NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 15-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
44.94 |
46.09 |
1.15 |
2.6% |
43.54 |
High |
46.16 |
47.27 |
1.11 |
2.4% |
46.16 |
Low |
44.77 |
45.76 |
0.99 |
2.2% |
42.64 |
Close |
45.89 |
47.10 |
1.21 |
2.6% |
45.89 |
Range |
1.39 |
1.51 |
0.12 |
8.6% |
3.52 |
ATR |
1.58 |
1.58 |
-0.01 |
-0.3% |
0.00 |
Volume |
68,608 |
66,303 |
-2,305 |
-3.4% |
501,940 |
|
Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.24 |
50.68 |
47.93 |
|
R3 |
49.73 |
49.17 |
47.52 |
|
R2 |
48.22 |
48.22 |
47.38 |
|
R1 |
47.66 |
47.66 |
47.24 |
47.94 |
PP |
46.71 |
46.71 |
46.71 |
46.85 |
S1 |
46.15 |
46.15 |
46.96 |
46.43 |
S2 |
45.20 |
45.20 |
46.82 |
|
S3 |
43.69 |
44.64 |
46.68 |
|
S4 |
42.18 |
43.13 |
46.27 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.46 |
54.19 |
47.83 |
|
R3 |
51.94 |
50.67 |
46.86 |
|
R2 |
48.42 |
48.42 |
46.54 |
|
R1 |
47.15 |
47.15 |
46.21 |
47.79 |
PP |
44.90 |
44.90 |
44.90 |
45.21 |
S1 |
43.63 |
43.63 |
45.57 |
44.27 |
S2 |
41.38 |
41.38 |
45.24 |
|
S3 |
37.86 |
40.11 |
44.92 |
|
S4 |
34.34 |
36.59 |
43.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.27 |
42.64 |
4.63 |
9.8% |
1.70 |
3.6% |
96% |
True |
False |
88,427 |
10 |
47.27 |
40.77 |
6.50 |
13.8% |
1.62 |
3.4% |
97% |
True |
False |
84,449 |
20 |
47.66 |
40.77 |
6.89 |
14.6% |
1.47 |
3.1% |
92% |
False |
False |
60,990 |
40 |
52.00 |
40.77 |
11.23 |
23.8% |
1.63 |
3.5% |
56% |
False |
False |
45,975 |
60 |
53.39 |
40.77 |
12.62 |
26.8% |
1.49 |
3.2% |
50% |
False |
False |
35,941 |
80 |
53.39 |
40.77 |
12.62 |
26.8% |
1.45 |
3.1% |
50% |
False |
False |
30,659 |
100 |
53.39 |
39.40 |
13.99 |
29.7% |
1.43 |
3.0% |
55% |
False |
False |
26,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.69 |
2.618 |
51.22 |
1.618 |
49.71 |
1.000 |
48.78 |
0.618 |
48.20 |
HIGH |
47.27 |
0.618 |
46.69 |
0.500 |
46.52 |
0.382 |
46.34 |
LOW |
45.76 |
0.618 |
44.83 |
1.000 |
44.25 |
1.618 |
43.32 |
2.618 |
41.81 |
4.250 |
39.34 |
|
|
Fisher Pivots for day following 15-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
46.91 |
46.39 |
PP |
46.71 |
45.67 |
S1 |
46.52 |
44.96 |
|