NYMEX Light Sweet Crude Oil Future May 2019
| Trading Metrics calculated at close of trading on 06-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2018 |
06-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
63.70 |
63.57 |
-0.13 |
-0.2% |
68.07 |
| High |
64.63 |
63.93 |
-0.70 |
-1.1% |
68.30 |
| Low |
63.23 |
62.03 |
-1.20 |
-1.9% |
63.33 |
| Close |
63.75 |
62.94 |
-0.81 |
-1.3% |
63.84 |
| Range |
1.40 |
1.90 |
0.50 |
35.7% |
4.97 |
| ATR |
1.55 |
1.58 |
0.02 |
1.6% |
0.00 |
| Volume |
13,934 |
17,890 |
3,956 |
28.4% |
71,702 |
|
| Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.67 |
67.70 |
63.99 |
|
| R3 |
66.77 |
65.80 |
63.46 |
|
| R2 |
64.87 |
64.87 |
63.29 |
|
| R1 |
63.90 |
63.90 |
63.11 |
63.44 |
| PP |
62.97 |
62.97 |
62.97 |
62.73 |
| S1 |
62.00 |
62.00 |
62.77 |
61.54 |
| S2 |
61.07 |
61.07 |
62.59 |
|
| S3 |
59.17 |
60.10 |
62.42 |
|
| S4 |
57.27 |
58.20 |
61.90 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.07 |
76.92 |
66.57 |
|
| R3 |
75.10 |
71.95 |
65.21 |
|
| R2 |
70.13 |
70.13 |
64.75 |
|
| R1 |
66.98 |
66.98 |
64.30 |
66.07 |
| PP |
65.16 |
65.16 |
65.16 |
64.70 |
| S1 |
62.01 |
62.01 |
63.38 |
61.10 |
| S2 |
60.19 |
60.19 |
62.93 |
|
| S3 |
55.22 |
57.04 |
62.47 |
|
| S4 |
50.25 |
52.07 |
61.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
67.60 |
62.03 |
5.57 |
8.8% |
1.75 |
2.8% |
16% |
False |
True |
17,509 |
| 10 |
68.30 |
62.03 |
6.27 |
10.0% |
1.59 |
2.5% |
15% |
False |
True |
14,297 |
| 20 |
74.29 |
62.03 |
12.26 |
19.5% |
1.65 |
2.6% |
7% |
False |
True |
14,446 |
| 40 |
75.80 |
62.03 |
13.77 |
21.9% |
1.43 |
2.3% |
7% |
False |
True |
11,640 |
| 60 |
75.80 |
62.03 |
13.77 |
21.9% |
1.26 |
2.0% |
7% |
False |
True |
8,957 |
| 80 |
75.80 |
62.03 |
13.77 |
21.9% |
1.18 |
1.9% |
7% |
False |
True |
7,598 |
| 100 |
75.80 |
61.15 |
14.65 |
23.3% |
1.19 |
1.9% |
12% |
False |
False |
7,034 |
| 120 |
75.80 |
61.15 |
14.65 |
23.3% |
1.15 |
1.8% |
12% |
False |
False |
6,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.01 |
|
2.618 |
68.90 |
|
1.618 |
67.00 |
|
1.000 |
65.83 |
|
0.618 |
65.10 |
|
HIGH |
63.93 |
|
0.618 |
63.20 |
|
0.500 |
62.98 |
|
0.382 |
62.76 |
|
LOW |
62.03 |
|
0.618 |
60.86 |
|
1.000 |
60.13 |
|
1.618 |
58.96 |
|
2.618 |
57.06 |
|
4.250 |
53.96 |
|
|
| Fisher Pivots for day following 06-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
62.98 |
63.33 |
| PP |
62.97 |
63.20 |
| S1 |
62.95 |
63.07 |
|