NYMEX Light Sweet Crude Oil Future November 2018
| Trading Metrics calculated at close of trading on 27-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
67.58 |
68.20 |
0.62 |
0.9% |
64.92 |
| High |
68.96 |
68.62 |
-0.34 |
-0.5% |
68.96 |
| Low |
67.47 |
68.02 |
0.55 |
0.8% |
64.57 |
| Close |
68.36 |
68.54 |
0.18 |
0.3% |
68.36 |
| Range |
1.49 |
0.60 |
-0.89 |
-59.7% |
4.39 |
| ATR |
1.47 |
1.41 |
-0.06 |
-4.2% |
0.00 |
| Volume |
90,806 |
46,529 |
-44,277 |
-48.8% |
392,425 |
|
| Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.19 |
69.97 |
68.87 |
|
| R3 |
69.59 |
69.37 |
68.71 |
|
| R2 |
68.99 |
68.99 |
68.65 |
|
| R1 |
68.77 |
68.77 |
68.60 |
68.88 |
| PP |
68.39 |
68.39 |
68.39 |
68.45 |
| S1 |
68.17 |
68.17 |
68.49 |
68.28 |
| S2 |
67.79 |
67.79 |
68.43 |
|
| S3 |
67.19 |
67.57 |
68.38 |
|
| S4 |
66.59 |
66.97 |
68.21 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.47 |
78.80 |
70.77 |
|
| R3 |
76.08 |
74.41 |
69.57 |
|
| R2 |
71.69 |
71.69 |
69.16 |
|
| R1 |
70.02 |
70.02 |
68.76 |
70.86 |
| PP |
67.30 |
67.30 |
67.30 |
67.71 |
| S1 |
65.63 |
65.63 |
67.96 |
66.47 |
| S2 |
62.91 |
62.91 |
67.56 |
|
| S3 |
58.52 |
61.24 |
67.15 |
|
| S4 |
54.13 |
56.85 |
65.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.96 |
64.99 |
3.97 |
5.8% |
1.21 |
1.8% |
89% |
False |
False |
73,264 |
| 10 |
68.96 |
63.69 |
5.27 |
7.7% |
1.29 |
1.9% |
92% |
False |
False |
68,395 |
| 20 |
68.96 |
63.69 |
5.27 |
7.7% |
1.46 |
2.1% |
92% |
False |
False |
61,776 |
| 40 |
70.33 |
63.69 |
6.64 |
9.7% |
1.50 |
2.2% |
73% |
False |
False |
54,804 |
| 60 |
70.51 |
62.48 |
8.03 |
11.7% |
1.48 |
2.2% |
75% |
False |
False |
52,429 |
| 80 |
71.10 |
62.48 |
8.62 |
12.6% |
1.44 |
2.1% |
70% |
False |
False |
47,184 |
| 100 |
71.10 |
60.29 |
10.81 |
15.8% |
1.40 |
2.0% |
76% |
False |
False |
41,827 |
| 120 |
71.10 |
57.82 |
13.28 |
19.4% |
1.36 |
2.0% |
81% |
False |
False |
36,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.17 |
|
2.618 |
70.19 |
|
1.618 |
69.59 |
|
1.000 |
69.22 |
|
0.618 |
68.99 |
|
HIGH |
68.62 |
|
0.618 |
68.39 |
|
0.500 |
68.32 |
|
0.382 |
68.25 |
|
LOW |
68.02 |
|
0.618 |
67.65 |
|
1.000 |
67.42 |
|
1.618 |
67.05 |
|
2.618 |
66.45 |
|
4.250 |
65.47 |
|
|
| Fisher Pivots for day following 27-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
68.47 |
68.36 |
| PP |
68.39 |
68.17 |
| S1 |
68.32 |
67.99 |
|