NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
48.94 |
50.17 |
1.23 |
2.5% |
46.75 |
| High |
50.32 |
50.59 |
0.27 |
0.5% |
50.59 |
| Low |
48.68 |
49.77 |
1.09 |
2.2% |
46.42 |
| Close |
50.19 |
50.32 |
0.13 |
0.3% |
50.32 |
| Range |
1.64 |
0.82 |
-0.82 |
-50.0% |
4.17 |
| ATR |
1.55 |
1.49 |
-0.05 |
-3.4% |
0.00 |
| Volume |
82,448 |
89,973 |
7,525 |
9.1% |
408,690 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.69 |
52.32 |
50.77 |
|
| R3 |
51.87 |
51.50 |
50.55 |
|
| R2 |
51.05 |
51.05 |
50.47 |
|
| R1 |
50.68 |
50.68 |
50.40 |
50.87 |
| PP |
50.23 |
50.23 |
50.23 |
50.32 |
| S1 |
49.86 |
49.86 |
50.24 |
50.05 |
| S2 |
49.41 |
49.41 |
50.17 |
|
| S3 |
48.59 |
49.04 |
50.09 |
|
| S4 |
47.77 |
48.22 |
49.87 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.62 |
60.14 |
52.61 |
|
| R3 |
57.45 |
55.97 |
51.47 |
|
| R2 |
53.28 |
53.28 |
51.08 |
|
| R1 |
51.80 |
51.80 |
50.70 |
52.54 |
| PP |
49.11 |
49.11 |
49.11 |
49.48 |
| S1 |
47.63 |
47.63 |
49.94 |
48.37 |
| S2 |
44.94 |
44.94 |
49.56 |
|
| S3 |
40.77 |
43.46 |
49.17 |
|
| S4 |
36.60 |
39.29 |
48.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.59 |
46.42 |
4.17 |
8.3% |
1.32 |
2.6% |
94% |
True |
False |
81,738 |
| 10 |
50.59 |
43.38 |
7.21 |
14.3% |
1.50 |
3.0% |
96% |
True |
False |
81,911 |
| 20 |
50.59 |
41.58 |
9.01 |
17.9% |
1.46 |
2.9% |
97% |
True |
False |
75,343 |
| 40 |
52.40 |
41.58 |
10.82 |
21.5% |
1.62 |
3.2% |
81% |
False |
False |
75,388 |
| 60 |
53.62 |
41.58 |
12.04 |
23.9% |
1.52 |
3.0% |
73% |
False |
False |
69,421 |
| 80 |
53.62 |
41.58 |
12.04 |
23.9% |
1.50 |
3.0% |
73% |
False |
False |
66,918 |
| 100 |
53.62 |
39.70 |
13.92 |
27.7% |
1.52 |
3.0% |
76% |
False |
False |
65,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.08 |
|
2.618 |
52.74 |
|
1.618 |
51.92 |
|
1.000 |
51.41 |
|
0.618 |
51.10 |
|
HIGH |
50.59 |
|
0.618 |
50.28 |
|
0.500 |
50.18 |
|
0.382 |
50.08 |
|
LOW |
49.77 |
|
0.618 |
49.26 |
|
1.000 |
48.95 |
|
1.618 |
48.44 |
|
2.618 |
47.62 |
|
4.250 |
46.29 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.27 |
49.96 |
| PP |
50.23 |
49.60 |
| S1 |
50.18 |
49.24 |
|