NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 17-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
46.92 |
47.73 |
0.81 |
1.7% |
43.54 |
High |
48.06 |
48.40 |
0.34 |
0.7% |
46.16 |
Low |
46.69 |
47.23 |
0.54 |
1.2% |
42.64 |
Close |
47.92 |
48.27 |
0.35 |
0.7% |
45.89 |
Range |
1.37 |
1.17 |
-0.20 |
-14.6% |
3.52 |
ATR |
1.56 |
1.53 |
-0.03 |
-1.8% |
0.00 |
Volume |
54,777 |
91,837 |
37,060 |
67.7% |
501,940 |
|
Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.48 |
51.04 |
48.91 |
|
R3 |
50.31 |
49.87 |
48.59 |
|
R2 |
49.14 |
49.14 |
48.48 |
|
R1 |
48.70 |
48.70 |
48.38 |
48.92 |
PP |
47.97 |
47.97 |
47.97 |
48.08 |
S1 |
47.53 |
47.53 |
48.16 |
47.75 |
S2 |
46.80 |
46.80 |
48.06 |
|
S3 |
45.63 |
46.36 |
47.95 |
|
S4 |
44.46 |
45.19 |
47.63 |
|
|
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 |
48.40 |
42.64 |
5.76 |
11.9% |
1.63 |
3.4% |
98% |
True |
False |
75,725 |
10 |
48.40 |
41.91 |
6.49 |
13.4% |
1.52 |
3.1% |
98% |
True |
False |
88,415 |
20 |
48.40 |
40.77 |
7.63 |
15.8% |
1.48 |
3.1% |
98% |
True |
False |
64,691 |
40 |
52.00 |
40.77 |
11.23 |
23.3% |
1.62 |
3.4% |
67% |
False |
False |
48,745 |
60 |
53.39 |
40.77 |
12.62 |
26.1% |
1.50 |
3.1% |
59% |
False |
False |
37,954 |
80 |
53.39 |
40.77 |
12.62 |
26.1% |
1.46 |
3.0% |
59% |
False |
False |
32,213 |
100 |
53.39 |
39.40 |
13.99 |
29.0% |
1.43 |
3.0% |
63% |
False |
False |
28,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.37 |
2.618 |
51.46 |
1.618 |
50.29 |
1.000 |
49.57 |
0.618 |
49.12 |
HIGH |
48.40 |
0.618 |
47.95 |
0.500 |
47.82 |
0.382 |
47.68 |
LOW |
47.23 |
0.618 |
46.51 |
1.000 |
46.06 |
1.618 |
45.34 |
2.618 |
44.17 |
4.250 |
42.26 |
|
|
Fisher Pivots for day following 17-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
48.12 |
47.87 |
PP |
47.97 |
47.48 |
S1 |
47.82 |
47.08 |
|