NYMEX Light Sweet Crude Oil Future June 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 |
44.45 |
47.99 |
3.54 |
8.0% |
52.79 |
| High |
48.38 |
48.02 |
-0.36 |
-0.7% |
53.31 |
| Low |
43.91 |
45.80 |
1.89 |
4.3% |
46.42 |
| Close |
47.64 |
46.04 |
-1.60 |
-3.4% |
46.98 |
| Range |
4.47 |
2.22 |
-2.25 |
-50.3% |
6.89 |
| ATR |
2.61 |
2.58 |
-0.03 |
-1.1% |
0.00 |
| Volume |
58,047 |
39,310 |
-18,737 |
-32.3% |
311,658 |
|
| Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.28 |
51.88 |
47.26 |
|
| R3 |
51.06 |
49.66 |
46.65 |
|
| R2 |
48.84 |
48.84 |
46.45 |
|
| R1 |
47.44 |
47.44 |
46.24 |
47.03 |
| PP |
46.62 |
46.62 |
46.62 |
46.42 |
| S1 |
45.22 |
45.22 |
45.84 |
44.81 |
| S2 |
44.40 |
44.40 |
45.63 |
|
| S3 |
42.18 |
43.00 |
45.43 |
|
| S4 |
39.96 |
40.78 |
44.82 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.57 |
65.17 |
50.77 |
|
| R3 |
62.68 |
58.28 |
48.87 |
|
| R2 |
55.79 |
55.79 |
48.24 |
|
| R1 |
51.39 |
51.39 |
47.61 |
50.15 |
| PP |
48.90 |
48.90 |
48.90 |
48.28 |
| S1 |
44.50 |
44.50 |
46.35 |
43.26 |
| S2 |
42.01 |
42.01 |
45.72 |
|
| S3 |
35.12 |
37.61 |
45.09 |
|
| S4 |
28.23 |
30.72 |
43.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.00 |
43.80 |
5.20 |
11.3% |
2.79 |
6.1% |
43% |
False |
False |
50,704 |
| 10 |
54.51 |
43.80 |
10.71 |
23.3% |
2.68 |
5.8% |
21% |
False |
False |
53,549 |
| 20 |
55.53 |
43.80 |
11.73 |
25.5% |
2.50 |
5.4% |
19% |
False |
False |
54,529 |
| 40 |
67.63 |
43.80 |
23.83 |
51.8% |
2.42 |
5.3% |
9% |
False |
False |
55,391 |
| 60 |
75.65 |
43.80 |
31.85 |
69.2% |
2.18 |
4.7% |
7% |
False |
False |
50,976 |
| 80 |
75.65 |
43.80 |
31.85 |
69.2% |
1.95 |
4.2% |
7% |
False |
False |
47,447 |
| 100 |
75.65 |
43.80 |
31.85 |
69.2% |
1.80 |
3.9% |
7% |
False |
False |
42,446 |
| 120 |
75.65 |
43.80 |
31.85 |
69.2% |
1.71 |
3.7% |
7% |
False |
False |
39,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.46 |
|
2.618 |
53.83 |
|
1.618 |
51.61 |
|
1.000 |
50.24 |
|
0.618 |
49.39 |
|
HIGH |
48.02 |
|
0.618 |
47.17 |
|
0.500 |
46.91 |
|
0.382 |
46.65 |
|
LOW |
45.80 |
|
0.618 |
44.43 |
|
1.000 |
43.58 |
|
1.618 |
42.21 |
|
2.618 |
39.99 |
|
4.250 |
36.37 |
|
|
| Fisher Pivots for day following 27-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
46.91 |
46.09 |
| PP |
46.62 |
46.07 |
| S1 |
46.33 |
46.06 |
|