NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 06-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
64.01 |
64.22 |
0.21 |
0.3% |
65.44 |
| High |
64.27 |
64.61 |
0.34 |
0.5% |
66.37 |
| Low |
63.21 |
63.26 |
0.05 |
0.1% |
64.10 |
| Close |
64.24 |
63.76 |
-0.48 |
-0.7% |
64.56 |
| Range |
1.06 |
1.35 |
0.29 |
27.4% |
2.27 |
| ATR |
1.26 |
1.26 |
0.01 |
0.5% |
0.00 |
| Volume |
26,533 |
12,181 |
-14,352 |
-54.1% |
78,596 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.93 |
67.19 |
64.50 |
|
| R3 |
66.58 |
65.84 |
64.13 |
|
| R2 |
65.23 |
65.23 |
64.01 |
|
| R1 |
64.49 |
64.49 |
63.88 |
64.19 |
| PP |
63.88 |
63.88 |
63.88 |
63.72 |
| S1 |
63.14 |
63.14 |
63.64 |
62.84 |
| S2 |
62.53 |
62.53 |
63.51 |
|
| S3 |
61.18 |
61.79 |
63.39 |
|
| S4 |
59.83 |
60.44 |
63.02 |
|
|
| 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 |
66.01 |
63.21 |
2.80 |
4.4% |
1.15 |
1.8% |
20% |
False |
False |
20,810 |
| 10 |
69.46 |
63.21 |
6.25 |
9.8% |
1.36 |
2.1% |
9% |
False |
False |
18,952 |
| 20 |
70.11 |
63.21 |
6.90 |
10.8% |
1.14 |
1.8% |
8% |
False |
False |
16,963 |
| 40 |
70.11 |
61.69 |
8.42 |
13.2% |
1.16 |
1.8% |
25% |
False |
False |
14,521 |
| 60 |
70.11 |
57.66 |
12.45 |
19.5% |
1.14 |
1.8% |
49% |
False |
False |
11,553 |
| 80 |
70.11 |
55.05 |
15.06 |
23.6% |
1.14 |
1.8% |
58% |
False |
False |
9,594 |
| 100 |
70.11 |
54.78 |
15.33 |
24.0% |
1.09 |
1.7% |
59% |
False |
False |
8,815 |
| 120 |
70.11 |
54.06 |
16.05 |
25.2% |
0.99 |
1.5% |
60% |
False |
False |
8,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.35 |
|
2.618 |
68.14 |
|
1.618 |
66.79 |
|
1.000 |
65.96 |
|
0.618 |
65.44 |
|
HIGH |
64.61 |
|
0.618 |
64.09 |
|
0.500 |
63.94 |
|
0.382 |
63.78 |
|
LOW |
63.26 |
|
0.618 |
62.43 |
|
1.000 |
61.91 |
|
1.618 |
61.08 |
|
2.618 |
59.73 |
|
4.250 |
57.52 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
63.94 |
63.93 |
| PP |
63.88 |
63.87 |
| S1 |
63.82 |
63.82 |
|