NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 15-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
45.69 |
46.75 |
1.06 |
2.3% |
44.23 |
High |
46.86 |
47.93 |
1.07 |
2.3% |
46.86 |
Low |
45.47 |
46.42 |
0.95 |
2.1% |
43.38 |
Close |
46.57 |
47.77 |
1.20 |
2.6% |
46.57 |
Range |
1.39 |
1.51 |
0.12 |
8.6% |
3.48 |
ATR |
1.58 |
1.58 |
-0.01 |
-0.3% |
0.00 |
Volume |
70,116 |
65,802 |
-4,314 |
-6.2% |
410,426 |
|
Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.90 |
51.35 |
48.60 |
|
R3 |
50.39 |
49.84 |
48.19 |
|
R2 |
48.88 |
48.88 |
48.05 |
|
R1 |
48.33 |
48.33 |
47.91 |
48.61 |
PP |
47.37 |
47.37 |
47.37 |
47.51 |
S1 |
46.82 |
46.82 |
47.63 |
47.10 |
S2 |
45.86 |
45.86 |
47.49 |
|
S3 |
44.35 |
45.31 |
47.35 |
|
S4 |
42.84 |
43.80 |
46.94 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.04 |
54.79 |
48.48 |
|
R3 |
52.56 |
51.31 |
47.53 |
|
R2 |
49.08 |
49.08 |
47.21 |
|
R1 |
47.83 |
47.83 |
46.89 |
48.46 |
PP |
45.60 |
45.60 |
45.60 |
45.92 |
S1 |
44.35 |
44.35 |
46.25 |
44.98 |
S2 |
42.12 |
42.12 |
45.93 |
|
S3 |
38.64 |
40.87 |
45.61 |
|
S4 |
35.16 |
37.39 |
44.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.93 |
43.38 |
4.55 |
9.5% |
1.70 |
3.6% |
96% |
True |
False |
75,296 |
10 |
47.93 |
41.58 |
6.35 |
13.3% |
1.61 |
3.4% |
97% |
True |
False |
77,551 |
20 |
48.33 |
41.58 |
6.75 |
14.1% |
1.46 |
3.1% |
92% |
False |
False |
69,431 |
40 |
52.40 |
41.58 |
10.82 |
22.7% |
1.65 |
3.4% |
57% |
False |
False |
73,760 |
60 |
53.62 |
41.58 |
12.04 |
25.2% |
1.52 |
3.2% |
51% |
False |
False |
66,765 |
80 |
53.62 |
41.58 |
12.04 |
25.2% |
1.51 |
3.2% |
51% |
False |
False |
65,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.35 |
2.618 |
51.88 |
1.618 |
50.37 |
1.000 |
49.44 |
0.618 |
48.86 |
HIGH |
47.93 |
0.618 |
47.35 |
0.500 |
47.18 |
0.382 |
47.00 |
LOW |
46.42 |
0.618 |
45.49 |
1.000 |
44.91 |
1.618 |
43.98 |
2.618 |
42.47 |
4.250 |
40.00 |
|
|
Fisher Pivots for day following 15-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
47.57 |
47.07 |
PP |
47.37 |
46.36 |
S1 |
47.18 |
45.66 |
|