NYMEX Light Sweet Crude Oil Future March 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 |
43.07 |
46.87 |
3.80 |
8.8% |
51.82 |
| High |
47.31 |
47.01 |
-0.30 |
-0.6% |
52.43 |
| Low |
42.81 |
44.65 |
1.84 |
4.3% |
45.40 |
| Close |
46.54 |
44.90 |
-1.64 |
-3.5% |
45.89 |
| Range |
4.50 |
2.36 |
-2.14 |
-47.6% |
7.03 |
| ATR |
2.70 |
2.68 |
-0.02 |
-0.9% |
0.00 |
| Volume |
95,752 |
79,697 |
-16,055 |
-16.8% |
543,661 |
|
| Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.60 |
51.11 |
46.20 |
|
| R3 |
50.24 |
48.75 |
45.55 |
|
| R2 |
47.88 |
47.88 |
45.33 |
|
| R1 |
46.39 |
46.39 |
45.12 |
45.96 |
| PP |
45.52 |
45.52 |
45.52 |
45.30 |
| S1 |
44.03 |
44.03 |
44.68 |
43.60 |
| S2 |
43.16 |
43.16 |
44.47 |
|
| S3 |
40.80 |
41.67 |
44.25 |
|
| S4 |
38.44 |
39.31 |
43.60 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.00 |
64.47 |
49.76 |
|
| R3 |
61.97 |
57.44 |
47.82 |
|
| R2 |
54.94 |
54.94 |
47.18 |
|
| R1 |
50.41 |
50.41 |
46.53 |
49.16 |
| PP |
47.91 |
47.91 |
47.91 |
47.28 |
| S1 |
43.38 |
43.38 |
45.25 |
42.13 |
| S2 |
40.88 |
40.88 |
44.60 |
|
| S3 |
33.85 |
36.35 |
43.96 |
|
| S4 |
26.82 |
29.32 |
42.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.84 |
42.67 |
5.17 |
11.5% |
2.84 |
6.3% |
43% |
False |
False |
87,031 |
| 10 |
53.73 |
42.67 |
11.06 |
24.6% |
2.79 |
6.2% |
20% |
False |
False |
97,123 |
| 20 |
54.98 |
42.67 |
12.31 |
27.4% |
2.59 |
5.8% |
18% |
False |
False |
90,918 |
| 40 |
67.39 |
42.67 |
24.72 |
55.1% |
2.49 |
5.5% |
9% |
False |
False |
76,520 |
| 60 |
76.29 |
42.67 |
33.62 |
74.9% |
2.25 |
5.0% |
7% |
False |
False |
63,240 |
| 80 |
76.29 |
42.67 |
33.62 |
74.9% |
2.02 |
4.5% |
7% |
False |
False |
56,053 |
| 100 |
76.29 |
42.67 |
33.62 |
74.9% |
1.86 |
4.1% |
7% |
False |
False |
48,390 |
| 120 |
76.29 |
42.67 |
33.62 |
74.9% |
1.77 |
3.9% |
7% |
False |
False |
42,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.04 |
|
2.618 |
53.19 |
|
1.618 |
50.83 |
|
1.000 |
49.37 |
|
0.618 |
48.47 |
|
HIGH |
47.01 |
|
0.618 |
46.11 |
|
0.500 |
45.83 |
|
0.382 |
45.55 |
|
LOW |
44.65 |
|
0.618 |
43.19 |
|
1.000 |
42.29 |
|
1.618 |
40.83 |
|
2.618 |
38.47 |
|
4.250 |
34.62 |
|
|
| Fisher Pivots for day following 27-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
45.83 |
44.99 |
| PP |
45.52 |
44.96 |
| S1 |
45.21 |
44.93 |
|