NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
48.31 |
49.57 |
1.26 |
2.6% |
46.09 |
| High |
49.70 |
50.00 |
0.30 |
0.6% |
50.00 |
| Low |
48.01 |
49.18 |
1.17 |
2.4% |
45.76 |
| Close |
49.56 |
49.73 |
0.17 |
0.3% |
49.73 |
| Range |
1.69 |
0.82 |
-0.87 |
-51.5% |
4.24 |
| ATR |
1.54 |
1.49 |
-0.05 |
-3.3% |
0.00 |
| Volume |
73,518 |
83,403 |
9,885 |
13.4% |
369,838 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.10 |
51.73 |
50.18 |
|
| R3 |
51.28 |
50.91 |
49.96 |
|
| R2 |
50.46 |
50.46 |
49.88 |
|
| R1 |
50.09 |
50.09 |
49.81 |
50.28 |
| PP |
49.64 |
49.64 |
49.64 |
49.73 |
| S1 |
49.27 |
49.27 |
49.65 |
49.46 |
| S2 |
48.82 |
48.82 |
49.58 |
|
| S3 |
48.00 |
48.45 |
49.50 |
|
| S4 |
47.18 |
47.63 |
49.28 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.22 |
59.71 |
52.06 |
|
| R3 |
56.98 |
55.47 |
50.90 |
|
| R2 |
52.74 |
52.74 |
50.51 |
|
| R1 |
51.23 |
51.23 |
50.12 |
51.99 |
| PP |
48.50 |
48.50 |
48.50 |
48.87 |
| S1 |
46.99 |
46.99 |
49.34 |
47.75 |
| S2 |
44.26 |
44.26 |
48.95 |
|
| S3 |
40.02 |
42.75 |
48.56 |
|
| S4 |
35.78 |
38.51 |
47.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.00 |
45.76 |
4.24 |
8.5% |
1.31 |
2.6% |
94% |
True |
False |
73,967 |
| 10 |
50.00 |
42.64 |
7.36 |
14.8% |
1.50 |
3.0% |
96% |
True |
False |
87,177 |
| 20 |
50.00 |
40.77 |
9.23 |
18.6% |
1.46 |
2.9% |
97% |
True |
False |
69,841 |
| 40 |
52.00 |
40.77 |
11.23 |
22.6% |
1.61 |
3.2% |
80% |
False |
False |
51,387 |
| 60 |
53.39 |
40.77 |
12.62 |
25.4% |
1.50 |
3.0% |
71% |
False |
False |
39,989 |
| 80 |
53.39 |
40.77 |
12.62 |
25.4% |
1.46 |
2.9% |
71% |
False |
False |
33,939 |
| 100 |
53.39 |
39.40 |
13.99 |
28.1% |
1.44 |
2.9% |
74% |
False |
False |
29,655 |
| 120 |
53.39 |
39.40 |
13.99 |
28.1% |
1.38 |
2.8% |
74% |
False |
False |
26,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.49 |
|
2.618 |
52.15 |
|
1.618 |
51.33 |
|
1.000 |
50.82 |
|
0.618 |
50.51 |
|
HIGH |
50.00 |
|
0.618 |
49.69 |
|
0.500 |
49.59 |
|
0.382 |
49.49 |
|
LOW |
49.18 |
|
0.618 |
48.67 |
|
1.000 |
48.36 |
|
1.618 |
47.85 |
|
2.618 |
47.03 |
|
4.250 |
45.70 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.68 |
49.36 |
| PP |
49.64 |
48.99 |
| S1 |
49.59 |
48.62 |
|