NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 27-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
67.01 |
67.58 |
0.57 |
0.9% |
64.35 |
| High |
68.35 |
68.08 |
-0.27 |
-0.4% |
68.35 |
| Low |
66.96 |
67.46 |
0.50 |
0.7% |
64.07 |
| Close |
67.78 |
67.99 |
0.21 |
0.3% |
67.78 |
| Range |
1.39 |
0.62 |
-0.77 |
-55.4% |
4.28 |
| ATR |
1.37 |
1.32 |
-0.05 |
-3.9% |
0.00 |
| Volume |
25,428 |
21,378 |
-4,050 |
-15.9% |
108,914 |
|
| Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.70 |
69.47 |
68.33 |
|
| R3 |
69.08 |
68.85 |
68.16 |
|
| R2 |
68.46 |
68.46 |
68.10 |
|
| R1 |
68.23 |
68.23 |
68.05 |
68.35 |
| PP |
67.84 |
67.84 |
67.84 |
67.90 |
| S1 |
67.61 |
67.61 |
67.93 |
67.73 |
| S2 |
67.22 |
67.22 |
67.88 |
|
| S3 |
66.60 |
66.99 |
67.82 |
|
| S4 |
65.98 |
66.37 |
67.65 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.57 |
77.96 |
70.13 |
|
| R3 |
75.29 |
73.68 |
68.96 |
|
| R2 |
71.01 |
71.01 |
68.56 |
|
| R1 |
69.40 |
69.40 |
68.17 |
70.21 |
| PP |
66.73 |
66.73 |
66.73 |
67.14 |
| S1 |
65.12 |
65.12 |
67.39 |
65.93 |
| S2 |
62.45 |
62.45 |
67.00 |
|
| S3 |
58.17 |
60.84 |
66.60 |
|
| S4 |
53.89 |
56.56 |
65.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.35 |
64.45 |
3.90 |
5.7% |
1.13 |
1.7% |
91% |
False |
False |
21,876 |
| 10 |
68.35 |
63.28 |
5.07 |
7.5% |
1.19 |
1.8% |
93% |
False |
False |
22,880 |
| 20 |
68.35 |
63.28 |
5.07 |
7.5% |
1.35 |
2.0% |
93% |
False |
False |
22,991 |
| 40 |
69.37 |
63.28 |
6.09 |
9.0% |
1.39 |
2.1% |
77% |
False |
False |
25,734 |
| 60 |
69.37 |
62.16 |
7.21 |
10.6% |
1.38 |
2.0% |
81% |
False |
False |
25,465 |
| 80 |
70.11 |
62.16 |
7.95 |
11.7% |
1.34 |
2.0% |
73% |
False |
False |
23,130 |
| 100 |
70.11 |
59.60 |
10.51 |
15.5% |
1.29 |
1.9% |
80% |
False |
False |
20,708 |
| 120 |
70.11 |
57.09 |
13.02 |
19.1% |
1.26 |
1.8% |
84% |
False |
False |
18,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.72 |
|
2.618 |
69.70 |
|
1.618 |
69.08 |
|
1.000 |
68.70 |
|
0.618 |
68.46 |
|
HIGH |
68.08 |
|
0.618 |
67.84 |
|
0.500 |
67.77 |
|
0.382 |
67.70 |
|
LOW |
67.46 |
|
0.618 |
67.08 |
|
1.000 |
66.84 |
|
1.618 |
66.46 |
|
2.618 |
65.84 |
|
4.250 |
64.83 |
|
|
| Fisher Pivots for day following 27-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
67.92 |
67.80 |
| PP |
67.84 |
67.60 |
| S1 |
67.77 |
67.41 |
|