NYMEX Light Sweet Crude Oil Future December 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 |
67.30 |
67.90 |
0.60 |
0.9% |
64.65 |
| High |
68.65 |
68.34 |
-0.31 |
-0.5% |
68.65 |
| Low |
67.19 |
67.72 |
0.53 |
0.8% |
64.27 |
| Close |
68.05 |
68.25 |
0.20 |
0.3% |
68.05 |
| Range |
1.46 |
0.62 |
-0.84 |
-57.5% |
4.38 |
| ATR |
1.43 |
1.38 |
-0.06 |
-4.1% |
0.00 |
| Volume |
86,586 |
53,840 |
-32,746 |
-37.8% |
399,463 |
|
| Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.96 |
69.73 |
68.59 |
|
| R3 |
69.34 |
69.11 |
68.42 |
|
| R2 |
68.72 |
68.72 |
68.36 |
|
| R1 |
68.49 |
68.49 |
68.31 |
68.61 |
| PP |
68.10 |
68.10 |
68.10 |
68.16 |
| S1 |
67.87 |
67.87 |
68.19 |
67.99 |
| S2 |
67.48 |
67.48 |
68.14 |
|
| S3 |
66.86 |
67.25 |
68.08 |
|
| S4 |
66.24 |
66.63 |
67.91 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.13 |
78.47 |
70.46 |
|
| R3 |
75.75 |
74.09 |
69.25 |
|
| R2 |
71.37 |
71.37 |
68.85 |
|
| R1 |
69.71 |
69.71 |
68.45 |
70.54 |
| PP |
66.99 |
66.99 |
66.99 |
67.41 |
| S1 |
65.33 |
65.33 |
67.65 |
66.16 |
| S2 |
62.61 |
62.61 |
67.25 |
|
| S3 |
58.23 |
60.95 |
66.85 |
|
| S4 |
53.85 |
56.57 |
65.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.65 |
64.67 |
3.98 |
5.8% |
1.18 |
1.7% |
90% |
False |
False |
75,826 |
| 10 |
68.65 |
63.48 |
5.17 |
7.6% |
1.25 |
1.8% |
92% |
False |
False |
73,781 |
| 20 |
68.65 |
63.48 |
5.17 |
7.6% |
1.42 |
2.1% |
92% |
False |
False |
71,738 |
| 40 |
69.81 |
63.48 |
6.33 |
9.3% |
1.48 |
2.2% |
75% |
False |
False |
77,855 |
| 60 |
69.86 |
62.32 |
7.54 |
11.0% |
1.47 |
2.2% |
79% |
False |
False |
83,981 |
| 80 |
70.62 |
62.32 |
8.30 |
12.2% |
1.44 |
2.1% |
71% |
False |
False |
87,725 |
| 100 |
70.62 |
59.91 |
10.71 |
15.7% |
1.41 |
2.1% |
78% |
False |
False |
86,935 |
| 120 |
70.62 |
57.44 |
13.18 |
19.3% |
1.39 |
2.0% |
82% |
False |
False |
82,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.98 |
|
2.618 |
69.96 |
|
1.618 |
69.34 |
|
1.000 |
68.96 |
|
0.618 |
68.72 |
|
HIGH |
68.34 |
|
0.618 |
68.10 |
|
0.500 |
68.03 |
|
0.382 |
67.96 |
|
LOW |
67.72 |
|
0.618 |
67.34 |
|
1.000 |
67.10 |
|
1.618 |
66.72 |
|
2.618 |
66.10 |
|
4.250 |
65.09 |
|
|
| Fisher Pivots for day following 27-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
68.18 |
68.06 |
| PP |
68.10 |
67.87 |
| S1 |
68.03 |
67.68 |
|