NYMEX Light Sweet Crude Oil Future October 2018
| Trading Metrics calculated at close of trading on 23-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
66.23 |
66.59 |
0.36 |
0.5% |
68.04 |
| High |
67.08 |
67.64 |
0.56 |
0.8% |
68.41 |
| Low |
66.02 |
66.26 |
0.24 |
0.4% |
65.20 |
| Close |
66.64 |
66.75 |
0.11 |
0.2% |
66.64 |
| Range |
1.06 |
1.38 |
0.32 |
30.2% |
3.21 |
| ATR |
1.75 |
1.73 |
-0.03 |
-1.5% |
0.00 |
| Volume |
80,631 |
104,679 |
24,048 |
29.8% |
490,781 |
|
| Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.02 |
70.27 |
67.51 |
|
| R3 |
69.64 |
68.89 |
67.13 |
|
| R2 |
68.26 |
68.26 |
67.00 |
|
| R1 |
67.51 |
67.51 |
66.88 |
67.89 |
| PP |
66.88 |
66.88 |
66.88 |
67.07 |
| S1 |
66.13 |
66.13 |
66.62 |
66.51 |
| S2 |
65.50 |
65.50 |
66.50 |
|
| S3 |
64.12 |
64.75 |
66.37 |
|
| S4 |
62.74 |
63.37 |
65.99 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.38 |
74.72 |
68.41 |
|
| R3 |
73.17 |
71.51 |
67.52 |
|
| R2 |
69.96 |
69.96 |
67.23 |
|
| R1 |
68.30 |
68.30 |
66.93 |
67.53 |
| PP |
66.75 |
66.75 |
66.75 |
66.36 |
| S1 |
65.09 |
65.09 |
66.35 |
64.32 |
| S2 |
63.54 |
63.54 |
66.05 |
|
| S3 |
60.33 |
61.88 |
65.76 |
|
| S4 |
57.12 |
58.67 |
64.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
67.64 |
65.20 |
2.44 |
3.7% |
1.36 |
2.0% |
64% |
True |
False |
100,411 |
| 10 |
71.05 |
65.20 |
5.85 |
8.8% |
1.89 |
2.8% |
26% |
False |
False |
101,445 |
| 20 |
71.29 |
65.20 |
6.09 |
9.1% |
1.77 |
2.6% |
25% |
False |
False |
104,702 |
| 40 |
71.29 |
62.60 |
8.69 |
13.0% |
1.69 |
2.5% |
48% |
False |
False |
90,196 |
| 60 |
71.63 |
62.60 |
9.03 |
13.5% |
1.55 |
2.3% |
46% |
False |
False |
74,354 |
| 80 |
71.63 |
60.55 |
11.08 |
16.6% |
1.48 |
2.2% |
56% |
False |
False |
62,976 |
| 100 |
71.63 |
57.66 |
13.97 |
20.9% |
1.43 |
2.1% |
65% |
False |
False |
53,236 |
| 120 |
71.63 |
55.77 |
15.86 |
23.8% |
1.41 |
2.1% |
69% |
False |
False |
46,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.51 |
|
2.618 |
71.25 |
|
1.618 |
69.87 |
|
1.000 |
69.02 |
|
0.618 |
68.49 |
|
HIGH |
67.64 |
|
0.618 |
67.11 |
|
0.500 |
66.95 |
|
0.382 |
66.79 |
|
LOW |
66.26 |
|
0.618 |
65.41 |
|
1.000 |
64.88 |
|
1.618 |
64.03 |
|
2.618 |
62.65 |
|
4.250 |
60.40 |
|
|
| Fisher Pivots for day following 23-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
66.95 |
66.66 |
| PP |
66.88 |
66.57 |
| S1 |
66.82 |
66.48 |
|