NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
49.57 |
49.58 |
0.01 |
0.0% |
46.09 |
| High |
50.00 |
49.62 |
-0.38 |
-0.8% |
50.00 |
| Low |
49.18 |
47.98 |
-1.20 |
-2.4% |
45.76 |
| Close |
49.73 |
48.03 |
-1.70 |
-3.4% |
49.73 |
| Range |
0.82 |
1.64 |
0.82 |
100.0% |
4.24 |
| ATR |
1.49 |
1.51 |
0.02 |
1.2% |
0.00 |
| Volume |
83,403 |
94,537 |
11,134 |
13.3% |
369,838 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.46 |
52.39 |
48.93 |
|
| R3 |
51.82 |
50.75 |
48.48 |
|
| R2 |
50.18 |
50.18 |
48.33 |
|
| R1 |
49.11 |
49.11 |
48.18 |
48.83 |
| PP |
48.54 |
48.54 |
48.54 |
48.40 |
| S1 |
47.47 |
47.47 |
47.88 |
47.19 |
| S2 |
46.90 |
46.90 |
47.73 |
|
| S3 |
45.26 |
45.83 |
47.58 |
|
| S4 |
43.62 |
44.19 |
47.13 |
|
|
| 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 |
46.69 |
3.31 |
6.9% |
1.34 |
2.8% |
40% |
False |
False |
79,614 |
| 10 |
50.00 |
42.64 |
7.36 |
15.3% |
1.52 |
3.2% |
73% |
False |
False |
84,021 |
| 20 |
50.00 |
40.77 |
9.23 |
19.2% |
1.48 |
3.1% |
79% |
False |
False |
72,800 |
| 40 |
51.81 |
40.77 |
11.04 |
23.0% |
1.57 |
3.3% |
66% |
False |
False |
53,028 |
| 60 |
53.39 |
40.77 |
12.62 |
26.3% |
1.51 |
3.2% |
58% |
False |
False |
41,319 |
| 80 |
53.39 |
40.77 |
12.62 |
26.3% |
1.47 |
3.1% |
58% |
False |
False |
35,039 |
| 100 |
53.39 |
39.40 |
13.99 |
29.1% |
1.45 |
3.0% |
62% |
False |
False |
30,535 |
| 120 |
53.39 |
39.40 |
13.99 |
29.1% |
1.38 |
2.9% |
62% |
False |
False |
26,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.59 |
|
2.618 |
53.91 |
|
1.618 |
52.27 |
|
1.000 |
51.26 |
|
0.618 |
50.63 |
|
HIGH |
49.62 |
|
0.618 |
48.99 |
|
0.500 |
48.80 |
|
0.382 |
48.61 |
|
LOW |
47.98 |
|
0.618 |
46.97 |
|
1.000 |
46.34 |
|
1.618 |
45.33 |
|
2.618 |
43.69 |
|
4.250 |
41.01 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.80 |
48.99 |
| PP |
48.54 |
48.67 |
| S1 |
48.29 |
48.35 |
|