NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 16-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
46.75 |
47.58 |
0.83 |
1.8% |
44.23 |
High |
47.93 |
48.72 |
0.79 |
1.6% |
46.86 |
Low |
46.42 |
47.33 |
0.91 |
2.0% |
43.38 |
Close |
47.77 |
48.57 |
0.80 |
1.7% |
46.57 |
Range |
1.51 |
1.39 |
-0.12 |
-7.9% |
3.48 |
ATR |
1.58 |
1.56 |
-0.01 |
-0.8% |
0.00 |
Volume |
65,802 |
61,152 |
-4,650 |
-7.1% |
410,426 |
|
Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.38 |
51.86 |
49.33 |
|
R3 |
50.99 |
50.47 |
48.95 |
|
R2 |
49.60 |
49.60 |
48.82 |
|
R1 |
49.08 |
49.08 |
48.70 |
49.34 |
PP |
48.21 |
48.21 |
48.21 |
48.34 |
S1 |
47.69 |
47.69 |
48.44 |
47.95 |
S2 |
46.82 |
46.82 |
48.32 |
|
S3 |
45.43 |
46.30 |
48.19 |
|
S4 |
44.04 |
44.91 |
47.81 |
|
|
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 |
48.72 |
43.38 |
5.34 |
11.0% |
1.77 |
3.6% |
97% |
True |
False |
73,950 |
10 |
48.72 |
41.58 |
7.14 |
14.7% |
1.59 |
3.3% |
98% |
True |
False |
77,818 |
20 |
48.72 |
41.58 |
7.14 |
14.7% |
1.49 |
3.1% |
98% |
True |
False |
69,740 |
40 |
52.40 |
41.58 |
10.82 |
22.3% |
1.65 |
3.4% |
65% |
False |
False |
74,087 |
60 |
53.62 |
41.58 |
12.04 |
24.8% |
1.52 |
3.1% |
58% |
False |
False |
67,237 |
80 |
53.62 |
41.58 |
12.04 |
24.8% |
1.51 |
3.1% |
58% |
False |
False |
65,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.63 |
2.618 |
52.36 |
1.618 |
50.97 |
1.000 |
50.11 |
0.618 |
49.58 |
HIGH |
48.72 |
0.618 |
48.19 |
0.500 |
48.03 |
0.382 |
47.86 |
LOW |
47.33 |
0.618 |
46.47 |
1.000 |
45.94 |
1.618 |
45.08 |
2.618 |
43.69 |
4.250 |
41.42 |
|
|
Fisher Pivots for day following 16-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
48.39 |
48.08 |
PP |
48.21 |
47.59 |
S1 |
48.03 |
47.10 |
|