NYMEX Light Sweet Crude Oil Future March 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 |
46.87 |
45.73 |
-1.14 |
-2.4% |
45.74 |
| High |
47.01 |
46.50 |
-0.51 |
-1.1% |
47.31 |
| Low |
44.65 |
44.70 |
0.05 |
0.1% |
42.67 |
| Close |
44.90 |
45.60 |
0.70 |
1.6% |
45.60 |
| Range |
2.36 |
1.80 |
-0.56 |
-23.7% |
4.64 |
| ATR |
2.68 |
2.62 |
-0.06 |
-2.3% |
0.00 |
| Volume |
79,697 |
86,780 |
7,083 |
8.9% |
318,106 |
|
| Daily Pivots for day following 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.00 |
50.10 |
46.59 |
|
| R3 |
49.20 |
48.30 |
46.10 |
|
| R2 |
47.40 |
47.40 |
45.93 |
|
| R1 |
46.50 |
46.50 |
45.77 |
46.05 |
| PP |
45.60 |
45.60 |
45.60 |
45.38 |
| S1 |
44.70 |
44.70 |
45.44 |
44.25 |
| S2 |
43.80 |
43.80 |
45.27 |
|
| S3 |
42.00 |
42.90 |
45.11 |
|
| S4 |
40.20 |
41.10 |
44.61 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.11 |
57.00 |
48.15 |
|
| R3 |
54.47 |
52.36 |
46.88 |
|
| R2 |
49.83 |
49.83 |
46.45 |
|
| R1 |
47.72 |
47.72 |
46.03 |
46.46 |
| PP |
45.19 |
45.19 |
45.19 |
44.56 |
| S1 |
43.08 |
43.08 |
45.17 |
41.82 |
| S2 |
40.55 |
40.55 |
44.75 |
|
| S3 |
35.91 |
38.44 |
44.32 |
|
| S4 |
31.27 |
33.80 |
43.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.31 |
42.67 |
4.64 |
10.2% |
2.83 |
6.2% |
63% |
False |
False |
84,961 |
| 10 |
53.42 |
42.67 |
10.75 |
23.6% |
2.68 |
5.9% |
27% |
False |
False |
94,056 |
| 20 |
54.98 |
42.67 |
12.31 |
27.0% |
2.54 |
5.6% |
24% |
False |
False |
92,772 |
| 40 |
65.78 |
42.67 |
23.11 |
50.7% |
2.48 |
5.4% |
13% |
False |
False |
77,825 |
| 60 |
75.90 |
42.67 |
33.23 |
72.9% |
2.24 |
4.9% |
9% |
False |
False |
64,146 |
| 80 |
76.29 |
42.67 |
33.62 |
73.7% |
2.03 |
4.5% |
9% |
False |
False |
56,897 |
| 100 |
76.29 |
42.67 |
33.62 |
73.7% |
1.87 |
4.1% |
9% |
False |
False |
49,094 |
| 120 |
76.29 |
42.67 |
33.62 |
73.7% |
1.78 |
3.9% |
9% |
False |
False |
43,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.15 |
|
2.618 |
51.21 |
|
1.618 |
49.41 |
|
1.000 |
48.30 |
|
0.618 |
47.61 |
|
HIGH |
46.50 |
|
0.618 |
45.81 |
|
0.500 |
45.60 |
|
0.382 |
45.39 |
|
LOW |
44.70 |
|
0.618 |
43.59 |
|
1.000 |
42.90 |
|
1.618 |
41.79 |
|
2.618 |
39.99 |
|
4.250 |
37.05 |
|
|
| Fisher Pivots for day following 28-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
45.60 |
45.42 |
| PP |
45.60 |
45.24 |
| S1 |
45.60 |
45.06 |
|