NYMEX Light Sweet Crude Oil Future March 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 |
46.12 |
46.56 |
0.44 |
1.0% |
45.74 |
| High |
48.10 |
47.81 |
-0.29 |
-0.6% |
47.31 |
| Low |
44.67 |
45.70 |
1.03 |
2.3% |
42.67 |
| Close |
46.86 |
47.40 |
0.54 |
1.2% |
45.60 |
| Range |
3.43 |
2.11 |
-1.32 |
-38.5% |
4.64 |
| ATR |
2.62 |
2.58 |
-0.04 |
-1.4% |
0.00 |
| Volume |
149,758 |
135,797 |
-13,961 |
-9.3% |
318,106 |
|
| Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.30 |
52.46 |
48.56 |
|
| R3 |
51.19 |
50.35 |
47.98 |
|
| R2 |
49.08 |
49.08 |
47.79 |
|
| R1 |
48.24 |
48.24 |
47.59 |
48.66 |
| PP |
46.97 |
46.97 |
46.97 |
47.18 |
| S1 |
46.13 |
46.13 |
47.21 |
46.55 |
| S2 |
44.86 |
44.86 |
47.01 |
|
| S3 |
42.75 |
44.02 |
46.82 |
|
| S4 |
40.64 |
41.91 |
46.24 |
|
|
| 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 |
48.10 |
44.65 |
3.45 |
7.3% |
2.29 |
4.8% |
80% |
False |
False |
106,134 |
| 10 |
48.68 |
42.67 |
6.01 |
12.7% |
2.54 |
5.4% |
79% |
False |
False |
98,767 |
| 20 |
54.91 |
42.67 |
12.24 |
25.8% |
2.60 |
5.5% |
39% |
False |
False |
100,367 |
| 40 |
63.63 |
42.67 |
20.96 |
44.2% |
2.54 |
5.4% |
23% |
False |
False |
83,301 |
| 60 |
74.77 |
42.67 |
32.10 |
67.7% |
2.28 |
4.8% |
15% |
False |
False |
68,560 |
| 80 |
76.29 |
42.67 |
33.62 |
70.9% |
2.08 |
4.4% |
14% |
False |
False |
60,508 |
| 100 |
76.29 |
42.67 |
33.62 |
70.9% |
1.89 |
4.0% |
14% |
False |
False |
52,176 |
| 120 |
76.29 |
42.67 |
33.62 |
70.9% |
1.78 |
3.8% |
14% |
False |
False |
45,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.78 |
|
2.618 |
53.33 |
|
1.618 |
51.22 |
|
1.000 |
49.92 |
|
0.618 |
49.11 |
|
HIGH |
47.81 |
|
0.618 |
47.00 |
|
0.500 |
46.76 |
|
0.382 |
46.51 |
|
LOW |
45.70 |
|
0.618 |
44.40 |
|
1.000 |
43.59 |
|
1.618 |
42.29 |
|
2.618 |
40.18 |
|
4.250 |
36.73 |
|
|
| Fisher Pivots for day following 03-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
47.19 |
47.06 |
| PP |
46.97 |
46.72 |
| S1 |
46.76 |
46.39 |
|