NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 27-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
67.10 |
67.33 |
0.23 |
0.3% |
65.58 |
| High |
67.56 |
67.55 |
-0.01 |
0.0% |
67.56 |
| Low |
66.82 |
66.56 |
-0.26 |
-0.4% |
65.36 |
| Close |
67.41 |
66.78 |
-0.63 |
-0.9% |
66.78 |
| Range |
0.74 |
0.99 |
0.25 |
33.8% |
2.20 |
| ATR |
1.41 |
1.38 |
-0.03 |
-2.1% |
0.00 |
| Volume |
18,565 |
23,661 |
5,096 |
27.4% |
130,659 |
|
| Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.93 |
69.35 |
67.32 |
|
| R3 |
68.94 |
68.36 |
67.05 |
|
| R2 |
67.95 |
67.95 |
66.96 |
|
| R1 |
67.37 |
67.37 |
66.87 |
67.17 |
| PP |
66.96 |
66.96 |
66.96 |
66.86 |
| S1 |
66.38 |
66.38 |
66.69 |
66.18 |
| S2 |
65.97 |
65.97 |
66.60 |
|
| S3 |
64.98 |
65.39 |
66.51 |
|
| S4 |
63.99 |
64.40 |
66.24 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.17 |
72.17 |
67.99 |
|
| R3 |
70.97 |
69.97 |
67.39 |
|
| R2 |
68.77 |
68.77 |
67.18 |
|
| R1 |
67.77 |
67.77 |
66.98 |
68.27 |
| PP |
66.57 |
66.57 |
66.57 |
66.82 |
| S1 |
65.57 |
65.57 |
66.58 |
66.07 |
| S2 |
64.37 |
64.37 |
66.38 |
|
| S3 |
62.17 |
63.37 |
66.18 |
|
| S4 |
59.97 |
61.17 |
65.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
67.56 |
65.36 |
2.20 |
3.3% |
0.95 |
1.4% |
65% |
False |
False |
26,131 |
| 10 |
67.56 |
63.98 |
3.58 |
5.4% |
1.26 |
1.9% |
78% |
False |
False |
25,210 |
| 20 |
69.37 |
63.98 |
5.39 |
8.1% |
1.46 |
2.2% |
52% |
False |
False |
28,754 |
| 40 |
69.37 |
62.16 |
7.21 |
10.8% |
1.39 |
2.1% |
64% |
False |
False |
26,896 |
| 60 |
70.11 |
62.16 |
7.95 |
11.9% |
1.34 |
2.0% |
58% |
False |
False |
23,028 |
| 80 |
70.11 |
59.60 |
10.51 |
15.7% |
1.27 |
1.9% |
68% |
False |
False |
20,014 |
| 100 |
70.11 |
57.09 |
13.02 |
19.5% |
1.24 |
1.9% |
74% |
False |
False |
17,015 |
| 120 |
70.11 |
54.78 |
15.33 |
23.0% |
1.23 |
1.8% |
78% |
False |
False |
14,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.76 |
|
2.618 |
70.14 |
|
1.618 |
69.15 |
|
1.000 |
68.54 |
|
0.618 |
68.16 |
|
HIGH |
67.55 |
|
0.618 |
67.17 |
|
0.500 |
67.06 |
|
0.382 |
66.94 |
|
LOW |
66.56 |
|
0.618 |
65.95 |
|
1.000 |
65.57 |
|
1.618 |
64.96 |
|
2.618 |
63.97 |
|
4.250 |
62.35 |
|
|
| Fisher Pivots for day following 27-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
67.06 |
66.82 |
| PP |
66.96 |
66.80 |
| S1 |
66.87 |
66.79 |
|