NYMEX Light Sweet Crude Oil Future February 2019
| Trading Metrics calculated at close of trading on 28-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2018 |
28-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
46.58 |
45.44 |
-1.14 |
-2.4% |
45.45 |
| High |
46.70 |
46.22 |
-0.48 |
-1.0% |
47.00 |
| Low |
44.37 |
44.42 |
0.05 |
0.1% |
42.36 |
| Close |
44.61 |
45.33 |
0.72 |
1.6% |
45.33 |
| Range |
2.33 |
1.80 |
-0.53 |
-22.7% |
4.64 |
| ATR |
2.68 |
2.62 |
-0.06 |
-2.3% |
0.00 |
| Volume |
665,590 |
564,385 |
-101,205 |
-15.2% |
2,344,242 |
|
| Daily Pivots for day following 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.72 |
49.83 |
46.32 |
|
| R3 |
48.92 |
48.03 |
45.83 |
|
| R2 |
47.12 |
47.12 |
45.66 |
|
| R1 |
46.23 |
46.23 |
45.50 |
45.78 |
| PP |
45.32 |
45.32 |
45.32 |
45.10 |
| S1 |
44.43 |
44.43 |
45.17 |
43.98 |
| S2 |
43.52 |
43.52 |
45.00 |
|
| S3 |
41.72 |
42.63 |
44.84 |
|
| S4 |
39.92 |
40.83 |
44.34 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.82 |
56.71 |
47.88 |
|
| R3 |
54.18 |
52.07 |
46.61 |
|
| R2 |
49.54 |
49.54 |
46.18 |
|
| R1 |
47.43 |
47.43 |
45.76 |
46.17 |
| PP |
44.90 |
44.90 |
44.90 |
44.26 |
| S1 |
42.79 |
42.79 |
44.90 |
41.53 |
| S2 |
40.26 |
40.26 |
44.48 |
|
| S3 |
35.62 |
38.15 |
44.05 |
|
| S4 |
30.98 |
33.51 |
42.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.00 |
42.36 |
4.64 |
10.2% |
2.83 |
6.2% |
64% |
False |
False |
607,649 |
| 10 |
53.19 |
42.36 |
10.83 |
23.9% |
2.67 |
5.9% |
27% |
False |
False |
643,437 |
| 20 |
54.77 |
42.36 |
12.41 |
27.4% |
2.55 |
5.6% |
24% |
False |
False |
407,452 |
| 40 |
65.64 |
42.36 |
23.28 |
51.4% |
2.50 |
5.5% |
13% |
False |
False |
244,432 |
| 60 |
76.02 |
42.36 |
33.66 |
74.3% |
2.27 |
5.0% |
9% |
False |
False |
174,833 |
| 80 |
76.40 |
42.36 |
34.04 |
75.1% |
2.06 |
4.5% |
9% |
False |
False |
138,346 |
| 100 |
76.40 |
42.36 |
34.04 |
75.1% |
1.88 |
4.1% |
9% |
False |
False |
113,616 |
| 120 |
76.40 |
42.36 |
34.04 |
75.1% |
1.79 |
3.9% |
9% |
False |
False |
96,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.87 |
|
2.618 |
50.93 |
|
1.618 |
49.13 |
|
1.000 |
48.02 |
|
0.618 |
47.33 |
|
HIGH |
46.22 |
|
0.618 |
45.53 |
|
0.500 |
45.32 |
|
0.382 |
45.11 |
|
LOW |
44.42 |
|
0.618 |
43.31 |
|
1.000 |
42.62 |
|
1.618 |
41.51 |
|
2.618 |
39.71 |
|
4.250 |
36.77 |
|
|
| Fisher Pivots for day following 28-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
45.33 |
45.14 |
| PP |
45.32 |
44.95 |
| S1 |
45.32 |
44.76 |
|