NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 20-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
59.09 |
59.13 |
0.04 |
0.1% |
58.82 |
High |
59.33 |
60.26 |
0.93 |
1.6% |
59.38 |
Low |
58.66 |
59.13 |
0.47 |
0.8% |
57.66 |
Close |
58.96 |
59.89 |
0.93 |
1.6% |
59.30 |
Range |
0.67 |
1.13 |
0.46 |
68.7% |
1.72 |
ATR |
1.04 |
1.06 |
0.02 |
1.8% |
0.00 |
Volume |
3,300 |
4,857 |
1,557 |
47.2% |
17,572 |
|
Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.15 |
62.65 |
60.51 |
|
R3 |
62.02 |
61.52 |
60.20 |
|
R2 |
60.89 |
60.89 |
60.10 |
|
R1 |
60.39 |
60.39 |
59.99 |
60.64 |
PP |
59.76 |
59.76 |
59.76 |
59.89 |
S1 |
59.26 |
59.26 |
59.79 |
59.51 |
S2 |
58.63 |
58.63 |
59.68 |
|
S3 |
57.50 |
58.13 |
59.58 |
|
S4 |
56.37 |
57.00 |
59.27 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.94 |
63.34 |
60.25 |
|
R3 |
62.22 |
61.62 |
59.77 |
|
R2 |
60.50 |
60.50 |
59.62 |
|
R1 |
59.90 |
59.90 |
59.46 |
60.20 |
PP |
58.78 |
58.78 |
58.78 |
58.93 |
S1 |
58.18 |
58.18 |
59.14 |
58.48 |
S2 |
57.06 |
57.06 |
58.98 |
|
S3 |
55.34 |
56.46 |
58.83 |
|
S4 |
53.62 |
54.74 |
58.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.26 |
57.66 |
2.60 |
4.3% |
0.81 |
1.4% |
86% |
True |
False |
3,522 |
10 |
60.26 |
57.09 |
3.17 |
5.3% |
1.01 |
1.7% |
88% |
True |
False |
3,800 |
20 |
60.26 |
56.59 |
3.67 |
6.1% |
1.07 |
1.8% |
90% |
True |
False |
3,617 |
40 |
61.72 |
54.78 |
6.94 |
11.6% |
1.05 |
1.8% |
74% |
False |
False |
4,798 |
60 |
61.72 |
54.78 |
6.94 |
11.6% |
0.89 |
1.5% |
74% |
False |
False |
4,922 |
80 |
61.72 |
54.06 |
7.66 |
12.8% |
0.74 |
1.2% |
76% |
False |
False |
5,297 |
100 |
61.72 |
51.65 |
10.07 |
16.8% |
0.63 |
1.0% |
82% |
False |
False |
4,714 |
120 |
61.72 |
50.16 |
11.56 |
19.3% |
0.53 |
0.9% |
84% |
False |
False |
4,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.06 |
2.618 |
63.22 |
1.618 |
62.09 |
1.000 |
61.39 |
0.618 |
60.96 |
HIGH |
60.26 |
0.618 |
59.83 |
0.500 |
59.70 |
0.382 |
59.56 |
LOW |
59.13 |
0.618 |
58.43 |
1.000 |
58.00 |
1.618 |
57.30 |
2.618 |
56.17 |
4.250 |
54.33 |
|
|
Fisher Pivots for day following 20-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
59.83 |
59.70 |
PP |
59.76 |
59.51 |
S1 |
59.70 |
59.32 |
|