NYMEX Light Sweet Crude Oil Future October 2018
| Trading Metrics calculated at close of trading on 15-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
66.75 |
65.92 |
-0.83 |
-1.2% |
67.55 |
| High |
67.72 |
66.22 |
-1.50 |
-2.2% |
68.86 |
| Low |
65.90 |
63.93 |
-1.97 |
-3.0% |
65.49 |
| Close |
66.33 |
64.46 |
-1.87 |
-2.8% |
66.94 |
| Range |
1.82 |
2.29 |
0.47 |
25.8% |
3.37 |
| ATR |
1.65 |
1.71 |
0.05 |
3.2% |
0.00 |
| Volume |
170,899 |
291,030 |
120,131 |
70.3% |
828,966 |
|
| Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.74 |
70.39 |
65.72 |
|
| R3 |
69.45 |
68.10 |
65.09 |
|
| R2 |
67.16 |
67.16 |
64.88 |
|
| R1 |
65.81 |
65.81 |
64.67 |
65.34 |
| PP |
64.87 |
64.87 |
64.87 |
64.64 |
| S1 |
63.52 |
63.52 |
64.25 |
63.05 |
| S2 |
62.58 |
62.58 |
64.04 |
|
| S3 |
60.29 |
61.23 |
63.83 |
|
| S4 |
58.00 |
58.94 |
63.20 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.21 |
75.44 |
68.79 |
|
| R3 |
73.84 |
72.07 |
67.87 |
|
| R2 |
70.47 |
70.47 |
67.56 |
|
| R1 |
68.70 |
68.70 |
67.25 |
67.90 |
| PP |
67.10 |
67.10 |
67.10 |
66.70 |
| S1 |
65.33 |
65.33 |
66.63 |
64.53 |
| S2 |
63.73 |
63.73 |
66.32 |
|
| S3 |
60.36 |
61.96 |
66.01 |
|
| S4 |
56.99 |
58.59 |
65.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
67.72 |
63.93 |
3.79 |
5.9% |
1.75 |
2.7% |
14% |
False |
True |
200,937 |
| 10 |
68.86 |
63.93 |
4.93 |
7.6% |
1.76 |
2.7% |
11% |
False |
True |
168,267 |
| 20 |
69.19 |
63.93 |
5.26 |
8.2% |
1.56 |
2.4% |
10% |
False |
True |
133,930 |
| 40 |
71.29 |
63.45 |
7.84 |
12.2% |
1.70 |
2.6% |
13% |
False |
False |
123,204 |
| 60 |
71.63 |
62.60 |
9.03 |
14.0% |
1.63 |
2.5% |
21% |
False |
False |
102,290 |
| 80 |
71.63 |
62.60 |
9.03 |
14.0% |
1.54 |
2.4% |
21% |
False |
False |
86,836 |
| 100 |
71.63 |
60.55 |
11.08 |
17.2% |
1.49 |
2.3% |
35% |
False |
False |
74,610 |
| 120 |
71.63 |
57.66 |
13.97 |
21.7% |
1.45 |
2.3% |
49% |
False |
False |
64,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.95 |
|
2.618 |
72.22 |
|
1.618 |
69.93 |
|
1.000 |
68.51 |
|
0.618 |
67.64 |
|
HIGH |
66.22 |
|
0.618 |
65.35 |
|
0.500 |
65.08 |
|
0.382 |
64.80 |
|
LOW |
63.93 |
|
0.618 |
62.51 |
|
1.000 |
61.64 |
|
1.618 |
60.22 |
|
2.618 |
57.93 |
|
4.250 |
54.20 |
|
|
| Fisher Pivots for day following 15-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
65.08 |
65.83 |
| PP |
64.87 |
65.37 |
| S1 |
64.67 |
64.92 |
|