NYMEX Light Sweet Crude Oil Future October 2018
| Trading Metrics calculated at close of trading on 02-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2018 |
02-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
67.34 |
66.63 |
-0.71 |
-1.1% |
66.59 |
| High |
67.47 |
68.05 |
0.58 |
0.9% |
68.64 |
| Low |
66.19 |
65.82 |
-0.37 |
-0.6% |
66.26 |
| Close |
66.50 |
67.66 |
1.16 |
1.7% |
67.73 |
| Range |
1.28 |
2.23 |
0.95 |
74.2% |
2.38 |
| ATR |
1.59 |
1.63 |
0.05 |
2.9% |
0.00 |
| Volume |
123,656 |
106,913 |
-16,743 |
-13.5% |
468,171 |
|
| Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.87 |
72.99 |
68.89 |
|
| R3 |
71.64 |
70.76 |
68.27 |
|
| R2 |
69.41 |
69.41 |
68.07 |
|
| R1 |
68.53 |
68.53 |
67.86 |
68.97 |
| PP |
67.18 |
67.18 |
67.18 |
67.40 |
| S1 |
66.30 |
66.30 |
67.46 |
66.74 |
| S2 |
64.95 |
64.95 |
67.25 |
|
| S3 |
62.72 |
64.07 |
67.05 |
|
| S4 |
60.49 |
61.84 |
66.43 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.68 |
73.59 |
69.04 |
|
| R3 |
72.30 |
71.21 |
68.38 |
|
| R2 |
69.92 |
69.92 |
68.17 |
|
| R1 |
68.83 |
68.83 |
67.95 |
69.38 |
| PP |
67.54 |
67.54 |
67.54 |
67.82 |
| S1 |
66.45 |
66.45 |
67.51 |
67.00 |
| S2 |
65.16 |
65.16 |
67.29 |
|
| S3 |
62.78 |
64.07 |
67.08 |
|
| S4 |
60.40 |
61.69 |
66.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.19 |
65.82 |
3.37 |
5.0% |
1.62 |
2.4% |
55% |
False |
True |
105,770 |
| 10 |
69.19 |
65.82 |
3.37 |
5.0% |
1.39 |
2.1% |
55% |
False |
True |
98,159 |
| 20 |
71.05 |
65.20 |
5.85 |
8.6% |
1.64 |
2.4% |
42% |
False |
False |
97,825 |
| 40 |
71.29 |
62.60 |
8.69 |
12.8% |
1.64 |
2.4% |
58% |
False |
False |
96,363 |
| 60 |
71.63 |
62.60 |
9.03 |
13.3% |
1.53 |
2.3% |
56% |
False |
False |
82,769 |
| 80 |
71.63 |
62.60 |
9.03 |
13.3% |
1.48 |
2.2% |
56% |
False |
False |
70,637 |
| 100 |
71.63 |
58.67 |
12.96 |
19.2% |
1.45 |
2.1% |
69% |
False |
False |
60,180 |
| 120 |
71.63 |
55.94 |
15.69 |
23.2% |
1.42 |
2.1% |
75% |
False |
False |
51,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.53 |
|
2.618 |
73.89 |
|
1.618 |
71.66 |
|
1.000 |
70.28 |
|
0.618 |
69.43 |
|
HIGH |
68.05 |
|
0.618 |
67.20 |
|
0.500 |
66.94 |
|
0.382 |
66.67 |
|
LOW |
65.82 |
|
0.618 |
64.44 |
|
1.000 |
63.59 |
|
1.618 |
62.21 |
|
2.618 |
59.98 |
|
4.250 |
56.34 |
|
|
| Fisher Pivots for day following 02-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
67.42 |
67.57 |
| PP |
67.18 |
67.48 |
| S1 |
66.94 |
67.39 |
|