NYMEX Light Sweet Crude Oil Future February 2019
| Trading Metrics calculated at close of trading on 28-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
61.21 |
60.59 |
-0.62 |
-1.0% |
58.67 |
| High |
61.81 |
61.07 |
-0.74 |
-1.2% |
61.49 |
| Low |
60.77 |
60.00 |
-0.77 |
-1.3% |
58.10 |
| Close |
61.31 |
60.65 |
-0.66 |
-1.1% |
61.46 |
| Range |
1.04 |
1.07 |
0.03 |
2.9% |
3.39 |
| ATR |
1.06 |
1.08 |
0.02 |
1.7% |
0.00 |
| Volume |
2,368 |
5,474 |
3,106 |
131.2% |
25,734 |
|
| Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.78 |
63.29 |
61.24 |
|
| R3 |
62.71 |
62.22 |
60.94 |
|
| R2 |
61.64 |
61.64 |
60.85 |
|
| R1 |
61.15 |
61.15 |
60.75 |
61.40 |
| PP |
60.57 |
60.57 |
60.57 |
60.70 |
| S1 |
60.08 |
60.08 |
60.55 |
60.33 |
| S2 |
59.50 |
59.50 |
60.45 |
|
| S3 |
58.43 |
59.01 |
60.36 |
|
| S4 |
57.36 |
57.94 |
60.06 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.52 |
69.38 |
63.32 |
|
| R3 |
67.13 |
65.99 |
62.39 |
|
| R2 |
63.74 |
63.74 |
62.08 |
|
| R1 |
62.60 |
62.60 |
61.77 |
63.17 |
| PP |
60.35 |
60.35 |
60.35 |
60.64 |
| S1 |
59.21 |
59.21 |
61.15 |
59.78 |
| S2 |
56.96 |
56.96 |
60.84 |
|
| S3 |
53.57 |
55.82 |
60.53 |
|
| S4 |
50.18 |
52.43 |
59.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.96 |
60.00 |
1.96 |
3.2% |
1.00 |
1.6% |
33% |
False |
True |
5,948 |
| 10 |
61.96 |
57.94 |
4.02 |
6.6% |
0.98 |
1.6% |
67% |
False |
False |
4,656 |
| 20 |
61.96 |
56.32 |
5.64 |
9.3% |
1.06 |
1.7% |
77% |
False |
False |
4,000 |
| 40 |
61.96 |
54.42 |
7.54 |
12.4% |
1.11 |
1.8% |
83% |
False |
False |
3,822 |
| 60 |
61.96 |
54.42 |
7.54 |
12.4% |
0.87 |
1.4% |
83% |
False |
False |
3,709 |
| 80 |
61.96 |
53.78 |
8.18 |
13.5% |
0.67 |
1.1% |
84% |
False |
False |
3,435 |
| 100 |
61.96 |
52.44 |
9.52 |
15.7% |
0.55 |
0.9% |
86% |
False |
False |
3,219 |
| 120 |
61.96 |
50.09 |
11.87 |
19.6% |
0.48 |
0.8% |
89% |
False |
False |
2,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.62 |
|
2.618 |
63.87 |
|
1.618 |
62.80 |
|
1.000 |
62.14 |
|
0.618 |
61.73 |
|
HIGH |
61.07 |
|
0.618 |
60.66 |
|
0.500 |
60.54 |
|
0.382 |
60.41 |
|
LOW |
60.00 |
|
0.618 |
59.34 |
|
1.000 |
58.93 |
|
1.618 |
58.27 |
|
2.618 |
57.20 |
|
4.250 |
55.45 |
|
|
| Fisher Pivots for day following 28-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
60.61 |
60.98 |
| PP |
60.57 |
60.87 |
| S1 |
60.54 |
60.76 |
|