NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 06-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
57.93 |
58.82 |
0.89 |
1.5% |
59.60 |
High |
58.80 |
59.12 |
0.32 |
0.5% |
60.09 |
Low |
57.47 |
58.47 |
1.00 |
1.7% |
56.59 |
Close |
58.75 |
58.84 |
0.09 |
0.2% |
57.66 |
Range |
1.33 |
0.65 |
-0.68 |
-51.1% |
3.50 |
ATR |
1.13 |
1.09 |
-0.03 |
-3.0% |
0.00 |
Volume |
4,242 |
2,483 |
-1,759 |
-41.5% |
15,593 |
|
Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.76 |
60.45 |
59.20 |
|
R3 |
60.11 |
59.80 |
59.02 |
|
R2 |
59.46 |
59.46 |
58.96 |
|
R1 |
59.15 |
59.15 |
58.90 |
59.31 |
PP |
58.81 |
58.81 |
58.81 |
58.89 |
S1 |
58.50 |
58.50 |
58.78 |
58.66 |
S2 |
58.16 |
58.16 |
58.72 |
|
S3 |
57.51 |
57.85 |
58.66 |
|
S4 |
56.86 |
57.20 |
58.48 |
|
|
Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.61 |
66.64 |
59.59 |
|
R3 |
65.11 |
63.14 |
58.62 |
|
R2 |
61.61 |
61.61 |
58.30 |
|
R1 |
59.64 |
59.64 |
57.98 |
58.88 |
PP |
58.11 |
58.11 |
58.11 |
57.73 |
S1 |
56.14 |
56.14 |
57.34 |
55.38 |
S2 |
54.61 |
54.61 |
57.02 |
|
S3 |
51.11 |
52.64 |
56.70 |
|
S4 |
47.61 |
49.14 |
55.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.65 |
56.59 |
3.06 |
5.2% |
1.27 |
2.2% |
74% |
False |
False |
3,450 |
10 |
60.09 |
56.59 |
3.50 |
5.9% |
1.13 |
1.9% |
64% |
False |
False |
3,434 |
20 |
60.09 |
54.78 |
5.31 |
9.0% |
1.19 |
2.0% |
76% |
False |
False |
4,164 |
40 |
61.72 |
54.78 |
6.94 |
11.8% |
0.96 |
1.6% |
59% |
False |
False |
4,939 |
60 |
61.72 |
54.06 |
7.66 |
13.0% |
0.78 |
1.3% |
62% |
False |
False |
5,847 |
80 |
61.72 |
53.74 |
7.98 |
13.6% |
0.63 |
1.1% |
64% |
False |
False |
5,057 |
100 |
61.72 |
51.14 |
10.58 |
18.0% |
0.53 |
0.9% |
73% |
False |
False |
4,410 |
120 |
61.72 |
50.16 |
11.56 |
19.6% |
0.46 |
0.8% |
75% |
False |
False |
3,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.88 |
2.618 |
60.82 |
1.618 |
60.17 |
1.000 |
59.77 |
0.618 |
59.52 |
HIGH |
59.12 |
0.618 |
58.87 |
0.500 |
58.80 |
0.382 |
58.72 |
LOW |
58.47 |
0.618 |
58.07 |
1.000 |
57.82 |
1.618 |
57.42 |
2.618 |
56.77 |
4.250 |
55.71 |
|
|
Fisher Pivots for day following 06-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
58.83 |
58.54 |
PP |
58.81 |
58.25 |
S1 |
58.80 |
57.95 |
|