NYMEX Light Sweet Crude Oil Future October 2018
| Trading Metrics calculated at close of trading on 22-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2018 |
22-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
64.36 |
64.42 |
0.06 |
0.1% |
63.39 |
| High |
64.91 |
67.29 |
2.38 |
3.7% |
67.29 |
| Low |
63.45 |
64.27 |
0.82 |
1.3% |
62.60 |
| Close |
64.19 |
66.79 |
2.60 |
4.1% |
66.79 |
| Range |
1.46 |
3.02 |
1.56 |
106.8% |
4.69 |
| ATR |
1.46 |
1.58 |
0.12 |
8.0% |
0.00 |
| Volume |
122,910 |
260,762 |
137,852 |
112.2% |
552,938 |
|
| Daily Pivots for day following 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.18 |
74.00 |
68.45 |
|
| R3 |
72.16 |
70.98 |
67.62 |
|
| R2 |
69.14 |
69.14 |
67.34 |
|
| R1 |
67.96 |
67.96 |
67.07 |
68.55 |
| PP |
66.12 |
66.12 |
66.12 |
66.41 |
| S1 |
64.94 |
64.94 |
66.51 |
65.53 |
| S2 |
63.10 |
63.10 |
66.24 |
|
| S3 |
60.08 |
61.92 |
65.96 |
|
| S4 |
57.06 |
58.90 |
65.13 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.63 |
77.90 |
69.37 |
|
| R3 |
74.94 |
73.21 |
68.08 |
|
| R2 |
70.25 |
70.25 |
67.65 |
|
| R1 |
68.52 |
68.52 |
67.22 |
69.39 |
| PP |
65.56 |
65.56 |
65.56 |
65.99 |
| S1 |
63.83 |
63.83 |
66.36 |
64.70 |
| S2 |
60.87 |
60.87 |
65.93 |
|
| S3 |
56.18 |
59.14 |
65.50 |
|
| S4 |
51.49 |
54.45 |
64.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
67.29 |
62.60 |
4.69 |
7.0% |
1.92 |
2.9% |
89% |
True |
False |
110,587 |
| 10 |
67.29 |
62.60 |
4.69 |
7.0% |
1.66 |
2.5% |
89% |
True |
False |
81,518 |
| 20 |
69.72 |
62.60 |
7.12 |
10.7% |
1.62 |
2.4% |
59% |
False |
False |
75,690 |
| 40 |
71.63 |
62.60 |
9.03 |
13.5% |
1.43 |
2.1% |
46% |
False |
False |
59,180 |
| 60 |
71.63 |
60.55 |
11.08 |
16.6% |
1.38 |
2.1% |
56% |
False |
False |
49,067 |
| 80 |
71.63 |
57.66 |
13.97 |
20.9% |
1.35 |
2.0% |
65% |
False |
False |
40,369 |
| 100 |
71.63 |
55.77 |
15.86 |
23.7% |
1.34 |
2.0% |
69% |
False |
False |
34,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.13 |
|
2.618 |
75.20 |
|
1.618 |
72.18 |
|
1.000 |
70.31 |
|
0.618 |
69.16 |
|
HIGH |
67.29 |
|
0.618 |
66.14 |
|
0.500 |
65.78 |
|
0.382 |
65.42 |
|
LOW |
64.27 |
|
0.618 |
62.40 |
|
1.000 |
61.25 |
|
1.618 |
59.38 |
|
2.618 |
56.36 |
|
4.250 |
51.44 |
|
|
| Fisher Pivots for day following 22-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
66.45 |
66.32 |
| PP |
66.12 |
65.84 |
| S1 |
65.78 |
65.37 |
|