NYMEX Light Sweet Crude Oil Future December 2018
| Trading Metrics calculated at close of trading on 11-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
68.92 |
69.47 |
0.55 |
0.8% |
69.13 |
| High |
69.81 |
69.55 |
-0.26 |
-0.4% |
69.13 |
| Low |
68.85 |
65.37 |
-3.48 |
-5.1% |
66.66 |
| Close |
69.32 |
65.75 |
-3.57 |
-5.2% |
68.04 |
| Range |
0.96 |
4.18 |
3.22 |
335.4% |
2.47 |
| ATR |
1.48 |
1.67 |
0.19 |
13.0% |
0.00 |
| Volume |
81,546 |
133,372 |
51,826 |
63.6% |
401,067 |
|
| Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.43 |
76.77 |
68.05 |
|
| R3 |
75.25 |
72.59 |
66.90 |
|
| R2 |
71.07 |
71.07 |
66.52 |
|
| R1 |
68.41 |
68.41 |
66.13 |
67.65 |
| PP |
66.89 |
66.89 |
66.89 |
66.51 |
| S1 |
64.23 |
64.23 |
65.37 |
63.47 |
| S2 |
62.71 |
62.71 |
64.98 |
|
| S3 |
58.53 |
60.05 |
64.60 |
|
| S4 |
54.35 |
55.87 |
63.45 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.35 |
74.17 |
69.40 |
|
| R3 |
72.88 |
71.70 |
68.72 |
|
| R2 |
70.41 |
70.41 |
68.49 |
|
| R1 |
69.23 |
69.23 |
68.27 |
68.59 |
| PP |
67.94 |
67.94 |
67.94 |
67.62 |
| S1 |
66.76 |
66.76 |
67.81 |
66.12 |
| S2 |
65.47 |
65.47 |
67.59 |
|
| S3 |
63.00 |
64.29 |
67.36 |
|
| S4 |
60.53 |
61.82 |
66.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.81 |
65.37 |
4.44 |
6.8% |
1.81 |
2.7% |
9% |
False |
True |
95,569 |
| 10 |
69.86 |
65.37 |
4.49 |
6.8% |
1.71 |
2.6% |
8% |
False |
True |
102,861 |
| 20 |
69.86 |
62.32 |
7.54 |
11.5% |
1.69 |
2.6% |
45% |
False |
False |
101,460 |
| 40 |
70.62 |
62.32 |
8.30 |
12.6% |
1.48 |
2.2% |
41% |
False |
False |
99,165 |
| 60 |
70.62 |
62.32 |
8.30 |
12.6% |
1.42 |
2.2% |
41% |
False |
False |
94,235 |
| 80 |
70.62 |
58.83 |
11.79 |
17.9% |
1.40 |
2.1% |
59% |
False |
False |
88,435 |
| 100 |
70.62 |
56.87 |
13.75 |
20.9% |
1.37 |
2.1% |
65% |
False |
False |
81,228 |
| 120 |
70.62 |
54.93 |
15.69 |
23.9% |
1.34 |
2.0% |
69% |
False |
False |
80,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.32 |
|
2.618 |
80.49 |
|
1.618 |
76.31 |
|
1.000 |
73.73 |
|
0.618 |
72.13 |
|
HIGH |
69.55 |
|
0.618 |
67.95 |
|
0.500 |
67.46 |
|
0.382 |
66.97 |
|
LOW |
65.37 |
|
0.618 |
62.79 |
|
1.000 |
61.19 |
|
1.618 |
58.61 |
|
2.618 |
54.43 |
|
4.250 |
47.61 |
|
|
| Fisher Pivots for day following 11-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
67.46 |
67.59 |
| PP |
66.89 |
66.98 |
| S1 |
66.32 |
66.36 |
|