NYMEX Light Sweet Crude Oil Future October 2018
| Trading Metrics calculated at close of trading on 03-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2018 |
03-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
70.50 |
69.26 |
-1.24 |
-1.8% |
66.70 |
| High |
70.71 |
70.15 |
-0.56 |
-0.8% |
71.29 |
| Low |
69.01 |
68.04 |
-0.97 |
-1.4% |
65.77 |
| Close |
69.30 |
68.84 |
-0.46 |
-0.7% |
70.92 |
| Range |
1.70 |
2.11 |
0.41 |
24.1% |
5.52 |
| ATR |
1.62 |
1.66 |
0.03 |
2.1% |
0.00 |
| Volume |
128,700 |
129,024 |
324 |
0.3% |
560,634 |
|
| Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.34 |
74.20 |
70.00 |
|
| R3 |
73.23 |
72.09 |
69.42 |
|
| R2 |
71.12 |
71.12 |
69.23 |
|
| R1 |
69.98 |
69.98 |
69.03 |
69.50 |
| PP |
69.01 |
69.01 |
69.01 |
68.77 |
| S1 |
67.87 |
67.87 |
68.65 |
67.39 |
| S2 |
66.90 |
66.90 |
68.45 |
|
| S3 |
64.79 |
65.76 |
68.26 |
|
| S4 |
62.68 |
63.65 |
67.68 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.89 |
83.92 |
73.96 |
|
| R3 |
80.37 |
78.40 |
72.44 |
|
| R2 |
74.85 |
74.85 |
71.93 |
|
| R1 |
72.88 |
72.88 |
71.43 |
73.87 |
| PP |
69.33 |
69.33 |
69.33 |
69.82 |
| S1 |
67.36 |
67.36 |
70.41 |
68.35 |
| S2 |
63.81 |
63.81 |
69.91 |
|
| S3 |
58.29 |
61.84 |
69.40 |
|
| S4 |
52.77 |
56.32 |
67.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.29 |
68.04 |
3.25 |
4.7% |
1.73 |
2.5% |
25% |
False |
True |
108,116 |
| 10 |
71.29 |
63.45 |
7.84 |
11.4% |
1.79 |
2.6% |
69% |
False |
False |
128,044 |
| 20 |
71.29 |
62.60 |
8.69 |
12.6% |
1.61 |
2.3% |
72% |
False |
False |
91,867 |
| 40 |
71.63 |
62.60 |
9.03 |
13.1% |
1.49 |
2.2% |
69% |
False |
False |
73,650 |
| 60 |
71.63 |
61.85 |
9.78 |
14.2% |
1.43 |
2.1% |
71% |
False |
False |
60,209 |
| 80 |
71.63 |
58.67 |
12.96 |
18.8% |
1.39 |
2.0% |
78% |
False |
False |
49,446 |
| 100 |
71.63 |
55.77 |
15.86 |
23.0% |
1.38 |
2.0% |
82% |
False |
False |
41,767 |
| 120 |
71.63 |
55.77 |
15.86 |
23.0% |
1.30 |
1.9% |
82% |
False |
False |
36,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.12 |
|
2.618 |
75.67 |
|
1.618 |
73.56 |
|
1.000 |
72.26 |
|
0.618 |
71.45 |
|
HIGH |
70.15 |
|
0.618 |
69.34 |
|
0.500 |
69.10 |
|
0.382 |
68.85 |
|
LOW |
68.04 |
|
0.618 |
66.74 |
|
1.000 |
65.93 |
|
1.618 |
64.63 |
|
2.618 |
62.52 |
|
4.250 |
59.07 |
|
|
| Fisher Pivots for day following 03-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
69.10 |
69.67 |
| PP |
69.01 |
69.39 |
| S1 |
68.93 |
69.12 |
|