NYMEX Light Sweet Crude Oil Future March 2019
| Trading Metrics calculated at close of trading on 28-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2018 |
28-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
51.88 |
52.41 |
0.53 |
1.0% |
57.43 |
| High |
52.67 |
52.86 |
0.19 |
0.4% |
57.90 |
| Low |
50.64 |
50.46 |
-0.18 |
-0.4% |
50.50 |
| Close |
51.89 |
50.67 |
-1.22 |
-2.4% |
50.76 |
| Range |
2.03 |
2.40 |
0.37 |
18.2% |
7.40 |
| ATR |
2.35 |
2.36 |
0.00 |
0.1% |
0.00 |
| Volume |
44,703 |
52,896 |
8,193 |
18.3% |
302,768 |
|
| Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.53 |
57.00 |
51.99 |
|
| R3 |
56.13 |
54.60 |
51.33 |
|
| R2 |
53.73 |
53.73 |
51.11 |
|
| R1 |
52.20 |
52.20 |
50.89 |
51.77 |
| PP |
51.33 |
51.33 |
51.33 |
51.11 |
| S1 |
49.80 |
49.80 |
50.45 |
49.37 |
| S2 |
48.93 |
48.93 |
50.23 |
|
| S3 |
46.53 |
47.40 |
50.01 |
|
| S4 |
44.13 |
45.00 |
49.35 |
|
|
| 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 |
56.10 |
50.41 |
5.69 |
11.2% |
2.74 |
5.4% |
5% |
False |
False |
53,362 |
| 10 |
58.55 |
50.41 |
8.14 |
16.1% |
2.63 |
5.2% |
3% |
False |
False |
61,341 |
| 20 |
67.39 |
50.41 |
16.98 |
33.5% |
2.39 |
4.7% |
2% |
False |
False |
62,123 |
| 40 |
76.29 |
50.41 |
25.88 |
51.1% |
2.08 |
4.1% |
1% |
False |
False |
49,402 |
| 60 |
76.29 |
50.41 |
25.88 |
51.1% |
1.83 |
3.6% |
1% |
False |
False |
44,431 |
| 80 |
76.29 |
50.41 |
25.88 |
51.1% |
1.68 |
3.3% |
1% |
False |
False |
37,758 |
| 100 |
76.29 |
50.41 |
25.88 |
51.1% |
1.60 |
3.2% |
1% |
False |
False |
33,336 |
| 120 |
76.29 |
50.41 |
25.88 |
51.1% |
1.55 |
3.1% |
1% |
False |
False |
30,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.06 |
|
2.618 |
59.14 |
|
1.618 |
56.74 |
|
1.000 |
55.26 |
|
0.618 |
54.34 |
|
HIGH |
52.86 |
|
0.618 |
51.94 |
|
0.500 |
51.66 |
|
0.382 |
51.38 |
|
LOW |
50.46 |
|
0.618 |
48.98 |
|
1.000 |
48.06 |
|
1.618 |
46.58 |
|
2.618 |
44.18 |
|
4.250 |
40.26 |
|
|
| Fisher Pivots for day following 28-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
51.66 |
51.64 |
| PP |
51.33 |
51.31 |
| S1 |
51.00 |
50.99 |
|