NYMEX Light Sweet Crude Oil Future February 2019
| Trading Metrics calculated at close of trading on 12-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
57.08 |
58.45 |
1.37 |
2.4% |
57.45 |
| High |
58.37 |
58.57 |
0.20 |
0.3% |
58.80 |
| Low |
57.05 |
57.40 |
0.35 |
0.6% |
56.71 |
| Close |
58.33 |
58.13 |
-0.20 |
-0.3% |
58.33 |
| Range |
1.32 |
1.17 |
-0.15 |
-11.4% |
2.09 |
| ATR |
1.11 |
1.11 |
0.00 |
0.4% |
0.00 |
| Volume |
2,435 |
4,902 |
2,467 |
101.3% |
13,771 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.54 |
61.01 |
58.77 |
|
| R3 |
60.37 |
59.84 |
58.45 |
|
| R2 |
59.20 |
59.20 |
58.34 |
|
| R1 |
58.67 |
58.67 |
58.24 |
58.35 |
| PP |
58.03 |
58.03 |
58.03 |
57.88 |
| S1 |
57.50 |
57.50 |
58.02 |
57.18 |
| S2 |
56.86 |
56.86 |
57.92 |
|
| S3 |
55.69 |
56.33 |
57.81 |
|
| S4 |
54.52 |
55.16 |
57.49 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.22 |
63.36 |
59.48 |
|
| R3 |
62.13 |
61.27 |
58.90 |
|
| R2 |
60.04 |
60.04 |
58.71 |
|
| R1 |
59.18 |
59.18 |
58.52 |
59.61 |
| PP |
57.95 |
57.95 |
57.95 |
58.16 |
| S1 |
57.09 |
57.09 |
58.14 |
57.52 |
| S2 |
55.86 |
55.86 |
57.95 |
|
| S3 |
53.77 |
55.00 |
57.76 |
|
| S4 |
51.68 |
52.91 |
57.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
58.80 |
56.71 |
2.09 |
3.6% |
1.13 |
1.9% |
68% |
False |
False |
3,155 |
| 10 |
59.64 |
56.32 |
3.32 |
5.7% |
1.21 |
2.1% |
55% |
False |
False |
2,965 |
| 20 |
59.69 |
54.72 |
4.97 |
8.5% |
1.14 |
2.0% |
69% |
False |
False |
2,877 |
| 40 |
61.23 |
54.42 |
6.81 |
11.7% |
0.96 |
1.7% |
54% |
False |
False |
3,494 |
| 60 |
61.23 |
53.78 |
7.45 |
12.8% |
0.68 |
1.2% |
58% |
False |
False |
3,464 |
| 80 |
61.23 |
53.47 |
7.76 |
13.3% |
0.52 |
0.9% |
60% |
False |
False |
3,184 |
| 100 |
61.23 |
51.05 |
10.18 |
17.5% |
0.44 |
0.8% |
70% |
False |
False |
2,807 |
| 120 |
61.23 |
50.09 |
11.14 |
19.2% |
0.39 |
0.7% |
72% |
False |
False |
2,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.54 |
|
2.618 |
61.63 |
|
1.618 |
60.46 |
|
1.000 |
59.74 |
|
0.618 |
59.29 |
|
HIGH |
58.57 |
|
0.618 |
58.12 |
|
0.500 |
57.99 |
|
0.382 |
57.85 |
|
LOW |
57.40 |
|
0.618 |
56.68 |
|
1.000 |
56.23 |
|
1.618 |
55.51 |
|
2.618 |
54.34 |
|
4.250 |
52.43 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
58.08 |
57.97 |
| PP |
58.03 |
57.80 |
| S1 |
57.99 |
57.64 |
|