NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 27-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
62.12 |
61.96 |
-0.16 |
-0.3% |
59.09 |
High |
62.60 |
62.50 |
-0.10 |
-0.2% |
62.03 |
Low |
61.44 |
61.21 |
-0.23 |
-0.4% |
58.66 |
Close |
61.77 |
61.81 |
0.04 |
0.1% |
61.99 |
Range |
1.16 |
1.29 |
0.13 |
11.2% |
3.37 |
ATR |
1.11 |
1.12 |
0.01 |
1.1% |
0.00 |
Volume |
8,761 |
4,863 |
-3,898 |
-44.5% |
34,254 |
|
Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.71 |
65.05 |
62.52 |
|
R3 |
64.42 |
63.76 |
62.16 |
|
R2 |
63.13 |
63.13 |
62.05 |
|
R1 |
62.47 |
62.47 |
61.93 |
62.16 |
PP |
61.84 |
61.84 |
61.84 |
61.68 |
S1 |
61.18 |
61.18 |
61.69 |
60.87 |
S2 |
60.55 |
60.55 |
61.57 |
|
S3 |
59.26 |
59.89 |
61.46 |
|
S4 |
57.97 |
58.60 |
61.10 |
|
|
Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.00 |
69.87 |
63.84 |
|
R3 |
67.63 |
66.50 |
62.92 |
|
R2 |
64.26 |
64.26 |
62.61 |
|
R1 |
63.13 |
63.13 |
62.30 |
63.70 |
PP |
60.89 |
60.89 |
60.89 |
61.18 |
S1 |
59.76 |
59.76 |
61.68 |
60.33 |
S2 |
57.52 |
57.52 |
61.37 |
|
S3 |
54.15 |
56.39 |
61.06 |
|
S4 |
50.78 |
53.02 |
60.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.60 |
60.02 |
2.58 |
4.2% |
1.26 |
2.0% |
69% |
False |
False |
7,944 |
10 |
62.60 |
57.66 |
4.94 |
8.0% |
1.04 |
1.7% |
84% |
False |
False |
5,733 |
20 |
62.60 |
56.59 |
6.01 |
9.7% |
1.14 |
1.8% |
87% |
False |
False |
4,748 |
40 |
62.60 |
54.78 |
7.82 |
12.7% |
1.13 |
1.8% |
90% |
False |
False |
4,930 |
60 |
62.60 |
54.78 |
7.82 |
12.7% |
0.95 |
1.5% |
90% |
False |
False |
5,255 |
80 |
62.60 |
54.06 |
8.54 |
13.8% |
0.81 |
1.3% |
91% |
False |
False |
5,560 |
100 |
62.60 |
52.48 |
10.12 |
16.4% |
0.68 |
1.1% |
92% |
False |
False |
4,982 |
120 |
62.60 |
50.16 |
12.44 |
20.1% |
0.58 |
0.9% |
94% |
False |
False |
4,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.98 |
2.618 |
65.88 |
1.618 |
64.59 |
1.000 |
63.79 |
0.618 |
63.30 |
HIGH |
62.50 |
0.618 |
62.01 |
0.500 |
61.86 |
0.382 |
61.70 |
LOW |
61.21 |
0.618 |
60.41 |
1.000 |
59.92 |
1.618 |
59.12 |
2.618 |
57.83 |
4.250 |
55.73 |
|
|
Fisher Pivots for day following 27-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
61.86 |
61.76 |
PP |
61.84 |
61.71 |
S1 |
61.83 |
61.66 |
|