NYMEX Light Sweet Crude Oil Future November 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 |
70.02 |
66.71 |
-3.31 |
-4.7% |
69.82 |
| High |
70.02 |
67.53 |
-2.49 |
-3.6% |
69.83 |
| Low |
65.89 |
65.99 |
0.10 |
0.2% |
67.31 |
| Close |
66.33 |
67.44 |
1.11 |
1.7% |
68.50 |
| Range |
4.13 |
1.54 |
-2.59 |
-62.7% |
2.52 |
| ATR |
1.65 |
1.64 |
-0.01 |
-0.5% |
0.00 |
| Volume |
59,173 |
80,718 |
21,545 |
36.4% |
212,250 |
|
| Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.61 |
71.06 |
68.29 |
|
| R3 |
70.07 |
69.52 |
67.86 |
|
| R2 |
68.53 |
68.53 |
67.72 |
|
| R1 |
67.98 |
67.98 |
67.58 |
68.26 |
| PP |
66.99 |
66.99 |
66.99 |
67.12 |
| S1 |
66.44 |
66.44 |
67.30 |
66.72 |
| S2 |
65.45 |
65.45 |
67.16 |
|
| S3 |
63.91 |
64.90 |
67.02 |
|
| S4 |
62.37 |
63.36 |
66.59 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.11 |
74.82 |
69.89 |
|
| R3 |
73.59 |
72.30 |
69.19 |
|
| R2 |
71.07 |
71.07 |
68.96 |
|
| R1 |
69.78 |
69.78 |
68.73 |
69.17 |
| PP |
68.55 |
68.55 |
68.55 |
68.24 |
| S1 |
67.26 |
67.26 |
68.27 |
66.65 |
| S2 |
66.03 |
66.03 |
68.04 |
|
| S3 |
63.51 |
64.74 |
67.81 |
|
| S4 |
60.99 |
62.22 |
67.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.33 |
65.89 |
4.44 |
6.6% |
1.79 |
2.7% |
35% |
False |
False |
51,963 |
| 10 |
70.51 |
65.89 |
4.62 |
6.9% |
1.63 |
2.4% |
34% |
False |
False |
53,615 |
| 20 |
70.51 |
62.48 |
8.03 |
11.9% |
1.67 |
2.5% |
62% |
False |
False |
54,480 |
| 40 |
71.10 |
62.48 |
8.62 |
12.8% |
1.46 |
2.2% |
58% |
False |
False |
44,924 |
| 60 |
71.10 |
62.48 |
8.62 |
12.8% |
1.40 |
2.1% |
58% |
False |
False |
38,122 |
| 80 |
71.10 |
59.70 |
11.40 |
16.9% |
1.36 |
2.0% |
68% |
False |
False |
31,939 |
| 100 |
71.10 |
57.24 |
13.86 |
20.6% |
1.32 |
2.0% |
74% |
False |
False |
26,877 |
| 120 |
71.10 |
55.46 |
15.64 |
23.2% |
1.29 |
1.9% |
77% |
False |
False |
23,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.08 |
|
2.618 |
71.56 |
|
1.618 |
70.02 |
|
1.000 |
69.07 |
|
0.618 |
68.48 |
|
HIGH |
67.53 |
|
0.618 |
66.94 |
|
0.500 |
66.76 |
|
0.382 |
66.58 |
|
LOW |
65.99 |
|
0.618 |
65.04 |
|
1.000 |
64.45 |
|
1.618 |
63.50 |
|
2.618 |
61.96 |
|
4.250 |
59.45 |
|
|
| Fisher Pivots for day following 12-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
67.21 |
68.11 |
| PP |
66.99 |
67.89 |
| S1 |
66.76 |
67.66 |
|