NYMEX Light Sweet Crude Oil Future March 2019


Trading Metrics calculated at close of trading on 31-Dec-2018
Day Change Summary
Previous Current
28-Dec-2018 31-Dec-2018 Change Change % Previous Week
Open 45.73 45.43 -0.30 -0.7% 45.74
High 46.50 46.80 0.30 0.6% 47.31
Low 44.70 45.03 0.33 0.7% 42.67
Close 45.60 45.72 0.12 0.3% 45.60
Range 1.80 1.77 -0.03 -1.7% 4.64
ATR 2.62 2.55 -0.06 -2.3% 0.00
Volume 86,780 78,642 -8,138 -9.4% 318,106
Daily Pivots for day following 31-Dec-2018
Classic Woodie Camarilla DeMark
R4 51.16 50.21 46.69
R3 49.39 48.44 46.21
R2 47.62 47.62 46.04
R1 46.67 46.67 45.88 47.15
PP 45.85 45.85 45.85 46.09
S1 44.90 44.90 45.56 45.38
S2 44.08 44.08 45.40
S3 42.31 43.13 45.23
S4 40.54 41.36 44.75
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 10.1% 2.85 6.2% 66% False False 79,349
10 52.43 42.67 9.76 21.3% 2.66 5.8% 31% False False 94,040
20 54.98 42.67 12.31 26.9% 2.53 5.5% 25% False False 93,817
40 64.43 42.67 21.76 47.6% 2.47 5.4% 14% False False 78,397
60 74.77 42.67 32.10 70.2% 2.23 4.9% 10% False False 64,844
80 76.29 42.67 33.62 73.5% 2.03 4.4% 9% False False 57,593
100 76.29 42.67 33.62 73.5% 1.86 4.1% 9% False False 49,657
120 76.29 42.67 33.62 73.5% 1.76 3.9% 9% False False 43,838
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 54.32
2.618 51.43
1.618 49.66
1.000 48.57
0.618 47.89
HIGH 46.80
0.618 46.12
0.500 45.92
0.382 45.71
LOW 45.03
0.618 43.94
1.000 43.26
1.618 42.17
2.618 40.40
4.250 37.51
Fisher Pivots for day following 31-Dec-2018
Pivot 1 day 3 day
R1 45.92 45.83
PP 45.85 45.79
S1 45.79 45.76

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

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