NYMEX Light Sweet Crude Oil Future March 2019
| Trading Metrics calculated at close of trading on 04-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
46.56 |
47.17 |
0.61 |
1.3% |
45.43 |
| High |
47.81 |
49.53 |
1.72 |
3.6% |
49.53 |
| Low |
45.70 |
46.97 |
1.27 |
2.8% |
44.67 |
| Close |
47.40 |
48.28 |
0.88 |
1.9% |
48.28 |
| Range |
2.11 |
2.56 |
0.45 |
21.3% |
4.86 |
| ATR |
2.58 |
2.58 |
0.00 |
-0.1% |
0.00 |
| Volume |
135,797 |
146,536 |
10,739 |
7.9% |
510,733 |
|
| Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.94 |
54.67 |
49.69 |
|
| R3 |
53.38 |
52.11 |
48.98 |
|
| R2 |
50.82 |
50.82 |
48.75 |
|
| R1 |
49.55 |
49.55 |
48.51 |
50.19 |
| PP |
48.26 |
48.26 |
48.26 |
48.58 |
| S1 |
46.99 |
46.99 |
48.05 |
47.63 |
| S2 |
45.70 |
45.70 |
47.81 |
|
| S3 |
43.14 |
44.43 |
47.58 |
|
| S4 |
40.58 |
41.87 |
46.87 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.07 |
60.04 |
50.95 |
|
| R3 |
57.21 |
55.18 |
49.62 |
|
| R2 |
52.35 |
52.35 |
49.17 |
|
| R1 |
50.32 |
50.32 |
48.73 |
51.34 |
| PP |
47.49 |
47.49 |
47.49 |
48.00 |
| S1 |
45.46 |
45.46 |
47.83 |
46.48 |
| S2 |
42.63 |
42.63 |
47.39 |
|
| S3 |
37.77 |
40.60 |
46.94 |
|
| S4 |
32.91 |
35.74 |
45.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.53 |
44.67 |
4.86 |
10.1% |
2.33 |
4.8% |
74% |
True |
False |
119,502 |
| 10 |
49.53 |
42.67 |
6.86 |
14.2% |
2.59 |
5.4% |
82% |
True |
False |
103,267 |
| 20 |
54.71 |
42.67 |
12.04 |
24.9% |
2.61 |
5.4% |
47% |
False |
False |
104,720 |
| 40 |
63.63 |
42.67 |
20.96 |
43.4% |
2.55 |
5.3% |
27% |
False |
False |
85,386 |
| 60 |
74.57 |
42.67 |
31.90 |
66.1% |
2.30 |
4.8% |
18% |
False |
False |
70,476 |
| 80 |
76.29 |
42.67 |
33.62 |
69.6% |
2.08 |
4.3% |
17% |
False |
False |
61,831 |
| 100 |
76.29 |
42.67 |
33.62 |
69.6% |
1.90 |
3.9% |
17% |
False |
False |
53,414 |
| 120 |
76.29 |
42.67 |
33.62 |
69.6% |
1.78 |
3.7% |
17% |
False |
False |
46,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.41 |
|
2.618 |
56.23 |
|
1.618 |
53.67 |
|
1.000 |
52.09 |
|
0.618 |
51.11 |
|
HIGH |
49.53 |
|
0.618 |
48.55 |
|
0.500 |
48.25 |
|
0.382 |
47.95 |
|
LOW |
46.97 |
|
0.618 |
45.39 |
|
1.000 |
44.41 |
|
1.618 |
42.83 |
|
2.618 |
40.27 |
|
4.250 |
36.09 |
|
|
| Fisher Pivots for day following 04-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
48.27 |
47.89 |
| PP |
48.26 |
47.49 |
| S1 |
48.25 |
47.10 |
|