NYMEX Light Sweet Crude Oil Future March 2019


Trading Metrics calculated at close of trading on 03-Jan-2019
Day Change Summary
Previous Current
02-Jan-2019 03-Jan-2019 Change Change % Previous Week
Open 46.12 46.56 0.44 1.0% 45.74
High 48.10 47.81 -0.29 -0.6% 47.31
Low 44.67 45.70 1.03 2.3% 42.67
Close 46.86 47.40 0.54 1.2% 45.60
Range 3.43 2.11 -1.32 -38.5% 4.64
ATR 2.62 2.58 -0.04 -1.4% 0.00
Volume 149,758 135,797 -13,961 -9.3% 318,106
Daily Pivots for day following 03-Jan-2019
Classic Woodie Camarilla DeMark
R4 53.30 52.46 48.56
R3 51.19 50.35 47.98
R2 49.08 49.08 47.79
R1 48.24 48.24 47.59 48.66
PP 46.97 46.97 46.97 47.18
S1 46.13 46.13 47.21 46.55
S2 44.86 44.86 47.01
S3 42.75 44.02 46.82
S4 40.64 41.91 46.24
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 48.10 44.65 3.45 7.3% 2.29 4.8% 80% False False 106,134
10 48.68 42.67 6.01 12.7% 2.54 5.4% 79% False False 98,767
20 54.91 42.67 12.24 25.8% 2.60 5.5% 39% False False 100,367
40 63.63 42.67 20.96 44.2% 2.54 5.4% 23% False False 83,301
60 74.77 42.67 32.10 67.7% 2.28 4.8% 15% False False 68,560
80 76.29 42.67 33.62 70.9% 2.08 4.4% 14% False False 60,508
100 76.29 42.67 33.62 70.9% 1.89 4.0% 14% False False 52,176
120 76.29 42.67 33.62 70.9% 1.78 3.8% 14% False False 45,843
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.78
2.618 53.33
1.618 51.22
1.000 49.92
0.618 49.11
HIGH 47.81
0.618 47.00
0.500 46.76
0.382 46.51
LOW 45.70
0.618 44.40
1.000 43.59
1.618 42.29
2.618 40.18
4.250 36.73
Fisher Pivots for day following 03-Jan-2019
Pivot 1 day 3 day
R1 47.19 47.06
PP 46.97 46.72
S1 46.76 46.39

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

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