NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 18-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
48.43 |
48.94 |
0.51 |
1.1% |
44.23 |
High |
49.11 |
50.32 |
1.21 |
2.5% |
46.86 |
Low |
47.89 |
48.68 |
0.79 |
1.6% |
43.38 |
Close |
48.96 |
50.19 |
1.23 |
2.5% |
46.57 |
Range |
1.22 |
1.64 |
0.42 |
34.4% |
3.48 |
ATR |
1.54 |
1.55 |
0.01 |
0.5% |
0.00 |
Volume |
109,315 |
82,448 |
-26,867 |
-24.6% |
410,426 |
|
Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.65 |
54.06 |
51.09 |
|
R3 |
53.01 |
52.42 |
50.64 |
|
R2 |
51.37 |
51.37 |
50.49 |
|
R1 |
50.78 |
50.78 |
50.34 |
51.08 |
PP |
49.73 |
49.73 |
49.73 |
49.88 |
S1 |
49.14 |
49.14 |
50.04 |
49.44 |
S2 |
48.09 |
48.09 |
49.89 |
|
S3 |
46.45 |
47.50 |
49.74 |
|
S4 |
44.81 |
45.86 |
49.29 |
|
|
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 |
50.32 |
45.47 |
4.85 |
9.7% |
1.43 |
2.8% |
97% |
True |
False |
77,766 |
10 |
50.32 |
43.37 |
6.95 |
13.8% |
1.52 |
3.0% |
98% |
True |
False |
79,947 |
20 |
50.32 |
41.58 |
8.74 |
17.4% |
1.48 |
2.9% |
99% |
True |
False |
72,787 |
40 |
52.40 |
41.58 |
10.82 |
21.6% |
1.63 |
3.3% |
80% |
False |
False |
74,783 |
60 |
53.62 |
41.58 |
12.04 |
24.0% |
1.53 |
3.0% |
72% |
False |
False |
68,826 |
80 |
53.62 |
41.58 |
12.04 |
24.0% |
1.51 |
3.0% |
72% |
False |
False |
66,535 |
100 |
53.62 |
39.70 |
13.92 |
27.7% |
1.52 |
3.0% |
75% |
False |
False |
64,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.29 |
2.618 |
54.61 |
1.618 |
52.97 |
1.000 |
51.96 |
0.618 |
51.33 |
HIGH |
50.32 |
0.618 |
49.69 |
0.500 |
49.50 |
0.382 |
49.31 |
LOW |
48.68 |
0.618 |
47.67 |
1.000 |
47.04 |
1.618 |
46.03 |
2.618 |
44.39 |
4.250 |
41.71 |
|
|
Fisher Pivots for day following 18-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
49.96 |
49.74 |
PP |
49.73 |
49.28 |
S1 |
49.50 |
48.83 |
|