NYMEX Light Sweet Crude Oil Future March 2018
| Trading Metrics calculated at close of trading on 19-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
57.32 |
57.33 |
0.01 |
0.0% |
57.36 |
| High |
57.71 |
57.82 |
0.11 |
0.2% |
58.58 |
| Low |
56.88 |
57.21 |
0.33 |
0.6% |
56.07 |
| Close |
57.23 |
57.58 |
0.35 |
0.6% |
57.24 |
| Range |
0.83 |
0.61 |
-0.22 |
-26.5% |
2.51 |
| ATR |
1.09 |
1.05 |
-0.03 |
-3.1% |
0.00 |
| Volume |
99,610 |
90,217 |
-9,393 |
-9.4% |
666,851 |
|
| Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.37 |
59.08 |
57.92 |
|
| R3 |
58.76 |
58.47 |
57.75 |
|
| R2 |
58.15 |
58.15 |
57.69 |
|
| R1 |
57.86 |
57.86 |
57.64 |
58.01 |
| PP |
57.54 |
57.54 |
57.54 |
57.61 |
| S1 |
57.25 |
57.25 |
57.52 |
57.40 |
| S2 |
56.93 |
56.93 |
57.47 |
|
| S3 |
56.32 |
56.64 |
57.41 |
|
| S4 |
55.71 |
56.03 |
57.24 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.83 |
63.54 |
58.62 |
|
| R3 |
62.32 |
61.03 |
57.93 |
|
| R2 |
59.81 |
59.81 |
57.70 |
|
| R1 |
58.52 |
58.52 |
57.47 |
57.91 |
| PP |
57.30 |
57.30 |
57.30 |
56.99 |
| S1 |
56.01 |
56.01 |
57.01 |
55.40 |
| S2 |
54.79 |
54.79 |
56.78 |
|
| S3 |
52.28 |
53.50 |
56.55 |
|
| S4 |
49.77 |
50.99 |
55.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
57.82 |
56.07 |
1.75 |
3.0% |
0.87 |
1.5% |
86% |
True |
False |
111,315 |
| 10 |
58.58 |
55.93 |
2.65 |
4.6% |
1.09 |
1.9% |
62% |
False |
False |
117,601 |
| 20 |
58.82 |
55.93 |
2.89 |
5.0% |
1.08 |
1.9% |
57% |
False |
False |
108,191 |
| 40 |
58.82 |
51.95 |
6.87 |
11.9% |
1.07 |
1.9% |
82% |
False |
False |
91,563 |
| 60 |
58.82 |
50.07 |
8.75 |
15.2% |
1.02 |
1.8% |
86% |
False |
False |
74,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.41 |
|
2.618 |
59.42 |
|
1.618 |
58.81 |
|
1.000 |
58.43 |
|
0.618 |
58.20 |
|
HIGH |
57.82 |
|
0.618 |
57.59 |
|
0.500 |
57.52 |
|
0.382 |
57.44 |
|
LOW |
57.21 |
|
0.618 |
56.83 |
|
1.000 |
56.60 |
|
1.618 |
56.22 |
|
2.618 |
55.61 |
|
4.250 |
54.62 |
|
|
| Fisher Pivots for day following 19-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
57.56 |
57.50 |
| PP |
57.54 |
57.43 |
| S1 |
57.52 |
57.35 |
|