NYMEX Light Sweet Crude Oil Future March 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 |
57.43 |
57.61 |
0.18 |
0.3% |
61.22 |
High |
57.90 |
57.66 |
-0.24 |
-0.4% |
61.82 |
Low |
55.65 |
53.08 |
-2.57 |
-4.6% |
55.34 |
Close |
57.43 |
53.71 |
-3.72 |
-6.5% |
57.07 |
Range |
2.25 |
4.58 |
2.33 |
103.6% |
6.48 |
ATR |
2.02 |
2.20 |
0.18 |
9.1% |
0.00 |
Volume |
77,100 |
97,390 |
20,290 |
26.3% |
328,981 |
|
Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.56 |
65.71 |
56.23 |
|
R3 |
63.98 |
61.13 |
54.97 |
|
R2 |
59.40 |
59.40 |
54.55 |
|
R1 |
56.55 |
56.55 |
54.13 |
55.69 |
PP |
54.82 |
54.82 |
54.82 |
54.38 |
S1 |
51.97 |
51.97 |
53.29 |
51.11 |
S2 |
50.24 |
50.24 |
52.87 |
|
S3 |
45.66 |
47.39 |
52.45 |
|
S4 |
41.08 |
42.81 |
51.19 |
|
|
Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.52 |
73.77 |
60.63 |
|
R3 |
71.04 |
67.29 |
58.85 |
|
R2 |
64.56 |
64.56 |
58.26 |
|
R1 |
60.81 |
60.81 |
57.66 |
59.45 |
PP |
58.08 |
58.08 |
58.08 |
57.39 |
S1 |
54.33 |
54.33 |
56.48 |
52.97 |
S2 |
51.60 |
51.60 |
55.88 |
|
S3 |
45.12 |
47.85 |
55.29 |
|
S4 |
38.64 |
41.37 |
53.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.55 |
53.08 |
5.47 |
10.2% |
2.52 |
4.7% |
12% |
False |
True |
69,319 |
10 |
63.63 |
53.08 |
10.55 |
19.6% |
2.50 |
4.7% |
6% |
False |
True |
73,278 |
20 |
68.22 |
53.08 |
15.14 |
28.2% |
2.10 |
3.9% |
4% |
False |
True |
59,077 |
40 |
76.29 |
53.08 |
23.21 |
43.2% |
1.91 |
3.6% |
3% |
False |
True |
45,926 |
60 |
76.29 |
53.08 |
23.21 |
43.2% |
1.69 |
3.1% |
3% |
False |
True |
41,647 |
80 |
76.29 |
53.08 |
23.21 |
43.2% |
1.59 |
3.0% |
3% |
False |
True |
35,323 |
100 |
76.29 |
53.08 |
23.21 |
43.2% |
1.52 |
2.8% |
3% |
False |
True |
31,496 |
120 |
76.29 |
53.08 |
23.21 |
43.2% |
1.47 |
2.7% |
3% |
False |
True |
29,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.13 |
2.618 |
69.65 |
1.618 |
65.07 |
1.000 |
62.24 |
0.618 |
60.49 |
HIGH |
57.66 |
0.618 |
55.91 |
0.500 |
55.37 |
0.382 |
54.83 |
LOW |
53.08 |
0.618 |
50.25 |
1.000 |
48.50 |
1.618 |
45.67 |
2.618 |
41.09 |
4.250 |
33.62 |
|
|
Fisher Pivots for day following 20-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
55.37 |
55.82 |
PP |
54.82 |
55.11 |
S1 |
54.26 |
54.41 |
|