NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 20-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
57.03 |
57.39 |
0.36 |
0.6% |
60.85 |
| High |
57.58 |
57.44 |
-0.14 |
-0.2% |
61.44 |
| Low |
55.28 |
52.77 |
-2.51 |
-4.5% |
54.90 |
| Close |
57.20 |
53.43 |
-3.77 |
-6.6% |
56.68 |
| Range |
2.30 |
4.67 |
2.37 |
103.0% |
6.54 |
| ATR |
2.09 |
2.27 |
0.18 |
8.8% |
0.00 |
| Volume |
699,684 |
983,120 |
283,436 |
40.5% |
2,398,311 |
|
| Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.56 |
65.66 |
56.00 |
|
| R3 |
63.89 |
60.99 |
54.71 |
|
| R2 |
59.22 |
59.22 |
54.29 |
|
| R1 |
56.32 |
56.32 |
53.86 |
55.44 |
| PP |
54.55 |
54.55 |
54.55 |
54.10 |
| S1 |
51.65 |
51.65 |
53.00 |
50.77 |
| S2 |
49.88 |
49.88 |
52.57 |
|
| S3 |
45.21 |
46.98 |
52.15 |
|
| S4 |
40.54 |
42.31 |
50.86 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.29 |
73.53 |
60.28 |
|
| R3 |
70.75 |
66.99 |
58.48 |
|
| R2 |
64.21 |
64.21 |
57.88 |
|
| R1 |
60.45 |
60.45 |
57.28 |
59.06 |
| PP |
57.67 |
57.67 |
57.67 |
56.98 |
| S1 |
53.91 |
53.91 |
56.08 |
52.52 |
| S2 |
51.13 |
51.13 |
55.48 |
|
| S3 |
44.59 |
47.37 |
54.88 |
|
| S4 |
38.05 |
40.83 |
53.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
58.16 |
52.77 |
5.39 |
10.1% |
2.59 |
4.8% |
12% |
False |
True |
681,185 |
| 10 |
63.34 |
52.77 |
10.57 |
19.8% |
2.56 |
4.8% |
6% |
False |
True |
476,303 |
| 20 |
68.09 |
52.77 |
15.32 |
28.7% |
2.17 |
4.1% |
4% |
False |
True |
296,706 |
| 40 |
76.56 |
52.77 |
23.79 |
44.5% |
1.99 |
3.7% |
3% |
False |
True |
183,318 |
| 60 |
76.56 |
52.77 |
23.79 |
44.5% |
1.78 |
3.3% |
3% |
False |
True |
139,386 |
| 80 |
76.56 |
52.77 |
23.79 |
44.5% |
1.67 |
3.1% |
3% |
False |
True |
110,288 |
| 100 |
76.56 |
52.77 |
23.79 |
44.5% |
1.63 |
3.0% |
3% |
False |
True |
93,926 |
| 120 |
76.56 |
52.77 |
23.79 |
44.5% |
1.58 |
3.0% |
3% |
False |
True |
82,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.29 |
|
2.618 |
69.67 |
|
1.618 |
65.00 |
|
1.000 |
62.11 |
|
0.618 |
60.33 |
|
HIGH |
57.44 |
|
0.618 |
55.66 |
|
0.500 |
55.11 |
|
0.382 |
54.55 |
|
LOW |
52.77 |
|
0.618 |
49.88 |
|
1.000 |
48.10 |
|
1.618 |
45.21 |
|
2.618 |
40.54 |
|
4.250 |
32.92 |
|
|
| Fisher Pivots for day following 20-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
55.11 |
55.47 |
| PP |
54.55 |
54.79 |
| S1 |
53.99 |
54.11 |
|