NYMEX Light Sweet Crude Oil Future May 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 |
44.07 |
47.58 |
3.51 |
8.0% |
52.54 |
| High |
48.00 |
47.63 |
-0.37 |
-0.8% |
53.02 |
| Low |
43.55 |
45.39 |
1.84 |
4.2% |
46.07 |
| Close |
47.26 |
45.63 |
-1.63 |
-3.4% |
46.61 |
| Range |
4.45 |
2.24 |
-2.21 |
-49.7% |
6.95 |
| ATR |
2.56 |
2.54 |
-0.02 |
-0.9% |
0.00 |
| Volume |
41,259 |
22,456 |
-18,803 |
-45.6% |
165,152 |
|
| Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.94 |
51.52 |
46.86 |
|
| R3 |
50.70 |
49.28 |
46.25 |
|
| R2 |
48.46 |
48.46 |
46.04 |
|
| R1 |
47.04 |
47.04 |
45.84 |
46.63 |
| PP |
46.22 |
46.22 |
46.22 |
46.01 |
| S1 |
44.80 |
44.80 |
45.42 |
44.39 |
| S2 |
43.98 |
43.98 |
45.22 |
|
| S3 |
41.74 |
42.56 |
45.01 |
|
| S4 |
39.50 |
40.32 |
44.40 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.42 |
64.96 |
50.43 |
|
| R3 |
62.47 |
58.01 |
48.52 |
|
| R2 |
55.52 |
55.52 |
47.88 |
|
| R1 |
51.06 |
51.06 |
47.25 |
49.82 |
| PP |
48.57 |
48.57 |
48.57 |
47.94 |
| S1 |
44.11 |
44.11 |
45.97 |
42.87 |
| S2 |
41.62 |
41.62 |
45.34 |
|
| S3 |
34.67 |
37.16 |
44.70 |
|
| S4 |
27.72 |
30.21 |
42.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.57 |
43.46 |
5.11 |
11.2% |
2.74 |
6.0% |
42% |
False |
False |
32,815 |
| 10 |
54.25 |
43.46 |
10.79 |
23.6% |
2.67 |
5.8% |
20% |
False |
False |
32,428 |
| 20 |
55.36 |
43.46 |
11.90 |
26.1% |
2.44 |
5.4% |
18% |
False |
False |
30,439 |
| 40 |
67.60 |
43.46 |
24.14 |
52.9% |
2.35 |
5.1% |
9% |
False |
False |
26,447 |
| 60 |
75.80 |
43.46 |
32.34 |
70.9% |
2.10 |
4.6% |
7% |
False |
False |
21,927 |
| 80 |
75.80 |
43.46 |
32.34 |
70.9% |
1.85 |
4.1% |
7% |
False |
False |
18,229 |
| 100 |
75.80 |
43.46 |
32.34 |
70.9% |
1.67 |
3.7% |
7% |
False |
False |
15,323 |
| 120 |
75.80 |
43.46 |
32.34 |
70.9% |
1.56 |
3.4% |
7% |
False |
False |
13,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.15 |
|
2.618 |
53.49 |
|
1.618 |
51.25 |
|
1.000 |
49.87 |
|
0.618 |
49.01 |
|
HIGH |
47.63 |
|
0.618 |
46.77 |
|
0.500 |
46.51 |
|
0.382 |
46.25 |
|
LOW |
45.39 |
|
0.618 |
44.01 |
|
1.000 |
43.15 |
|
1.618 |
41.77 |
|
2.618 |
39.53 |
|
4.250 |
35.87 |
|
|
| Fisher Pivots for day following 27-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
46.51 |
45.73 |
| PP |
46.22 |
45.70 |
| S1 |
45.92 |
45.66 |
|