NYMEX Light Sweet Crude Oil Future May 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 46.88 47.41 0.53 1.1% 46.47
High 48.90 48.63 -0.27 -0.6% 48.00
Low 45.52 46.57 1.05 2.3% 43.46
Close 47.70 48.22 0.52 1.1% 46.27
Range 3.38 2.06 -1.32 -39.1% 4.54
ATR 2.49 2.46 -0.03 -1.2% 0.00
Volume 40,919 33,243 -7,676 -18.8% 112,573
Daily Pivots for day following 03-Jan-2019
Classic Woodie Camarilla DeMark
R4 53.99 53.16 49.35
R3 51.93 51.10 48.79
R2 49.87 49.87 48.60
R1 49.04 49.04 48.41 49.46
PP 47.81 47.81 47.81 48.01
S1 46.98 46.98 48.03 47.40
S2 45.75 45.75 47.84
S3 43.69 44.92 47.65
S4 41.63 42.86 47.09
Weekly Pivots for week ending 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 59.53 57.44 48.77
R3 54.99 52.90 47.52
R2 50.45 50.45 47.10
R1 48.36 48.36 46.69 47.14
PP 45.91 45.91 45.91 45.30
S1 43.82 43.82 45.85 42.60
S2 41.37 41.37 45.44
S3 36.83 39.28 45.02
S4 32.29 34.74 43.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.90 45.39 3.51 7.3% 2.20 4.6% 81% False False 29,242
10 49.40 43.46 5.94 12.3% 2.45 5.1% 80% False False 31,867
20 55.32 43.46 11.86 24.6% 2.47 5.1% 40% False False 31,757
40 63.93 43.46 20.47 42.5% 2.39 5.0% 23% False False 27,799
60 74.54 43.46 31.08 64.5% 2.13 4.4% 15% False False 23,318
80 75.80 43.46 32.34 67.1% 1.91 4.0% 15% False False 19,588
100 75.80 43.46 32.34 67.1% 1.71 3.5% 15% False False 16,359
120 75.80 43.46 32.34 67.1% 1.59 3.3% 15% False False 14,279
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.39
2.618 54.02
1.618 51.96
1.000 50.69
0.618 49.90
HIGH 48.63
0.618 47.84
0.500 47.60
0.382 47.36
LOW 46.57
0.618 45.30
1.000 44.51
1.618 43.24
2.618 41.18
4.250 37.82
Fisher Pivots for day following 03-Jan-2019
Pivot 1 day 3 day
R1 48.01 47.88
PP 47.81 47.55
S1 47.60 47.21

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

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