NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 16-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
46.09 |
46.92 |
0.83 |
1.8% |
43.54 |
High |
47.27 |
48.06 |
0.79 |
1.7% |
46.16 |
Low |
45.76 |
46.69 |
0.93 |
2.0% |
42.64 |
Close |
47.10 |
47.92 |
0.82 |
1.7% |
45.89 |
Range |
1.51 |
1.37 |
-0.14 |
-9.3% |
3.52 |
ATR |
1.58 |
1.56 |
-0.01 |
-0.9% |
0.00 |
Volume |
66,303 |
54,777 |
-11,526 |
-17.4% |
501,940 |
|
Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.67 |
51.16 |
48.67 |
|
R3 |
50.30 |
49.79 |
48.30 |
|
R2 |
48.93 |
48.93 |
48.17 |
|
R1 |
48.42 |
48.42 |
48.05 |
48.68 |
PP |
47.56 |
47.56 |
47.56 |
47.68 |
S1 |
47.05 |
47.05 |
47.79 |
47.31 |
S2 |
46.19 |
46.19 |
47.67 |
|
S3 |
44.82 |
45.68 |
47.54 |
|
S4 |
43.45 |
44.31 |
47.17 |
|
|
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 |
48.06 |
42.64 |
5.42 |
11.3% |
1.77 |
3.7% |
97% |
True |
False |
79,231 |
10 |
48.06 |
40.77 |
7.29 |
15.2% |
1.60 |
3.3% |
98% |
True |
False |
85,602 |
20 |
48.06 |
40.77 |
7.29 |
15.2% |
1.49 |
3.1% |
98% |
True |
False |
62,266 |
40 |
52.00 |
40.77 |
11.23 |
23.4% |
1.63 |
3.4% |
64% |
False |
False |
46,942 |
60 |
53.39 |
40.77 |
12.62 |
26.3% |
1.49 |
3.1% |
57% |
False |
False |
36,669 |
80 |
53.39 |
40.77 |
12.62 |
26.3% |
1.46 |
3.0% |
57% |
False |
False |
31,232 |
100 |
53.39 |
39.40 |
13.99 |
29.2% |
1.43 |
3.0% |
61% |
False |
False |
27,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.88 |
2.618 |
51.65 |
1.618 |
50.28 |
1.000 |
49.43 |
0.618 |
48.91 |
HIGH |
48.06 |
0.618 |
47.54 |
0.500 |
47.38 |
0.382 |
47.21 |
LOW |
46.69 |
0.618 |
45.84 |
1.000 |
45.32 |
1.618 |
44.47 |
2.618 |
43.10 |
4.250 |
40.87 |
|
|
Fisher Pivots for day following 16-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
47.74 |
47.42 |
PP |
47.56 |
46.92 |
S1 |
47.38 |
46.42 |
|