NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 23-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
49.58 |
48.02 |
-1.56 |
-3.1% |
46.09 |
High |
49.62 |
48.98 |
-0.64 |
-1.3% |
50.00 |
Low |
47.98 |
47.27 |
-0.71 |
-1.5% |
45.76 |
Close |
48.03 |
48.75 |
0.72 |
1.5% |
49.73 |
Range |
1.64 |
1.71 |
0.07 |
4.3% |
4.24 |
ATR |
1.51 |
1.52 |
0.01 |
0.9% |
0.00 |
Volume |
94,537 |
113,062 |
18,525 |
19.6% |
369,838 |
|
Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.46 |
52.82 |
49.69 |
|
R3 |
51.75 |
51.11 |
49.22 |
|
R2 |
50.04 |
50.04 |
49.06 |
|
R1 |
49.40 |
49.40 |
48.91 |
49.72 |
PP |
48.33 |
48.33 |
48.33 |
48.50 |
S1 |
47.69 |
47.69 |
48.59 |
48.01 |
S2 |
46.62 |
46.62 |
48.44 |
|
S3 |
44.91 |
45.98 |
48.28 |
|
S4 |
43.20 |
44.27 |
47.81 |
|
|
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 |
47.23 |
2.77 |
5.7% |
1.41 |
2.9% |
55% |
False |
False |
91,271 |
10 |
50.00 |
42.64 |
7.36 |
15.1% |
1.59 |
3.3% |
83% |
False |
False |
85,251 |
20 |
50.00 |
40.77 |
9.23 |
18.9% |
1.52 |
3.1% |
86% |
False |
False |
76,104 |
40 |
51.81 |
40.77 |
11.04 |
22.6% |
1.56 |
3.2% |
72% |
False |
False |
55,338 |
60 |
53.39 |
40.77 |
12.62 |
25.9% |
1.53 |
3.1% |
63% |
False |
False |
43,084 |
80 |
53.39 |
40.77 |
12.62 |
25.9% |
1.48 |
3.0% |
63% |
False |
False |
36,302 |
100 |
53.39 |
39.40 |
13.99 |
28.7% |
1.45 |
3.0% |
67% |
False |
False |
31,560 |
120 |
53.39 |
39.40 |
13.99 |
28.7% |
1.39 |
2.9% |
67% |
False |
False |
27,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.25 |
2.618 |
53.46 |
1.618 |
51.75 |
1.000 |
50.69 |
0.618 |
50.04 |
HIGH |
48.98 |
0.618 |
48.33 |
0.500 |
48.13 |
0.382 |
47.92 |
LOW |
47.27 |
0.618 |
46.21 |
1.000 |
45.56 |
1.618 |
44.50 |
2.618 |
42.79 |
4.250 |
40.00 |
|
|
Fisher Pivots for day following 23-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
48.54 |
48.71 |
PP |
48.33 |
48.67 |
S1 |
48.13 |
48.64 |
|