NYMEX Light Sweet Crude Oil Future October 2018
| Trading Metrics calculated at close of trading on 28-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
68.29 |
69.46 |
1.17 |
1.7% |
63.39 |
| High |
70.19 |
70.76 |
0.57 |
0.8% |
67.29 |
| Low |
68.14 |
69.36 |
1.22 |
1.8% |
62.60 |
| Close |
69.96 |
70.34 |
0.38 |
0.5% |
66.79 |
| Range |
2.05 |
1.40 |
-0.65 |
-31.7% |
4.69 |
| ATR |
1.63 |
1.62 |
-0.02 |
-1.0% |
0.00 |
| Volume |
106,197 |
103,183 |
-3,014 |
-2.8% |
552,938 |
|
| Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.35 |
73.75 |
71.11 |
|
| R3 |
72.95 |
72.35 |
70.73 |
|
| R2 |
71.55 |
71.55 |
70.60 |
|
| R1 |
70.95 |
70.95 |
70.47 |
71.25 |
| PP |
70.15 |
70.15 |
70.15 |
70.31 |
| S1 |
69.55 |
69.55 |
70.21 |
69.85 |
| S2 |
68.75 |
68.75 |
70.08 |
|
| S3 |
67.35 |
68.15 |
69.96 |
|
| S4 |
65.95 |
66.75 |
69.57 |
|
|
| 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 |
70.76 |
64.27 |
6.49 |
9.2% |
1.96 |
2.8% |
94% |
True |
False |
149,583 |
| 10 |
70.76 |
62.60 |
8.16 |
11.6% |
1.91 |
2.7% |
95% |
True |
False |
111,447 |
| 20 |
70.76 |
62.60 |
8.16 |
11.6% |
1.55 |
2.2% |
95% |
True |
False |
87,457 |
| 40 |
71.63 |
62.60 |
9.03 |
12.8% |
1.47 |
2.1% |
86% |
False |
False |
67,789 |
| 60 |
71.63 |
60.66 |
10.97 |
15.6% |
1.41 |
2.0% |
88% |
False |
False |
55,957 |
| 80 |
71.63 |
58.24 |
13.39 |
19.0% |
1.37 |
2.0% |
90% |
False |
False |
46,015 |
| 100 |
71.63 |
55.77 |
15.86 |
22.5% |
1.36 |
1.9% |
92% |
False |
False |
38,773 |
| 120 |
71.63 |
55.77 |
15.86 |
22.5% |
1.28 |
1.8% |
92% |
False |
False |
33,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.71 |
|
2.618 |
74.43 |
|
1.618 |
73.03 |
|
1.000 |
72.16 |
|
0.618 |
71.63 |
|
HIGH |
70.76 |
|
0.618 |
70.23 |
|
0.500 |
70.06 |
|
0.382 |
69.89 |
|
LOW |
69.36 |
|
0.618 |
68.49 |
|
1.000 |
67.96 |
|
1.618 |
67.09 |
|
2.618 |
65.69 |
|
4.250 |
63.41 |
|
|
| Fisher Pivots for day following 28-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
70.25 |
69.68 |
| PP |
70.15 |
69.03 |
| S1 |
70.06 |
68.37 |
|