NYMEX Light Sweet Crude Oil Future October 2018
| Trading Metrics calculated at close of trading on 12-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
70.94 |
67.14 |
-3.80 |
-5.4% |
70.50 |
| High |
70.94 |
68.26 |
-2.68 |
-3.8% |
70.71 |
| Low |
66.57 |
66.64 |
0.07 |
0.1% |
67.62 |
| Close |
67.10 |
68.07 |
0.97 |
1.4% |
69.14 |
| Range |
4.37 |
1.62 |
-2.75 |
-62.9% |
3.09 |
| ATR |
1.79 |
1.78 |
-0.01 |
-0.7% |
0.00 |
| Volume |
123,077 |
130,229 |
7,152 |
5.8% |
440,311 |
|
| Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.52 |
71.91 |
68.96 |
|
| R3 |
70.90 |
70.29 |
68.52 |
|
| R2 |
69.28 |
69.28 |
68.37 |
|
| R1 |
68.67 |
68.67 |
68.22 |
68.98 |
| PP |
67.66 |
67.66 |
67.66 |
67.81 |
| S1 |
67.05 |
67.05 |
67.92 |
67.36 |
| S2 |
66.04 |
66.04 |
67.77 |
|
| S3 |
64.42 |
65.43 |
67.62 |
|
| S4 |
62.80 |
63.81 |
67.18 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.43 |
76.87 |
70.84 |
|
| R3 |
75.34 |
73.78 |
69.99 |
|
| R2 |
72.25 |
72.25 |
69.71 |
|
| R1 |
70.69 |
70.69 |
69.42 |
69.93 |
| PP |
69.16 |
69.16 |
69.16 |
68.77 |
| S1 |
67.60 |
67.60 |
68.86 |
66.84 |
| S2 |
66.07 |
66.07 |
68.57 |
|
| S3 |
62.98 |
64.51 |
68.29 |
|
| S4 |
59.89 |
61.42 |
67.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.05 |
66.57 |
4.48 |
6.6% |
1.93 |
2.8% |
33% |
False |
False |
96,444 |
| 10 |
71.29 |
66.57 |
4.72 |
6.9% |
1.82 |
2.7% |
32% |
False |
False |
103,209 |
| 20 |
71.29 |
62.60 |
8.69 |
12.8% |
1.84 |
2.7% |
63% |
False |
False |
105,095 |
| 40 |
71.63 |
62.60 |
9.03 |
13.3% |
1.58 |
2.3% |
61% |
False |
False |
81,388 |
| 60 |
71.63 |
62.60 |
9.03 |
13.3% |
1.49 |
2.2% |
61% |
False |
False |
67,730 |
| 80 |
71.63 |
60.30 |
11.33 |
16.6% |
1.45 |
2.1% |
69% |
False |
False |
56,258 |
| 100 |
71.63 |
57.66 |
13.97 |
20.5% |
1.40 |
2.1% |
75% |
False |
False |
47,159 |
| 120 |
71.63 |
55.77 |
15.86 |
23.3% |
1.36 |
2.0% |
78% |
False |
False |
41,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.15 |
|
2.618 |
72.50 |
|
1.618 |
70.88 |
|
1.000 |
69.88 |
|
0.618 |
69.26 |
|
HIGH |
68.26 |
|
0.618 |
67.64 |
|
0.500 |
67.45 |
|
0.382 |
67.26 |
|
LOW |
66.64 |
|
0.618 |
65.64 |
|
1.000 |
65.02 |
|
1.618 |
64.02 |
|
2.618 |
62.40 |
|
4.250 |
59.76 |
|
|
| Fisher Pivots for day following 12-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
67.86 |
68.81 |
| PP |
67.66 |
68.56 |
| S1 |
67.45 |
68.32 |
|