NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 31-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
66.92 |
67.72 |
0.80 |
1.2% |
65.58 |
| High |
68.00 |
67.76 |
-0.24 |
-0.4% |
67.56 |
| Low |
66.85 |
66.06 |
-0.79 |
-1.2% |
65.36 |
| Close |
67.82 |
66.71 |
-1.11 |
-1.6% |
66.78 |
| Range |
1.15 |
1.70 |
0.55 |
47.8% |
2.20 |
| ATR |
1.37 |
1.40 |
0.03 |
2.0% |
0.00 |
| Volume |
17,718 |
16,098 |
-1,620 |
-9.1% |
130,659 |
|
| Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.94 |
71.03 |
67.65 |
|
| R3 |
70.24 |
69.33 |
67.18 |
|
| R2 |
68.54 |
68.54 |
67.02 |
|
| R1 |
67.63 |
67.63 |
66.87 |
67.24 |
| PP |
66.84 |
66.84 |
66.84 |
66.65 |
| S1 |
65.93 |
65.93 |
66.55 |
65.54 |
| S2 |
65.14 |
65.14 |
66.40 |
|
| S3 |
63.44 |
64.23 |
66.24 |
|
| S4 |
61.74 |
62.53 |
65.78 |
|
|
| 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 |
68.00 |
66.06 |
1.94 |
2.9% |
1.11 |
1.7% |
34% |
False |
True |
21,431 |
| 10 |
68.00 |
63.98 |
4.02 |
6.0% |
1.15 |
1.7% |
68% |
False |
False |
23,460 |
| 20 |
69.37 |
63.98 |
5.39 |
8.1% |
1.45 |
2.2% |
51% |
False |
False |
27,992 |
| 40 |
69.37 |
62.16 |
7.21 |
10.8% |
1.41 |
2.1% |
63% |
False |
False |
26,642 |
| 60 |
70.11 |
62.16 |
7.95 |
11.9% |
1.34 |
2.0% |
57% |
False |
False |
23,334 |
| 80 |
70.11 |
60.05 |
10.06 |
15.1% |
1.28 |
1.9% |
66% |
False |
False |
20,308 |
| 100 |
70.11 |
57.46 |
12.65 |
19.0% |
1.25 |
1.9% |
73% |
False |
False |
17,288 |
| 120 |
70.11 |
54.78 |
15.33 |
23.0% |
1.24 |
1.9% |
78% |
False |
False |
15,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.99 |
|
2.618 |
72.21 |
|
1.618 |
70.51 |
|
1.000 |
69.46 |
|
0.618 |
68.81 |
|
HIGH |
67.76 |
|
0.618 |
67.11 |
|
0.500 |
66.91 |
|
0.382 |
66.71 |
|
LOW |
66.06 |
|
0.618 |
65.01 |
|
1.000 |
64.36 |
|
1.618 |
63.31 |
|
2.618 |
61.61 |
|
4.250 |
58.84 |
|
|
| Fisher Pivots for day following 31-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
66.91 |
67.03 |
| PP |
66.84 |
66.92 |
| S1 |
66.78 |
66.82 |
|