NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 21-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
59.13 |
60.11 |
0.98 |
1.7% |
58.82 |
High |
60.26 |
61.70 |
1.44 |
2.4% |
59.38 |
Low |
59.13 |
60.02 |
0.89 |
1.5% |
57.66 |
Close |
59.89 |
61.28 |
1.39 |
2.3% |
59.30 |
Range |
1.13 |
1.68 |
0.55 |
48.7% |
1.72 |
ATR |
1.06 |
1.11 |
0.05 |
5.1% |
0.00 |
Volume |
4,857 |
8,298 |
3,441 |
70.8% |
17,572 |
|
Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.04 |
65.34 |
62.20 |
|
R3 |
64.36 |
63.66 |
61.74 |
|
R2 |
62.68 |
62.68 |
61.59 |
|
R1 |
61.98 |
61.98 |
61.43 |
62.33 |
PP |
61.00 |
61.00 |
61.00 |
61.18 |
S1 |
60.30 |
60.30 |
61.13 |
60.65 |
S2 |
59.32 |
59.32 |
60.97 |
|
S3 |
57.64 |
58.62 |
60.82 |
|
S4 |
55.96 |
56.94 |
60.36 |
|
|
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 |
61.70 |
58.27 |
3.43 |
5.6% |
0.97 |
1.6% |
88% |
True |
False |
4,564 |
10 |
61.70 |
57.09 |
4.61 |
7.5% |
1.03 |
1.7% |
91% |
True |
False |
4,422 |
20 |
61.70 |
56.59 |
5.11 |
8.3% |
1.12 |
1.8% |
92% |
True |
False |
3,887 |
40 |
61.72 |
54.78 |
6.94 |
11.3% |
1.08 |
1.8% |
94% |
False |
False |
4,864 |
60 |
61.72 |
54.78 |
6.94 |
11.3% |
0.92 |
1.5% |
94% |
False |
False |
5,046 |
80 |
61.72 |
54.06 |
7.66 |
12.5% |
0.76 |
1.2% |
94% |
False |
False |
5,341 |
100 |
61.72 |
51.65 |
10.07 |
16.4% |
0.64 |
1.0% |
96% |
False |
False |
4,786 |
120 |
61.72 |
50.16 |
11.56 |
18.9% |
0.55 |
0.9% |
96% |
False |
False |
4,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.84 |
2.618 |
66.10 |
1.618 |
64.42 |
1.000 |
63.38 |
0.618 |
62.74 |
HIGH |
61.70 |
0.618 |
61.06 |
0.500 |
60.86 |
0.382 |
60.66 |
LOW |
60.02 |
0.618 |
58.98 |
1.000 |
58.34 |
1.618 |
57.30 |
2.618 |
55.62 |
4.250 |
52.88 |
|
|
Fisher Pivots for day following 21-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
61.14 |
60.91 |
PP |
61.00 |
60.55 |
S1 |
60.86 |
60.18 |
|