NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 23-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2018 |
23-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
53.39 |
54.66 |
1.27 |
2.4% |
57.03 |
| High |
55.86 |
54.82 |
-1.04 |
-1.9% |
57.58 |
| Low |
53.39 |
50.15 |
-3.24 |
-6.1% |
50.15 |
| Close |
54.63 |
50.42 |
-4.21 |
-7.7% |
50.42 |
| Range |
2.47 |
4.67 |
2.20 |
89.1% |
7.43 |
| ATR |
2.29 |
2.46 |
0.17 |
7.4% |
0.00 |
| Volume |
734,277 |
1,014,667 |
280,390 |
38.2% |
3,431,748 |
|
| Daily Pivots for day following 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.81 |
62.78 |
52.99 |
|
| R3 |
61.14 |
58.11 |
51.70 |
|
| R2 |
56.47 |
56.47 |
51.28 |
|
| R1 |
53.44 |
53.44 |
50.85 |
52.62 |
| PP |
51.80 |
51.80 |
51.80 |
51.39 |
| S1 |
48.77 |
48.77 |
49.99 |
47.95 |
| S2 |
47.13 |
47.13 |
49.56 |
|
| S3 |
42.46 |
44.10 |
49.14 |
|
| S4 |
37.79 |
39.43 |
47.85 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.01 |
70.14 |
54.51 |
|
| R3 |
67.58 |
62.71 |
52.46 |
|
| R2 |
60.15 |
60.15 |
51.78 |
|
| R1 |
55.28 |
55.28 |
51.10 |
54.00 |
| PP |
52.72 |
52.72 |
52.72 |
52.08 |
| S1 |
47.85 |
47.85 |
49.74 |
46.57 |
| S2 |
45.29 |
45.29 |
49.06 |
|
| S3 |
37.86 |
40.42 |
48.38 |
|
| S4 |
30.43 |
32.99 |
46.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
58.16 |
50.15 |
8.01 |
15.9% |
3.23 |
6.4% |
3% |
False |
True |
829,532 |
| 10 |
61.44 |
50.15 |
11.29 |
22.4% |
2.88 |
5.7% |
2% |
False |
True |
606,572 |
| 20 |
68.09 |
50.15 |
17.94 |
35.6% |
2.36 |
4.7% |
2% |
False |
True |
373,637 |
| 40 |
76.56 |
50.15 |
26.41 |
52.4% |
2.13 |
4.2% |
1% |
False |
True |
224,837 |
| 60 |
76.56 |
50.15 |
26.41 |
52.4% |
1.86 |
3.7% |
1% |
False |
True |
167,785 |
| 80 |
76.56 |
50.15 |
26.41 |
52.4% |
1.73 |
3.4% |
1% |
False |
True |
131,579 |
| 100 |
76.56 |
50.15 |
26.41 |
52.4% |
1.67 |
3.3% |
1% |
False |
True |
110,934 |
| 120 |
76.56 |
50.15 |
26.41 |
52.4% |
1.62 |
3.2% |
1% |
False |
True |
96,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.67 |
|
2.618 |
67.05 |
|
1.618 |
62.38 |
|
1.000 |
59.49 |
|
0.618 |
57.71 |
|
HIGH |
54.82 |
|
0.618 |
53.04 |
|
0.500 |
52.49 |
|
0.382 |
51.93 |
|
LOW |
50.15 |
|
0.618 |
47.26 |
|
1.000 |
45.48 |
|
1.618 |
42.59 |
|
2.618 |
37.92 |
|
4.250 |
30.30 |
|
|
| Fisher Pivots for day following 23-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
52.49 |
53.80 |
| PP |
51.80 |
52.67 |
| S1 |
51.11 |
51.55 |
|