NYMEX Light Sweet Crude Oil Future February 2019
| Trading Metrics calculated at close of trading on 16-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
58.10 |
58.17 |
0.07 |
0.1% |
58.45 |
| High |
58.37 |
58.99 |
0.62 |
1.1% |
58.99 |
| Low |
57.94 |
58.00 |
0.06 |
0.1% |
57.37 |
| Close |
58.17 |
58.88 |
0.71 |
1.2% |
58.88 |
| Range |
0.43 |
0.99 |
0.56 |
130.2% |
1.62 |
| ATR |
1.06 |
1.06 |
-0.01 |
-0.5% |
0.00 |
| Volume |
4,462 |
2,122 |
-2,340 |
-52.4% |
20,753 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.59 |
61.23 |
59.42 |
|
| R3 |
60.60 |
60.24 |
59.15 |
|
| R2 |
59.61 |
59.61 |
59.06 |
|
| R1 |
59.25 |
59.25 |
58.97 |
59.43 |
| PP |
58.62 |
58.62 |
58.62 |
58.72 |
| S1 |
58.26 |
58.26 |
58.79 |
58.44 |
| S2 |
57.63 |
57.63 |
58.70 |
|
| S3 |
56.64 |
57.27 |
58.61 |
|
| S4 |
55.65 |
56.28 |
58.34 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.27 |
62.70 |
59.77 |
|
| R3 |
61.65 |
61.08 |
59.33 |
|
| R2 |
60.03 |
60.03 |
59.18 |
|
| R1 |
59.46 |
59.46 |
59.03 |
59.75 |
| PP |
58.41 |
58.41 |
58.41 |
58.56 |
| S1 |
57.84 |
57.84 |
58.73 |
58.13 |
| S2 |
56.79 |
56.79 |
58.58 |
|
| S3 |
55.17 |
56.22 |
58.43 |
|
| S4 |
53.55 |
54.60 |
57.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
58.99 |
57.37 |
1.62 |
2.8% |
0.95 |
1.6% |
93% |
True |
False |
4,150 |
| 10 |
58.99 |
56.71 |
2.28 |
3.9% |
1.05 |
1.8% |
95% |
True |
False |
3,452 |
| 20 |
59.69 |
56.32 |
3.37 |
5.7% |
1.07 |
1.8% |
76% |
False |
False |
3,177 |
| 40 |
61.23 |
54.42 |
6.81 |
11.6% |
1.01 |
1.7% |
65% |
False |
False |
3,570 |
| 60 |
61.23 |
54.42 |
6.81 |
11.6% |
0.73 |
1.2% |
65% |
False |
False |
3,393 |
| 80 |
61.23 |
53.78 |
7.45 |
12.7% |
0.57 |
1.0% |
68% |
False |
False |
3,182 |
| 100 |
61.23 |
51.14 |
10.09 |
17.1% |
0.48 |
0.8% |
77% |
False |
False |
2,925 |
| 120 |
61.23 |
50.09 |
11.14 |
18.9% |
0.42 |
0.7% |
79% |
False |
False |
2,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.20 |
|
2.618 |
61.58 |
|
1.618 |
60.59 |
|
1.000 |
59.98 |
|
0.618 |
59.60 |
|
HIGH |
58.99 |
|
0.618 |
58.61 |
|
0.500 |
58.50 |
|
0.382 |
58.38 |
|
LOW |
58.00 |
|
0.618 |
57.39 |
|
1.000 |
57.01 |
|
1.618 |
56.40 |
|
2.618 |
55.41 |
|
4.250 |
53.79 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
58.75 |
58.65 |
| PP |
58.62 |
58.41 |
| S1 |
58.50 |
58.18 |
|