% |
274,438 |
|
| Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.35 |
67.56 |
64.95 |
|
| R3 |
67.10 |
66.31 |
64.60 |
|
| R2 |
65.85 |
65.85 |
64.49 |
|
| R1 |
65.06 |
65.06 |
64.37 |
64.83 |
| PP |
64.60 |
64.60 |
64.60 |
64.49 |
| S1 |
63.81 |
63.81 |
64.15 |
63.58 |
| S2 |
63.35 |
63.35 |
64.03 |
|
| S3 |
62.10 |
62.56 |
63.92 |
|
| S4 |
60.85 |
61.31 |
63.57 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.58 |
71.96 |
66.64 |
|
| R3 |
71.02 |
69.40 |
65.93 |
|
| R2 |
68.46 |
68.46 |
65.70 |
|
| R1 |
66.84 |
66.84 |
65.46 |
66.37 |
| PP |
65.90 |
65.90 |
65.90 |
65.66 |
| S1 |
64.28 |
64.28 |
65.00 |
63.81 |
| S2 |
63.34 |
63.34 |
64.76 |
|
| S3 |
60.78 |
61.72 |
64.53 |
|
| S4 |
58.22 |
59.16 |
63.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
67.51 |
64.15 |
3.36 |
5.2% |
1.56 |
2.4% |
3% |
False |
True |
70,310 |
| 10 |
71.63 |
64.15 |
7.48 |
11.6% |
1.53 |
2.4% |
1% |
False |
True |
63,124 |
| 20 |
71.63 |
64.15 |
7.48 |
11.6% |
1.37 |
2.1% |
1% |
False |
True |
53,951 |
| 40 |
71.63 |
60.98 |
10.65 |
16.6% |
1.34 |
2.1% |
31% |
False |
False |
43,501 |
| 60 |
71.63 |
58.51 |
13.12 |
20.4% |
1.31 |
2.0% |
44% |
False |
False |
34,640 |
| 80 |
71.63 |
55.77 |
15.86 |
24.7% |
1.32 |
2.0% |
54% |
False |
False |
28,601 |
| 100 |
71.63 |
55.77 |
15.86 |
24.7% |
1.23 |
1.9% |
54% |
False |
False |
24,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.71 |
|
2.618 |
68.67 |
|
1.618 |
67.42 |
|
1.000 |
66.65 |
|
0.618 |
66.17 |
|
HIGH |
65.40 |
|
0.618 |
64.92 |
|
0.500 |
64.78 |
|
0.382 |
64.63 |
|
LOW |
64.15 |
|
0.618 |
63.38 |
|
1.000 |
62.90 |
|
1.618 |
62.13 |
|
2.618 |
60.88 |
|
4.250 |
58.84 |
|
|
| Fisher Pivots for day following 04-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
64.78 |
65.66 |
| PP |
64.60 |
65.19 |
| S1 |
64.43 |
64.73 |
|