NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 17-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
47.58 |
48.43 |
0.85 |
1.8% |
44.23 |
High |
48.72 |
49.11 |
0.39 |
0.8% |
46.86 |
Low |
47.33 |
47.89 |
0.56 |
1.2% |
43.38 |
Close |
48.57 |
48.96 |
0.39 |
0.8% |
46.57 |
Range |
1.39 |
1.22 |
-0.17 |
-12.2% |
3.48 |
ATR |
1.56 |
1.54 |
-0.02 |
-1.6% |
0.00 |
Volume |
61,152 |
109,315 |
48,163 |
78.8% |
410,426 |
|
Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.31 |
51.86 |
49.63 |
|
R3 |
51.09 |
50.64 |
49.30 |
|
R2 |
49.87 |
49.87 |
49.18 |
|
R1 |
49.42 |
49.42 |
49.07 |
49.65 |
PP |
48.65 |
48.65 |
48.65 |
48.77 |
S1 |
48.20 |
48.20 |
48.85 |
48.43 |
S2 |
47.43 |
47.43 |
48.74 |
|
S3 |
46.21 |
46.98 |
48.62 |
|
S4 |
44.99 |
45.76 |
48.29 |
|
|
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 |
49.11 |
43.38 |
5.73 |
11.7% |
1.64 |
3.3% |
97% |
True |
False |
77,978 |
10 |
49.11 |
42.61 |
6.50 |
13.3% |
1.52 |
3.1% |
98% |
True |
False |
81,732 |
20 |
49.11 |
41.58 |
7.53 |
15.4% |
1.48 |
3.0% |
98% |
True |
False |
71,323 |
40 |
52.40 |
41.58 |
10.82 |
22.1% |
1.64 |
3.3% |
68% |
False |
False |
74,884 |
60 |
53.62 |
41.58 |
12.04 |
24.6% |
1.52 |
3.1% |
61% |
False |
False |
68,433 |
80 |
53.62 |
41.58 |
12.04 |
24.6% |
1.51 |
3.1% |
61% |
False |
False |
66,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.30 |
2.618 |
52.30 |
1.618 |
51.08 |
1.000 |
50.33 |
0.618 |
49.86 |
HIGH |
49.11 |
0.618 |
48.64 |
0.500 |
48.50 |
0.382 |
48.36 |
LOW |
47.89 |
0.618 |
47.14 |
1.000 |
46.67 |
1.618 |
45.92 |
2.618 |
44.70 |
4.250 |
42.71 |
|
|
Fisher Pivots for day following 17-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
48.81 |
48.56 |
PP |
48.65 |
48.16 |
S1 |
48.50 |
47.77 |
|