NYMEX Light Sweet Crude Oil Future March 2019
| Trading Metrics calculated at close of trading on 27-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2018 |
27-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
50.97 |
51.88 |
0.91 |
1.8% |
57.43 |
| High |
52.55 |
52.67 |
0.12 |
0.2% |
57.90 |
| Low |
50.41 |
50.64 |
0.23 |
0.5% |
50.50 |
| Close |
51.95 |
51.89 |
-0.06 |
-0.1% |
50.76 |
| Range |
2.14 |
2.03 |
-0.11 |
-5.1% |
7.40 |
| ATR |
2.38 |
2.35 |
-0.02 |
-1.0% |
0.00 |
| Volume |
40,937 |
44,703 |
3,766 |
9.2% |
302,768 |
|
| Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.82 |
56.89 |
53.01 |
|
| R3 |
55.79 |
54.86 |
52.45 |
|
| R2 |
53.76 |
53.76 |
52.26 |
|
| R1 |
52.83 |
52.83 |
52.08 |
53.30 |
| PP |
51.73 |
51.73 |
51.73 |
51.97 |
| S1 |
50.80 |
50.80 |
51.70 |
51.27 |
| S2 |
49.70 |
49.70 |
51.52 |
|
| S3 |
47.67 |
48.77 |
51.33 |
|
| S4 |
45.64 |
46.74 |
50.77 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.25 |
70.41 |
54.83 |
|
| R3 |
67.85 |
63.01 |
52.80 |
|
| R2 |
60.45 |
60.45 |
52.12 |
|
| R1 |
55.61 |
55.61 |
51.44 |
54.33 |
| PP |
53.05 |
53.05 |
53.05 |
52.42 |
| S1 |
48.21 |
48.21 |
50.08 |
46.93 |
| S2 |
45.65 |
45.65 |
49.40 |
|
| S3 |
38.25 |
40.81 |
48.73 |
|
| S4 |
30.85 |
33.41 |
46.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
57.66 |
50.41 |
7.25 |
14.0% |
3.18 |
6.1% |
20% |
False |
False |
62,261 |
| 10 |
59.93 |
50.41 |
9.52 |
18.3% |
2.85 |
5.5% |
16% |
False |
False |
64,712 |
| 20 |
67.66 |
50.41 |
17.25 |
33.2% |
2.37 |
4.6% |
9% |
False |
False |
61,158 |
| 40 |
76.29 |
50.41 |
25.88 |
49.9% |
2.04 |
3.9% |
6% |
False |
False |
48,759 |
| 60 |
76.29 |
50.41 |
25.88 |
49.9% |
1.82 |
3.5% |
6% |
False |
False |
44,072 |
| 80 |
76.29 |
50.41 |
25.88 |
49.9% |
1.66 |
3.2% |
6% |
False |
False |
37,250 |
| 100 |
76.29 |
50.41 |
25.88 |
49.9% |
1.58 |
3.1% |
6% |
False |
False |
32,970 |
| 120 |
76.29 |
50.41 |
25.88 |
49.9% |
1.53 |
3.0% |
6% |
False |
False |
30,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.30 |
|
2.618 |
57.98 |
|
1.618 |
55.95 |
|
1.000 |
54.70 |
|
0.618 |
53.92 |
|
HIGH |
52.67 |
|
0.618 |
51.89 |
|
0.500 |
51.66 |
|
0.382 |
51.42 |
|
LOW |
50.64 |
|
0.618 |
49.39 |
|
1.000 |
48.61 |
|
1.618 |
47.36 |
|
2.618 |
45.33 |
|
4.250 |
42.01 |
|
|
| Fisher Pivots for day following 27-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
51.81 |
52.80 |
| PP |
51.73 |
52.49 |
| S1 |
51.66 |
52.19 |
|