NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 12-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
57.46 |
58.82 |
1.36 |
2.4% |
57.93 |
High |
58.76 |
58.90 |
0.14 |
0.2% |
59.12 |
Low |
57.46 |
57.80 |
0.34 |
0.6% |
57.09 |
Close |
58.73 |
58.52 |
-0.21 |
-0.4% |
58.73 |
Range |
1.30 |
1.10 |
-0.20 |
-15.4% |
2.03 |
ATR |
1.13 |
1.13 |
0.00 |
-0.2% |
0.00 |
Volume |
5,742 |
2,866 |
-2,876 |
-50.1% |
19,000 |
|
Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.71 |
61.21 |
59.13 |
|
R3 |
60.61 |
60.11 |
58.82 |
|
R2 |
59.51 |
59.51 |
58.72 |
|
R1 |
59.01 |
59.01 |
58.62 |
58.71 |
PP |
58.41 |
58.41 |
58.41 |
58.26 |
S1 |
57.91 |
57.91 |
58.42 |
57.61 |
S2 |
57.31 |
57.31 |
58.32 |
|
S3 |
56.21 |
56.81 |
58.22 |
|
S4 |
55.11 |
55.71 |
57.92 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.40 |
63.60 |
59.85 |
|
R3 |
62.37 |
61.57 |
59.29 |
|
R2 |
60.34 |
60.34 |
59.10 |
|
R1 |
59.54 |
59.54 |
58.92 |
59.94 |
PP |
58.31 |
58.31 |
58.31 |
58.52 |
S1 |
57.51 |
57.51 |
58.54 |
57.91 |
S2 |
56.28 |
56.28 |
58.36 |
|
S3 |
54.25 |
55.48 |
58.17 |
|
S4 |
52.22 |
53.45 |
57.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.12 |
57.09 |
2.03 |
3.5% |
1.07 |
1.8% |
70% |
False |
False |
3,524 |
10 |
59.95 |
56.59 |
3.36 |
5.7% |
1.19 |
2.0% |
57% |
False |
False |
3,496 |
20 |
60.09 |
55.05 |
5.04 |
8.6% |
1.15 |
2.0% |
69% |
False |
False |
3,716 |
40 |
61.72 |
54.78 |
6.94 |
11.9% |
1.01 |
1.7% |
54% |
False |
False |
4,708 |
60 |
61.72 |
54.06 |
7.66 |
13.1% |
0.84 |
1.4% |
58% |
False |
False |
5,895 |
80 |
61.72 |
53.74 |
7.98 |
13.6% |
0.68 |
1.2% |
60% |
False |
False |
5,163 |
100 |
61.72 |
51.17 |
10.55 |
18.0% |
0.58 |
1.0% |
70% |
False |
False |
4,532 |
120 |
61.72 |
50.16 |
11.56 |
19.8% |
0.50 |
0.9% |
72% |
False |
False |
4,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.58 |
2.618 |
61.78 |
1.618 |
60.68 |
1.000 |
60.00 |
0.618 |
59.58 |
HIGH |
58.90 |
0.618 |
58.48 |
0.500 |
58.35 |
0.382 |
58.22 |
LOW |
57.80 |
0.618 |
57.12 |
1.000 |
56.70 |
1.618 |
56.02 |
2.618 |
54.92 |
4.250 |
53.13 |
|
|
Fisher Pivots for day following 12-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
58.46 |
58.35 |
PP |
58.41 |
58.17 |
S1 |
58.35 |
58.00 |
|