NYMEX Light Sweet Crude Oil Future February 2019
Trading Metrics calculated at close of trading on 20-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
57.19 |
57.51 |
0.32 |
0.6% |
61.06 |
High |
57.73 |
57.56 |
-0.17 |
-0.3% |
61.64 |
Low |
55.47 |
52.94 |
-2.53 |
-4.6% |
55.11 |
Close |
57.32 |
53.57 |
-3.75 |
-6.5% |
56.88 |
Range |
2.26 |
4.62 |
2.36 |
104.4% |
6.53 |
ATR |
2.06 |
2.24 |
0.18 |
8.9% |
0.00 |
Volume |
98,233 |
123,427 |
25,194 |
25.6% |
394,434 |
|
Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.55 |
65.68 |
56.11 |
|
R3 |
63.93 |
61.06 |
54.84 |
|
R2 |
59.31 |
59.31 |
54.42 |
|
R1 |
56.44 |
56.44 |
53.99 |
55.57 |
PP |
54.69 |
54.69 |
54.69 |
54.25 |
S1 |
51.82 |
51.82 |
53.15 |
50.95 |
S2 |
50.07 |
50.07 |
52.72 |
|
S3 |
45.45 |
47.20 |
52.30 |
|
S4 |
40.83 |
42.58 |
51.03 |
|
|
Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.47 |
73.70 |
60.47 |
|
R3 |
70.94 |
67.17 |
58.68 |
|
R2 |
64.41 |
64.41 |
58.08 |
|
R1 |
60.64 |
60.64 |
57.48 |
59.26 |
PP |
57.88 |
57.88 |
57.88 |
57.19 |
S1 |
54.11 |
54.11 |
56.28 |
52.73 |
S2 |
51.35 |
51.35 |
55.68 |
|
S3 |
44.82 |
47.58 |
55.08 |
|
S4 |
38.29 |
41.05 |
53.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.36 |
52.94 |
5.42 |
10.1% |
2.58 |
4.8% |
12% |
False |
True |
85,752 |
10 |
63.49 |
52.94 |
10.55 |
19.7% |
2.55 |
4.8% |
6% |
False |
True |
88,508 |
20 |
68.18 |
52.94 |
15.24 |
28.4% |
2.15 |
4.0% |
4% |
False |
True |
69,664 |
40 |
76.40 |
52.94 |
23.46 |
43.8% |
1.94 |
3.6% |
3% |
False |
True |
49,956 |
60 |
76.40 |
52.94 |
23.46 |
43.8% |
1.72 |
3.2% |
3% |
False |
True |
42,457 |
80 |
76.40 |
52.94 |
23.46 |
43.8% |
1.60 |
3.0% |
3% |
False |
True |
35,166 |
100 |
76.40 |
52.94 |
23.46 |
43.8% |
1.54 |
2.9% |
3% |
False |
True |
30,850 |
120 |
76.40 |
52.94 |
23.46 |
43.8% |
1.49 |
2.8% |
3% |
False |
True |
27,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.20 |
2.618 |
69.66 |
1.618 |
65.04 |
1.000 |
62.18 |
0.618 |
60.42 |
HIGH |
57.56 |
0.618 |
55.80 |
0.500 |
55.25 |
0.382 |
54.70 |
LOW |
52.94 |
0.618 |
50.08 |
1.000 |
48.32 |
1.618 |
45.46 |
2.618 |
40.84 |
4.250 |
33.31 |
|
|
Fisher Pivots for day following 20-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
55.25 |
55.65 |
PP |
54.69 |
54.96 |
S1 |
54.13 |
54.26 |
|