NYMEX Light Sweet Crude Oil Future November 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 |
47.73 |
48.31 |
0.58 |
1.2% |
43.54 |
High |
48.40 |
49.70 |
1.30 |
2.7% |
46.16 |
Low |
47.23 |
48.01 |
0.78 |
1.7% |
42.64 |
Close |
48.27 |
49.56 |
1.29 |
2.7% |
45.89 |
Range |
1.17 |
1.69 |
0.52 |
44.4% |
3.52 |
ATR |
1.53 |
1.54 |
0.01 |
0.7% |
0.00 |
Volume |
91,837 |
73,518 |
-18,319 |
-19.9% |
501,940 |
|
Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.16 |
53.55 |
50.49 |
|
R3 |
52.47 |
51.86 |
50.02 |
|
R2 |
50.78 |
50.78 |
49.87 |
|
R1 |
50.17 |
50.17 |
49.71 |
50.48 |
PP |
49.09 |
49.09 |
49.09 |
49.24 |
S1 |
48.48 |
48.48 |
49.41 |
48.79 |
S2 |
47.40 |
47.40 |
49.25 |
|
S3 |
45.71 |
46.79 |
49.10 |
|
S4 |
44.02 |
45.10 |
48.63 |
|
|
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 |
49.70 |
44.77 |
4.93 |
9.9% |
1.43 |
2.9% |
97% |
True |
False |
71,008 |
10 |
49.70 |
42.63 |
7.07 |
14.3% |
1.52 |
3.1% |
98% |
True |
False |
88,241 |
20 |
49.70 |
40.77 |
8.93 |
18.0% |
1.48 |
3.0% |
98% |
True |
False |
66,898 |
40 |
52.00 |
40.77 |
11.23 |
22.7% |
1.62 |
3.3% |
78% |
False |
False |
49,755 |
60 |
53.39 |
40.77 |
12.62 |
25.5% |
1.50 |
3.0% |
70% |
False |
False |
38,823 |
80 |
53.39 |
40.77 |
12.62 |
25.5% |
1.47 |
3.0% |
70% |
False |
False |
33,012 |
100 |
53.39 |
39.40 |
13.99 |
28.2% |
1.45 |
2.9% |
73% |
False |
False |
28,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.88 |
2.618 |
54.12 |
1.618 |
52.43 |
1.000 |
51.39 |
0.618 |
50.74 |
HIGH |
49.70 |
0.618 |
49.05 |
0.500 |
48.86 |
0.382 |
48.66 |
LOW |
48.01 |
0.618 |
46.97 |
1.000 |
46.32 |
1.618 |
45.28 |
2.618 |
43.59 |
4.250 |
40.83 |
|
|
Fisher Pivots for day following 18-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
49.33 |
49.11 |
PP |
49.09 |
48.65 |
S1 |
48.86 |
48.20 |
|