NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 18-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
47.02 |
47.58 |
0.56 |
1.2% |
42.70 |
High |
47.68 |
49.05 |
1.37 |
2.9% |
45.47 |
Low |
46.50 |
47.28 |
0.78 |
1.7% |
41.85 |
Close |
47.52 |
48.89 |
1.37 |
2.9% |
45.18 |
Range |
1.18 |
1.77 |
0.59 |
50.0% |
3.62 |
ATR |
1.56 |
1.57 |
0.02 |
1.0% |
0.00 |
Volume |
397,540 |
474,898 |
77,358 |
19.5% |
1,201,039 |
|
Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.72 |
53.07 |
49.86 |
|
R3 |
51.95 |
51.30 |
49.38 |
|
R2 |
50.18 |
50.18 |
49.21 |
|
R1 |
49.53 |
49.53 |
49.05 |
49.86 |
PP |
48.41 |
48.41 |
48.41 |
48.57 |
S1 |
47.76 |
47.76 |
48.73 |
48.09 |
S2 |
46.64 |
46.64 |
48.57 |
|
S3 |
44.87 |
45.99 |
48.40 |
|
S4 |
43.10 |
44.22 |
47.92 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.03 |
53.72 |
47.17 |
|
R3 |
51.41 |
50.10 |
46.18 |
|
R2 |
47.79 |
47.79 |
45.84 |
|
R1 |
46.48 |
46.48 |
45.51 |
47.14 |
PP |
44.17 |
44.17 |
44.17 |
44.49 |
S1 |
42.86 |
42.86 |
44.85 |
43.52 |
S2 |
40.55 |
40.55 |
44.52 |
|
S3 |
36.93 |
39.24 |
44.18 |
|
S4 |
33.31 |
35.62 |
43.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.05 |
44.03 |
5.02 |
10.3% |
1.46 |
3.0% |
97% |
True |
False |
314,974 |
10 |
49.05 |
41.81 |
7.24 |
14.8% |
1.56 |
3.2% |
98% |
True |
False |
280,479 |
20 |
49.05 |
39.96 |
9.09 |
18.6% |
1.51 |
3.1% |
98% |
True |
False |
203,377 |
40 |
51.53 |
39.96 |
11.57 |
23.7% |
1.65 |
3.4% |
77% |
False |
False |
132,129 |
60 |
53.02 |
39.96 |
13.06 |
26.7% |
1.54 |
3.1% |
68% |
False |
False |
96,506 |
80 |
53.02 |
39.96 |
13.06 |
26.7% |
1.52 |
3.1% |
68% |
False |
False |
77,440 |
100 |
53.02 |
39.08 |
13.94 |
28.5% |
1.51 |
3.1% |
70% |
False |
False |
65,224 |
120 |
53.02 |
39.08 |
13.94 |
28.5% |
1.45 |
3.0% |
70% |
False |
False |
56,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.57 |
2.618 |
53.68 |
1.618 |
51.91 |
1.000 |
50.82 |
0.618 |
50.14 |
HIGH |
49.05 |
0.618 |
48.37 |
0.500 |
48.17 |
0.382 |
47.96 |
LOW |
47.28 |
0.618 |
46.19 |
1.000 |
45.51 |
1.618 |
44.42 |
2.618 |
42.65 |
4.250 |
39.76 |
|
|
Fisher Pivots for day following 18-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
48.65 |
48.44 |
PP |
48.41 |
47.98 |
S1 |
48.17 |
47.53 |
|