NYMEX Light Sweet Crude Oil Future May 2019
| Trading Metrics calculated at close of trading on 29-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2019 |
29-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
59.40 |
59.53 |
0.13 |
0.2% |
58.98 |
| High |
59.56 |
60.73 |
1.17 |
2.0% |
60.73 |
| Low |
58.20 |
59.41 |
1.21 |
2.1% |
58.17 |
| Close |
59.30 |
60.14 |
0.84 |
1.4% |
60.14 |
| Range |
1.36 |
1.32 |
-0.04 |
-2.9% |
2.56 |
| ATR |
1.37 |
1.38 |
0.00 |
0.3% |
0.00 |
| Volume |
712,209 |
705,559 |
-6,650 |
-0.9% |
3,541,305 |
|
| Daily Pivots for day following 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.05 |
63.42 |
60.87 |
|
| R3 |
62.73 |
62.10 |
60.50 |
|
| R2 |
61.41 |
61.41 |
60.38 |
|
| R1 |
60.78 |
60.78 |
60.26 |
61.10 |
| PP |
60.09 |
60.09 |
60.09 |
60.25 |
| S1 |
59.46 |
59.46 |
60.02 |
59.78 |
| S2 |
58.77 |
58.77 |
59.90 |
|
| S3 |
57.45 |
58.14 |
59.78 |
|
| S4 |
56.13 |
56.82 |
59.41 |
|
|
| Weekly Pivots for week ending 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.36 |
66.31 |
61.55 |
|
| R3 |
64.80 |
63.75 |
60.84 |
|
| R2 |
62.24 |
62.24 |
60.61 |
|
| R1 |
61.19 |
61.19 |
60.37 |
61.72 |
| PP |
59.68 |
59.68 |
59.68 |
59.94 |
| S1 |
58.63 |
58.63 |
59.91 |
59.16 |
| S2 |
57.12 |
57.12 |
59.67 |
|
| S3 |
54.56 |
56.07 |
59.44 |
|
| S4 |
52.00 |
53.51 |
58.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
60.73 |
58.17 |
2.56 |
4.3% |
1.32 |
2.2% |
77% |
True |
False |
708,261 |
| 10 |
60.73 |
58.17 |
2.56 |
4.3% |
1.30 |
2.2% |
77% |
True |
False |
683,670 |
| 20 |
60.73 |
54.87 |
5.86 |
9.7% |
1.22 |
2.0% |
90% |
True |
False |
436,672 |
| 40 |
60.73 |
52.16 |
8.57 |
14.3% |
1.41 |
2.3% |
93% |
True |
False |
271,248 |
| 60 |
60.73 |
46.57 |
14.16 |
23.5% |
1.52 |
2.5% |
96% |
True |
False |
198,435 |
| 80 |
60.73 |
43.46 |
17.27 |
28.7% |
1.76 |
2.9% |
97% |
True |
False |
156,730 |
| 100 |
64.63 |
43.46 |
21.17 |
35.2% |
1.86 |
3.1% |
79% |
False |
False |
129,987 |
| 120 |
74.54 |
43.46 |
31.08 |
51.7% |
1.82 |
3.0% |
54% |
False |
False |
110,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.34 |
|
2.618 |
64.19 |
|
1.618 |
62.87 |
|
1.000 |
62.05 |
|
0.618 |
61.55 |
|
HIGH |
60.73 |
|
0.618 |
60.23 |
|
0.500 |
60.07 |
|
0.382 |
59.91 |
|
LOW |
59.41 |
|
0.618 |
58.59 |
|
1.000 |
58.09 |
|
1.618 |
57.27 |
|
2.618 |
55.95 |
|
4.250 |
53.80 |
|
|
| Fisher Pivots for day following 29-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
60.12 |
59.92 |
| PP |
60.09 |
59.69 |
| S1 |
60.07 |
59.47 |
|