NYMEX Light Sweet Crude Oil Future October 2018
| Trading Metrics calculated at close of trading on 03-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2018 |
03-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
66.63 |
67.69 |
1.06 |
1.6% |
67.86 |
| High |
68.05 |
67.94 |
-0.11 |
-0.2% |
69.19 |
| Low |
65.82 |
66.68 |
0.86 |
1.3% |
65.82 |
| Close |
67.66 |
67.35 |
-0.31 |
-0.5% |
67.35 |
| Range |
2.23 |
1.26 |
-0.97 |
-43.5% |
3.37 |
| ATR |
1.63 |
1.61 |
-0.03 |
-1.6% |
0.00 |
| Volume |
106,913 |
80,141 |
-26,772 |
-25.0% |
512,938 |
|
| Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.10 |
70.49 |
68.04 |
|
| R3 |
69.84 |
69.23 |
67.70 |
|
| R2 |
68.58 |
68.58 |
67.58 |
|
| R1 |
67.97 |
67.97 |
67.47 |
67.65 |
| PP |
67.32 |
67.32 |
67.32 |
67.16 |
| S1 |
66.71 |
66.71 |
67.23 |
66.39 |
| S2 |
66.06 |
66.06 |
67.12 |
|
| S3 |
64.80 |
65.45 |
67.00 |
|
| S4 |
63.54 |
64.19 |
66.66 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.56 |
75.83 |
69.20 |
|
| R3 |
74.19 |
72.46 |
68.28 |
|
| R2 |
70.82 |
70.82 |
67.97 |
|
| R1 |
69.09 |
69.09 |
67.66 |
68.27 |
| PP |
67.45 |
67.45 |
67.45 |
67.05 |
| S1 |
65.72 |
65.72 |
67.04 |
64.90 |
| S2 |
64.08 |
64.08 |
66.73 |
|
| S3 |
60.71 |
62.35 |
66.42 |
|
| S4 |
57.34 |
58.98 |
65.50 |
|
|
| 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% |
1.63 |
2.4% |
45% |
False |
False |
102,587 |
| 10 |
69.19 |
65.82 |
3.37 |
5.0% |
1.41 |
2.1% |
45% |
False |
False |
98,110 |
| 20 |
71.05 |
65.20 |
5.85 |
8.7% |
1.63 |
2.4% |
37% |
False |
False |
98,477 |
| 40 |
71.29 |
62.60 |
8.69 |
12.9% |
1.64 |
2.4% |
55% |
False |
False |
96,197 |
| 60 |
71.63 |
62.60 |
9.03 |
13.4% |
1.53 |
2.3% |
53% |
False |
False |
83,289 |
| 80 |
71.63 |
62.60 |
9.03 |
13.4% |
1.48 |
2.2% |
53% |
False |
False |
71,144 |
| 100 |
71.63 |
58.67 |
12.96 |
19.2% |
1.44 |
2.1% |
67% |
False |
False |
60,836 |
| 120 |
71.63 |
55.94 |
15.69 |
23.3% |
1.42 |
2.1% |
73% |
False |
False |
52,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.30 |
|
2.618 |
71.24 |
|
1.618 |
69.98 |
|
1.000 |
69.20 |
|
0.618 |
68.72 |
|
HIGH |
67.94 |
|
0.618 |
67.46 |
|
0.500 |
67.31 |
|
0.382 |
67.16 |
|
LOW |
66.68 |
|
0.618 |
65.90 |
|
1.000 |
65.42 |
|
1.618 |
64.64 |
|
2.618 |
63.38 |
|
4.250 |
61.33 |
|
|
| Fisher Pivots for day following 03-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
67.34 |
67.21 |
| PP |
67.32 |
67.07 |
| S1 |
67.31 |
66.94 |
|