NYMEX Light Sweet Crude Oil Future February 2019
| Trading Metrics calculated at close of trading on 03-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
45.80 |
46.26 |
0.46 |
1.0% |
45.45 |
| High |
47.78 |
47.49 |
-0.29 |
-0.6% |
47.00 |
| Low |
44.35 |
45.35 |
1.00 |
2.3% |
42.36 |
| Close |
46.54 |
47.09 |
0.55 |
1.2% |
45.33 |
| Range |
3.43 |
2.14 |
-1.29 |
-37.6% |
4.64 |
| ATR |
2.62 |
2.59 |
-0.03 |
-1.3% |
0.00 |
| Volume |
850,480 |
788,718 |
-61,762 |
-7.3% |
2,344,242 |
|
| Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.06 |
52.22 |
48.27 |
|
| R3 |
50.92 |
50.08 |
47.68 |
|
| R2 |
48.78 |
48.78 |
47.48 |
|
| R1 |
47.94 |
47.94 |
47.29 |
48.36 |
| PP |
46.64 |
46.64 |
46.64 |
46.86 |
| S1 |
45.80 |
45.80 |
46.89 |
46.22 |
| S2 |
44.50 |
44.50 |
46.70 |
|
| S3 |
42.36 |
43.66 |
46.50 |
|
| S4 |
40.22 |
41.52 |
45.91 |
|
|
| 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 |
47.78 |
44.35 |
3.43 |
7.3% |
2.30 |
4.9% |
80% |
False |
False |
669,228 |
| 10 |
48.36 |
42.36 |
6.00 |
12.7% |
2.54 |
5.4% |
79% |
False |
False |
676,626 |
| 20 |
54.67 |
42.36 |
12.31 |
26.1% |
2.60 |
5.5% |
38% |
False |
False |
496,001 |
| 40 |
63.50 |
42.36 |
21.14 |
44.9% |
2.56 |
5.4% |
22% |
False |
False |
292,669 |
| 60 |
74.88 |
42.36 |
32.52 |
69.1% |
2.31 |
4.9% |
15% |
False |
False |
208,553 |
| 80 |
76.40 |
42.36 |
34.04 |
72.3% |
2.10 |
4.5% |
14% |
False |
False |
164,028 |
| 100 |
76.40 |
42.36 |
34.04 |
72.3% |
1.91 |
4.1% |
14% |
False |
False |
134,340 |
| 120 |
76.40 |
42.36 |
34.04 |
72.3% |
1.79 |
3.8% |
14% |
False |
False |
114,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.59 |
|
2.618 |
53.09 |
|
1.618 |
50.95 |
|
1.000 |
49.63 |
|
0.618 |
48.81 |
|
HIGH |
47.49 |
|
0.618 |
46.67 |
|
0.500 |
46.42 |
|
0.382 |
46.17 |
|
LOW |
45.35 |
|
0.618 |
44.03 |
|
1.000 |
43.21 |
|
1.618 |
41.89 |
|
2.618 |
39.75 |
|
4.250 |
36.26 |
|
|
| Fisher Pivots for day following 03-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
46.87 |
46.75 |
| PP |
46.64 |
46.41 |
| S1 |
46.42 |
46.07 |
|