NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 21-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
63.62 |
63.68 |
0.06 |
0.1% |
64.21 |
| High |
64.38 |
63.91 |
-0.47 |
-0.7% |
65.63 |
| Low |
63.30 |
62.82 |
-0.48 |
-0.8% |
62.60 |
| Close |
63.92 |
63.22 |
-0.70 |
-1.1% |
63.29 |
| Range |
1.08 |
1.09 |
0.01 |
0.9% |
3.03 |
| ATR |
1.30 |
1.29 |
-0.01 |
-1.1% |
0.00 |
| Volume |
21,717 |
35,149 |
13,432 |
61.9% |
110,426 |
|
| Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.59 |
65.99 |
63.82 |
|
| R3 |
65.50 |
64.90 |
63.52 |
|
| R2 |
64.41 |
64.41 |
63.42 |
|
| R1 |
63.81 |
63.81 |
63.32 |
63.57 |
| PP |
63.32 |
63.32 |
63.32 |
63.19 |
| S1 |
62.72 |
62.72 |
63.12 |
62.48 |
| S2 |
62.23 |
62.23 |
63.02 |
|
| S3 |
61.14 |
61.63 |
62.92 |
|
| S4 |
60.05 |
60.54 |
62.62 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.93 |
71.14 |
64.96 |
|
| R3 |
69.90 |
68.11 |
64.12 |
|
| R2 |
66.87 |
66.87 |
63.85 |
|
| R1 |
65.08 |
65.08 |
63.57 |
64.46 |
| PP |
63.84 |
63.84 |
63.84 |
63.53 |
| S1 |
62.05 |
62.05 |
63.01 |
61.43 |
| S2 |
60.81 |
60.81 |
62.73 |
|
| S3 |
57.78 |
59.02 |
62.46 |
|
| S4 |
54.75 |
55.99 |
61.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
65.14 |
62.16 |
2.98 |
4.7% |
1.58 |
2.5% |
36% |
False |
False |
20,566 |
| 10 |
65.63 |
62.16 |
3.47 |
5.5% |
1.28 |
2.0% |
31% |
False |
False |
21,224 |
| 20 |
69.40 |
62.16 |
7.24 |
11.5% |
1.33 |
2.1% |
15% |
False |
False |
20,736 |
| 40 |
70.11 |
62.16 |
7.95 |
12.6% |
1.21 |
1.9% |
13% |
False |
False |
16,932 |
| 60 |
70.11 |
59.34 |
10.77 |
17.0% |
1.17 |
1.9% |
36% |
False |
False |
14,449 |
| 80 |
70.11 |
56.59 |
13.52 |
21.4% |
1.17 |
1.8% |
49% |
False |
False |
12,024 |
| 100 |
70.11 |
54.78 |
15.33 |
24.2% |
1.16 |
1.8% |
55% |
False |
False |
10,641 |
| 120 |
70.11 |
54.78 |
15.33 |
24.2% |
1.06 |
1.7% |
55% |
False |
False |
9,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.54 |
|
2.618 |
66.76 |
|
1.618 |
65.67 |
|
1.000 |
65.00 |
|
0.618 |
64.58 |
|
HIGH |
63.91 |
|
0.618 |
63.49 |
|
0.500 |
63.37 |
|
0.382 |
63.24 |
|
LOW |
62.82 |
|
0.618 |
62.15 |
|
1.000 |
61.73 |
|
1.618 |
61.06 |
|
2.618 |
59.97 |
|
4.250 |
58.19 |
|
|
| Fisher Pivots for day following 21-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
63.37 |
63.58 |
| PP |
63.32 |
63.46 |
| S1 |
63.27 |
63.34 |
|