NYMEX Light Sweet Crude Oil Future February 2019
| Trading Metrics calculated at close of trading on 27-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
42.85 |
46.58 |
3.73 |
8.7% |
51.52 |
| High |
47.00 |
46.70 |
-0.30 |
-0.6% |
52.15 |
| Low |
42.52 |
44.37 |
1.85 |
4.4% |
45.13 |
| Close |
46.22 |
44.61 |
-1.61 |
-3.5% |
45.59 |
| Range |
4.48 |
2.33 |
-2.15 |
-48.0% |
7.02 |
| ATR |
2.71 |
2.68 |
-0.03 |
-1.0% |
0.00 |
| Volume |
698,408 |
665,590 |
-32,818 |
-4.7% |
3,818,450 |
|
| Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.22 |
50.74 |
45.89 |
|
| R3 |
49.89 |
48.41 |
45.25 |
|
| R2 |
47.56 |
47.56 |
45.04 |
|
| R1 |
46.08 |
46.08 |
44.82 |
45.66 |
| PP |
45.23 |
45.23 |
45.23 |
45.01 |
| S1 |
43.75 |
43.75 |
44.40 |
43.33 |
| S2 |
42.90 |
42.90 |
44.18 |
|
| S3 |
40.57 |
41.42 |
43.97 |
|
| S4 |
38.24 |
39.09 |
43.33 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.68 |
64.16 |
49.45 |
|
| R3 |
61.66 |
57.14 |
47.52 |
|
| R2 |
54.64 |
54.64 |
46.88 |
|
| R1 |
50.12 |
50.12 |
46.23 |
48.87 |
| PP |
47.62 |
47.62 |
47.62 |
47.00 |
| S1 |
43.10 |
43.10 |
44.95 |
41.85 |
| S2 |
40.60 |
40.60 |
44.30 |
|
| S3 |
33.58 |
36.08 |
43.66 |
|
| S4 |
26.56 |
29.06 |
41.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.51 |
42.36 |
5.15 |
11.5% |
2.83 |
6.4% |
44% |
False |
False |
653,598 |
| 10 |
53.50 |
42.36 |
11.14 |
25.0% |
2.78 |
6.2% |
20% |
False |
False |
613,142 |
| 20 |
54.77 |
42.36 |
12.41 |
27.8% |
2.59 |
5.8% |
18% |
False |
False |
383,044 |
| 40 |
67.25 |
42.36 |
24.89 |
55.8% |
2.51 |
5.6% |
9% |
False |
False |
231,483 |
| 60 |
76.40 |
42.36 |
34.04 |
76.3% |
2.28 |
5.1% |
7% |
False |
False |
165,848 |
| 80 |
76.40 |
42.36 |
34.04 |
76.3% |
2.05 |
4.6% |
7% |
False |
False |
131,536 |
| 100 |
76.40 |
42.36 |
34.04 |
76.3% |
1.87 |
4.2% |
7% |
False |
False |
108,129 |
| 120 |
76.40 |
42.36 |
34.04 |
76.3% |
1.78 |
4.0% |
7% |
False |
False |
92,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.60 |
|
2.618 |
52.80 |
|
1.618 |
50.47 |
|
1.000 |
49.03 |
|
0.618 |
48.14 |
|
HIGH |
46.70 |
|
0.618 |
45.81 |
|
0.500 |
45.54 |
|
0.382 |
45.26 |
|
LOW |
44.37 |
|
0.618 |
42.93 |
|
1.000 |
42.04 |
|
1.618 |
40.60 |
|
2.618 |
38.27 |
|
4.250 |
34.47 |
|
|
| Fisher Pivots for day following 27-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
45.54 |
44.68 |
| PP |
45.23 |
44.66 |
| S1 |
44.92 |
44.63 |
|