NYMEX Light Sweet Crude Oil Future October 2018
| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
65.84 |
65.87 |
0.03 |
0.0% |
64.82 |
| High |
66.27 |
65.91 |
-0.36 |
-0.5% |
66.27 |
| Low |
65.38 |
63.24 |
-2.14 |
-3.3% |
63.24 |
| Close |
65.79 |
63.94 |
-1.85 |
-2.8% |
63.94 |
| Range |
0.89 |
2.67 |
1.78 |
200.0% |
3.03 |
| ATR |
1.31 |
1.41 |
0.10 |
7.4% |
0.00 |
| Volume |
58,517 |
74,386 |
15,869 |
27.1% |
262,244 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.37 |
70.83 |
65.41 |
|
| R3 |
69.70 |
68.16 |
64.67 |
|
| R2 |
67.03 |
67.03 |
64.43 |
|
| R1 |
65.49 |
65.49 |
64.18 |
64.93 |
| PP |
64.36 |
64.36 |
64.36 |
64.08 |
| S1 |
62.82 |
62.82 |
63.70 |
62.26 |
| S2 |
61.69 |
61.69 |
63.45 |
|
| S3 |
59.02 |
60.15 |
63.21 |
|
| S4 |
56.35 |
57.48 |
62.47 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.57 |
71.79 |
65.61 |
|
| R3 |
70.54 |
68.76 |
64.77 |
|
| R2 |
67.51 |
67.51 |
64.50 |
|
| R1 |
65.73 |
65.73 |
64.22 |
65.11 |
| PP |
64.48 |
64.48 |
64.48 |
64.17 |
| S1 |
62.70 |
62.70 |
63.66 |
62.08 |
| S2 |
61.45 |
61.45 |
63.38 |
|
| S3 |
58.42 |
59.67 |
63.11 |
|
| S4 |
55.39 |
56.64 |
62.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.27 |
63.24 |
3.03 |
4.7% |
1.40 |
2.2% |
23% |
False |
True |
52,448 |
| 10 |
66.27 |
63.24 |
3.03 |
4.7% |
1.32 |
2.1% |
23% |
False |
True |
60,300 |
| 20 |
71.63 |
63.24 |
8.39 |
13.1% |
1.40 |
2.2% |
8% |
False |
True |
59,738 |
| 40 |
71.63 |
63.24 |
8.39 |
13.1% |
1.34 |
2.1% |
8% |
False |
True |
50,345 |
| 60 |
71.63 |
60.55 |
11.08 |
17.3% |
1.33 |
2.1% |
31% |
False |
False |
41,375 |
| 80 |
71.63 |
57.66 |
13.97 |
21.8% |
1.32 |
2.1% |
45% |
False |
False |
34,122 |
| 100 |
71.63 |
55.77 |
15.86 |
24.8% |
1.29 |
2.0% |
52% |
False |
False |
29,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.26 |
|
2.618 |
72.90 |
|
1.618 |
70.23 |
|
1.000 |
68.58 |
|
0.618 |
67.56 |
|
HIGH |
65.91 |
|
0.618 |
64.89 |
|
0.500 |
64.58 |
|
0.382 |
64.26 |
|
LOW |
63.24 |
|
0.618 |
61.59 |
|
1.000 |
60.57 |
|
1.618 |
58.92 |
|
2.618 |
56.25 |
|
4.250 |
51.89 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
64.58 |
64.76 |
| PP |
64.36 |
64.48 |
| S1 |
64.15 |
64.21 |
|