NYMEX Light Sweet Crude Oil Future May 2019
| Trading Metrics calculated at close of trading on 21-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2019 |
21-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
59.29 |
59.99 |
0.70 |
1.2% |
56.43 |
| High |
60.28 |
60.39 |
0.11 |
0.2% |
59.25 |
| Low |
58.56 |
59.66 |
1.10 |
1.9% |
56.32 |
| Close |
60.23 |
59.98 |
-0.25 |
-0.4% |
58.82 |
| Range |
1.72 |
0.73 |
-0.99 |
-57.6% |
2.93 |
| ATR |
1.39 |
1.34 |
-0.05 |
-3.4% |
0.00 |
| Volume |
786,342 |
655,380 |
-130,962 |
-16.7% |
1,133,192 |
|
| Daily Pivots for day following 21-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.20 |
61.82 |
60.38 |
|
| R3 |
61.47 |
61.09 |
60.18 |
|
| R2 |
60.74 |
60.74 |
60.11 |
|
| R1 |
60.36 |
60.36 |
60.05 |
60.19 |
| PP |
60.01 |
60.01 |
60.01 |
59.92 |
| S1 |
59.63 |
59.63 |
59.91 |
59.46 |
| S2 |
59.28 |
59.28 |
59.85 |
|
| S3 |
58.55 |
58.90 |
59.78 |
|
| S4 |
57.82 |
58.17 |
59.58 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.92 |
65.80 |
60.43 |
|
| R3 |
63.99 |
62.87 |
59.63 |
|
| R2 |
61.06 |
61.06 |
59.36 |
|
| R1 |
59.94 |
59.94 |
59.09 |
60.50 |
| PP |
58.13 |
58.13 |
58.13 |
58.41 |
| S1 |
57.01 |
57.01 |
58.55 |
57.57 |
| S2 |
55.20 |
55.20 |
58.28 |
|
| S3 |
52.27 |
54.08 |
58.01 |
|
| S4 |
49.34 |
51.15 |
57.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
60.39 |
58.03 |
2.36 |
3.9% |
1.16 |
1.9% |
83% |
True |
False |
563,558 |
| 10 |
60.39 |
54.87 |
5.52 |
9.2% |
1.18 |
2.0% |
93% |
True |
False |
390,274 |
| 20 |
60.39 |
54.87 |
5.52 |
9.2% |
1.27 |
2.1% |
93% |
True |
False |
252,631 |
| 40 |
60.39 |
51.99 |
8.40 |
14.0% |
1.45 |
2.4% |
95% |
True |
False |
175,832 |
| 60 |
60.39 |
43.46 |
16.93 |
28.2% |
1.66 |
2.8% |
98% |
True |
False |
130,053 |
| 80 |
60.39 |
43.46 |
16.93 |
28.2% |
1.80 |
3.0% |
98% |
True |
False |
104,638 |
| 100 |
68.30 |
43.46 |
24.84 |
41.4% |
1.88 |
3.1% |
67% |
False |
False |
87,983 |
| 120 |
75.80 |
43.46 |
32.34 |
53.9% |
1.83 |
3.1% |
51% |
False |
False |
75,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.49 |
|
2.618 |
62.30 |
|
1.618 |
61.57 |
|
1.000 |
61.12 |
|
0.618 |
60.84 |
|
HIGH |
60.39 |
|
0.618 |
60.11 |
|
0.500 |
60.03 |
|
0.382 |
59.94 |
|
LOW |
59.66 |
|
0.618 |
59.21 |
|
1.000 |
58.93 |
|
1.618 |
58.48 |
|
2.618 |
57.75 |
|
4.250 |
56.56 |
|
|
| Fisher Pivots for day following 21-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
60.03 |
59.81 |
| PP |
60.01 |
59.64 |
| S1 |
60.00 |
59.48 |
|