NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 05-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
57.19 |
57.93 |
0.74 |
1.3% |
59.60 |
| High |
57.84 |
58.80 |
0.96 |
1.7% |
60.09 |
| Low |
56.78 |
57.47 |
0.69 |
1.2% |
56.59 |
| Close |
57.66 |
58.75 |
1.09 |
1.9% |
57.66 |
| Range |
1.06 |
1.33 |
0.27 |
25.5% |
3.50 |
| ATR |
1.11 |
1.13 |
0.02 |
1.4% |
0.00 |
| Volume |
4,558 |
4,242 |
-316 |
-6.9% |
15,593 |
|
| Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.33 |
61.87 |
59.48 |
|
| R3 |
61.00 |
60.54 |
59.12 |
|
| R2 |
59.67 |
59.67 |
58.99 |
|
| R1 |
59.21 |
59.21 |
58.87 |
59.44 |
| PP |
58.34 |
58.34 |
58.34 |
58.46 |
| S1 |
57.88 |
57.88 |
58.63 |
58.11 |
| S2 |
57.01 |
57.01 |
58.51 |
|
| S3 |
55.68 |
56.55 |
58.38 |
|
| S4 |
54.35 |
55.22 |
58.02 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.61 |
66.64 |
59.59 |
|
| R3 |
65.11 |
63.14 |
58.62 |
|
| R2 |
61.61 |
61.61 |
58.30 |
|
| R1 |
59.64 |
59.64 |
57.98 |
58.88 |
| PP |
58.11 |
58.11 |
58.11 |
57.73 |
| S1 |
56.14 |
56.14 |
57.34 |
55.38 |
| S2 |
54.61 |
54.61 |
57.02 |
|
| S3 |
51.11 |
52.64 |
56.70 |
|
| S4 |
47.61 |
49.14 |
55.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
59.95 |
56.59 |
3.36 |
5.7% |
1.30 |
2.2% |
64% |
False |
False |
3,468 |
| 10 |
60.09 |
56.59 |
3.50 |
6.0% |
1.16 |
2.0% |
62% |
False |
False |
3,811 |
| 20 |
60.09 |
54.78 |
5.31 |
9.0% |
1.21 |
2.1% |
75% |
False |
False |
4,455 |
| 40 |
61.72 |
54.78 |
6.94 |
11.8% |
0.95 |
1.6% |
57% |
False |
False |
5,036 |
| 60 |
61.72 |
54.06 |
7.66 |
13.0% |
0.77 |
1.3% |
61% |
False |
False |
5,840 |
| 80 |
61.72 |
53.74 |
7.98 |
13.6% |
0.62 |
1.1% |
63% |
False |
False |
5,062 |
| 100 |
61.72 |
51.14 |
10.58 |
18.0% |
0.53 |
0.9% |
72% |
False |
False |
4,402 |
| 120 |
61.72 |
50.16 |
11.56 |
19.7% |
0.45 |
0.8% |
74% |
False |
False |
3,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.45 |
|
2.618 |
62.28 |
|
1.618 |
60.95 |
|
1.000 |
60.13 |
|
0.618 |
59.62 |
|
HIGH |
58.80 |
|
0.618 |
58.29 |
|
0.500 |
58.14 |
|
0.382 |
57.98 |
|
LOW |
57.47 |
|
0.618 |
56.65 |
|
1.000 |
56.14 |
|
1.618 |
55.32 |
|
2.618 |
53.99 |
|
4.250 |
51.82 |
|
|
| Fisher Pivots for day following 05-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
58.55 |
58.40 |
| PP |
58.34 |
58.05 |
| S1 |
58.14 |
57.70 |
|