NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 22-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
50.17 |
50.19 |
0.02 |
0.0% |
46.75 |
High |
50.59 |
50.20 |
-0.39 |
-0.8% |
50.59 |
Low |
49.77 |
48.58 |
-1.19 |
-2.4% |
46.42 |
Close |
50.32 |
48.64 |
-1.68 |
-3.3% |
50.32 |
Range |
0.82 |
1.62 |
0.80 |
97.6% |
4.17 |
ATR |
1.49 |
1.51 |
0.02 |
1.2% |
0.00 |
Volume |
89,973 |
71,781 |
-18,192 |
-20.2% |
408,690 |
|
Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.00 |
52.94 |
49.53 |
|
R3 |
52.38 |
51.32 |
49.09 |
|
R2 |
50.76 |
50.76 |
48.94 |
|
R1 |
49.70 |
49.70 |
48.79 |
49.42 |
PP |
49.14 |
49.14 |
49.14 |
49.00 |
S1 |
48.08 |
48.08 |
48.49 |
47.80 |
S2 |
47.52 |
47.52 |
48.34 |
|
S3 |
45.90 |
46.46 |
48.19 |
|
S4 |
44.28 |
44.84 |
47.75 |
|
|
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 |
47.33 |
3.26 |
6.7% |
1.34 |
2.8% |
40% |
False |
False |
82,933 |
10 |
50.59 |
43.38 |
7.21 |
14.8% |
1.52 |
3.1% |
73% |
False |
False |
79,115 |
20 |
50.59 |
41.58 |
9.01 |
18.5% |
1.47 |
3.0% |
78% |
False |
False |
76,110 |
40 |
52.30 |
41.58 |
10.72 |
22.0% |
1.58 |
3.2% |
66% |
False |
False |
74,427 |
60 |
53.62 |
41.58 |
12.04 |
24.8% |
1.53 |
3.2% |
59% |
False |
False |
69,632 |
80 |
53.62 |
41.58 |
12.04 |
24.8% |
1.50 |
3.1% |
59% |
False |
False |
67,252 |
100 |
53.62 |
39.70 |
13.92 |
28.6% |
1.52 |
3.1% |
64% |
False |
False |
65,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.09 |
2.618 |
54.44 |
1.618 |
52.82 |
1.000 |
51.82 |
0.618 |
51.20 |
HIGH |
50.20 |
0.618 |
49.58 |
0.500 |
49.39 |
0.382 |
49.20 |
LOW |
48.58 |
0.618 |
47.58 |
1.000 |
46.96 |
1.618 |
45.96 |
2.618 |
44.34 |
4.250 |
41.70 |
|
|
Fisher Pivots for day following 22-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
49.39 |
49.59 |
PP |
49.14 |
49.27 |
S1 |
48.89 |
48.96 |
|