NYMEX Light Sweet Crude Oil Future March 2019


Trading Metrics calculated at close of trading on 28-Dec-2018
Day Change Summary
Previous Current
27-Dec-2018 28-Dec-2018 Change Change % Previous Week
Open 46.87 45.73 -1.14 -2.4% 45.74
High 47.01 46.50 -0.51 -1.1% 47.31
Low 44.65 44.70 0.05 0.1% 42.67
Close 44.90 45.60 0.70 1.6% 45.60
Range 2.36 1.80 -0.56 -23.7% 4.64
ATR 2.68 2.62 -0.06 -2.3% 0.00
Volume 79,697 86,780 7,083 8.9% 318,106
Daily Pivots for day following 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 51.00 50.10 46.59
R3 49.20 48.30 46.10
R2 47.40 47.40 45.93
R1 46.50 46.50 45.77 46.05
PP 45.60 45.60 45.60 45.38
S1 44.70 44.70 45.44 44.25
S2 43.80 43.80 45.27
S3 42.00 42.90 45.11
S4 40.20 41.10 44.61
Weekly Pivots for week ending 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 59.11 57.00 48.15
R3 54.47 52.36 46.88
R2 49.83 49.83 46.45
R1 47.72 47.72 46.03 46.46
PP 45.19 45.19 45.19 44.56
S1 43.08 43.08 45.17 41.82
S2 40.55 40.55 44.75
S3 35.91 38.44 44.32
S4 31.27 33.80 43.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.31 42.67 4.64 10.2% 2.83 6.2% 63% False False 84,961
10 53.42 42.67 10.75 23.6% 2.68 5.9% 27% False False 94,056
20 54.98 42.67 12.31 27.0% 2.54 5.6% 24% False False 92,772
40 65.78 42.67 23.11 50.7% 2.48 5.4% 13% False False 77,825
60 75.90 42.67 33.23 72.9% 2.24 4.9% 9% False False 64,146
80 76.29 42.67 33.62 73.7% 2.03 4.5% 9% False False 56,897
100 76.29 42.67 33.62 73.7% 1.87 4.1% 9% False False 49,094
120 76.29 42.67 33.62 73.7% 1.78 3.9% 9% False False 43,466
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 54.15
2.618 51.21
1.618 49.41
1.000 48.30
0.618 47.61
HIGH 46.50
0.618 45.81
0.500 45.60
0.382 45.39
LOW 44.70
0.618 43.59
1.000 42.90
1.618 41.79
2.618 39.99
4.250 37.05
Fisher Pivots for day following 28-Dec-2018
Pivot 1 day 3 day
R1 45.60 45.42
PP 45.60 45.24
S1 45.60 45.06

These figures are updated between 7pm and 10pm EST after a trading day.

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