NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 05-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
64.39 |
64.01 |
-0.38 |
-0.6% |
65.44 |
| High |
64.64 |
64.27 |
-0.37 |
-0.6% |
66.37 |
| Low |
63.68 |
63.21 |
-0.47 |
-0.7% |
64.10 |
| Close |
63.72 |
64.24 |
0.52 |
0.8% |
64.56 |
| Range |
0.96 |
1.06 |
0.10 |
10.4% |
2.27 |
| ATR |
1.27 |
1.26 |
-0.02 |
-1.2% |
0.00 |
| Volume |
18,496 |
26,533 |
8,037 |
43.5% |
78,596 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.09 |
66.72 |
64.82 |
|
| R3 |
66.03 |
65.66 |
64.53 |
|
| R2 |
64.97 |
64.97 |
64.43 |
|
| R1 |
64.60 |
64.60 |
64.34 |
64.79 |
| PP |
63.91 |
63.91 |
63.91 |
64.00 |
| S1 |
63.54 |
63.54 |
64.14 |
63.73 |
| S2 |
62.85 |
62.85 |
64.05 |
|
| S3 |
61.79 |
62.48 |
63.95 |
|
| S4 |
60.73 |
61.42 |
63.66 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.82 |
70.46 |
65.81 |
|
| R3 |
69.55 |
68.19 |
65.18 |
|
| R2 |
67.28 |
67.28 |
64.98 |
|
| R1 |
65.92 |
65.92 |
64.77 |
65.47 |
| PP |
65.01 |
65.01 |
65.01 |
64.78 |
| S1 |
63.65 |
63.65 |
64.35 |
63.20 |
| S2 |
62.74 |
62.74 |
64.14 |
|
| S3 |
60.47 |
61.38 |
63.94 |
|
| S4 |
58.20 |
59.11 |
63.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.37 |
63.21 |
3.16 |
4.9% |
1.24 |
1.9% |
33% |
False |
True |
21,464 |
| 10 |
70.11 |
63.21 |
6.90 |
10.7% |
1.31 |
2.0% |
15% |
False |
True |
18,657 |
| 20 |
70.11 |
63.21 |
6.90 |
10.7% |
1.20 |
1.9% |
15% |
False |
True |
17,242 |
| 40 |
70.11 |
60.69 |
9.42 |
14.7% |
1.16 |
1.8% |
38% |
False |
False |
14,467 |
| 60 |
70.11 |
57.66 |
12.45 |
19.4% |
1.13 |
1.8% |
53% |
False |
False |
11,398 |
| 80 |
70.11 |
54.78 |
15.33 |
23.9% |
1.15 |
1.8% |
62% |
False |
False |
9,533 |
| 100 |
70.11 |
54.78 |
15.33 |
23.9% |
1.08 |
1.7% |
62% |
False |
False |
8,790 |
| 120 |
70.11 |
54.06 |
16.05 |
25.0% |
0.99 |
1.5% |
63% |
False |
False |
8,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.78 |
|
2.618 |
67.05 |
|
1.618 |
65.99 |
|
1.000 |
65.33 |
|
0.618 |
64.93 |
|
HIGH |
64.27 |
|
0.618 |
63.87 |
|
0.500 |
63.74 |
|
0.382 |
63.61 |
|
LOW |
63.21 |
|
0.618 |
62.55 |
|
1.000 |
62.15 |
|
1.618 |
61.49 |
|
2.618 |
60.43 |
|
4.250 |
58.71 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
64.07 |
64.36 |
| PP |
63.91 |
64.32 |
| S1 |
63.74 |
64.28 |
|