NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 28-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
61.96 |
61.07 |
-0.89 |
-1.4% |
59.09 |
High |
62.50 |
61.57 |
-0.93 |
-1.5% |
62.03 |
Low |
61.21 |
60.47 |
-0.74 |
-1.2% |
58.66 |
Close |
61.81 |
61.12 |
-0.69 |
-1.1% |
61.99 |
Range |
1.29 |
1.10 |
-0.19 |
-14.7% |
3.37 |
ATR |
1.12 |
1.14 |
0.02 |
1.4% |
0.00 |
Volume |
4,863 |
5,803 |
940 |
19.3% |
34,254 |
|
Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.35 |
63.84 |
61.73 |
|
R3 |
63.25 |
62.74 |
61.42 |
|
R2 |
62.15 |
62.15 |
61.32 |
|
R1 |
61.64 |
61.64 |
61.22 |
61.90 |
PP |
61.05 |
61.05 |
61.05 |
61.18 |
S1 |
60.54 |
60.54 |
61.02 |
60.80 |
S2 |
59.95 |
59.95 |
60.92 |
|
S3 |
58.85 |
59.44 |
60.82 |
|
S4 |
57.75 |
58.34 |
60.52 |
|
|
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 |
60.47 |
2.13 |
3.5% |
1.14 |
1.9% |
31% |
False |
True |
7,445 |
10 |
62.60 |
58.27 |
4.33 |
7.1% |
1.06 |
1.7% |
66% |
False |
False |
6,004 |
20 |
62.60 |
56.59 |
6.01 |
9.8% |
1.09 |
1.8% |
75% |
False |
False |
4,917 |
40 |
62.60 |
54.78 |
7.82 |
12.8% |
1.13 |
1.8% |
81% |
False |
False |
5,000 |
60 |
62.60 |
54.78 |
7.82 |
12.8% |
0.96 |
1.6% |
81% |
False |
False |
5,211 |
80 |
62.60 |
54.06 |
8.54 |
14.0% |
0.82 |
1.3% |
83% |
False |
False |
5,614 |
100 |
62.60 |
52.70 |
9.90 |
16.2% |
0.68 |
1.1% |
85% |
False |
False |
5,001 |
120 |
62.60 |
50.16 |
12.44 |
20.4% |
0.59 |
1.0% |
88% |
False |
False |
4,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.25 |
2.618 |
64.45 |
1.618 |
63.35 |
1.000 |
62.67 |
0.618 |
62.25 |
HIGH |
61.57 |
0.618 |
61.15 |
0.500 |
61.02 |
0.382 |
60.89 |
LOW |
60.47 |
0.618 |
59.79 |
1.000 |
59.37 |
1.618 |
58.69 |
2.618 |
57.59 |
4.250 |
55.80 |
|
|
Fisher Pivots for day following 28-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
61.09 |
61.54 |
PP |
61.05 |
61.40 |
S1 |
61.02 |
61.26 |
|