NYMEX Light Sweet Crude Oil Future May 2019
Trading Metrics calculated at close of trading on 27-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2019 |
27-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
59.12 |
60.03 |
0.91 |
1.5% |
58.75 |
High |
60.38 |
60.22 |
-0.16 |
-0.3% |
60.39 |
Low |
59.04 |
58.81 |
-0.23 |
-0.4% |
58.28 |
Close |
59.94 |
59.41 |
-0.53 |
-0.9% |
59.04 |
Range |
1.34 |
1.41 |
0.07 |
5.2% |
2.11 |
ATR |
1.37 |
1.37 |
0.00 |
0.2% |
0.00 |
Volume |
685,988 |
732,150 |
46,162 |
6.7% |
3,295,402 |
|
Daily Pivots for day following 27-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.71 |
62.97 |
60.19 |
|
R3 |
62.30 |
61.56 |
59.80 |
|
R2 |
60.89 |
60.89 |
59.67 |
|
R1 |
60.15 |
60.15 |
59.54 |
59.82 |
PP |
59.48 |
59.48 |
59.48 |
59.31 |
S1 |
58.74 |
58.74 |
59.28 |
58.41 |
S2 |
58.07 |
58.07 |
59.15 |
|
S3 |
56.66 |
57.33 |
59.02 |
|
S4 |
55.25 |
55.92 |
58.63 |
|
|
Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.57 |
64.41 |
60.20 |
|
R3 |
63.46 |
62.30 |
59.62 |
|
R2 |
61.35 |
61.35 |
59.43 |
|
R1 |
60.19 |
60.19 |
59.23 |
60.77 |
PP |
59.24 |
59.24 |
59.24 |
59.53 |
S1 |
58.08 |
58.08 |
58.85 |
58.66 |
S2 |
57.13 |
57.13 |
58.65 |
|
S3 |
55.02 |
55.97 |
58.46 |
|
S4 |
52.91 |
53.86 |
57.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.39 |
58.17 |
2.22 |
3.7% |
1.29 |
2.2% |
56% |
False |
False |
703,551 |
10 |
60.39 |
58.03 |
2.36 |
4.0% |
1.23 |
2.1% |
58% |
False |
False |
592,867 |
20 |
60.39 |
54.87 |
5.52 |
9.3% |
1.25 |
2.1% |
82% |
False |
False |
375,931 |
40 |
60.39 |
52.16 |
8.23 |
13.9% |
1.42 |
2.4% |
88% |
False |
False |
241,744 |
60 |
60.39 |
45.52 |
14.87 |
25.0% |
1.56 |
2.6% |
93% |
False |
False |
175,883 |
80 |
60.39 |
43.46 |
16.93 |
28.5% |
1.77 |
3.0% |
94% |
False |
False |
139,678 |
100 |
66.02 |
43.46 |
22.56 |
38.0% |
1.87 |
3.1% |
71% |
False |
False |
116,244 |
120 |
75.50 |
43.46 |
32.04 |
53.9% |
1.82 |
3.1% |
50% |
False |
False |
99,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.21 |
2.618 |
63.91 |
1.618 |
62.50 |
1.000 |
61.63 |
0.618 |
61.09 |
HIGH |
60.22 |
0.618 |
59.68 |
0.500 |
59.52 |
0.382 |
59.35 |
LOW |
58.81 |
0.618 |
57.94 |
1.000 |
57.40 |
1.618 |
56.53 |
2.618 |
55.12 |
4.250 |
52.82 |
|
|
Fisher Pivots for day following 27-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
59.52 |
59.37 |
PP |
59.48 |
59.32 |
S1 |
59.45 |
59.28 |
|