NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 23-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
50.19 |
48.65 |
-1.54 |
-3.1% |
46.75 |
High |
50.20 |
49.61 |
-0.59 |
-1.2% |
50.59 |
Low |
48.58 |
47.92 |
-0.66 |
-1.4% |
46.42 |
Close |
48.64 |
49.39 |
0.75 |
1.5% |
50.32 |
Range |
1.62 |
1.69 |
0.07 |
4.3% |
4.17 |
ATR |
1.51 |
1.52 |
0.01 |
0.8% |
0.00 |
Volume |
71,781 |
93,524 |
21,743 |
30.3% |
408,690 |
|
Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.04 |
53.41 |
50.32 |
|
R3 |
52.35 |
51.72 |
49.85 |
|
R2 |
50.66 |
50.66 |
49.70 |
|
R1 |
50.03 |
50.03 |
49.54 |
50.35 |
PP |
48.97 |
48.97 |
48.97 |
49.13 |
S1 |
48.34 |
48.34 |
49.24 |
48.66 |
S2 |
47.28 |
47.28 |
49.08 |
|
S3 |
45.59 |
46.65 |
48.93 |
|
S4 |
43.90 |
44.96 |
48.46 |
|
|
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 |
47.89 |
2.70 |
5.5% |
1.40 |
2.8% |
56% |
False |
False |
89,408 |
10 |
50.59 |
43.38 |
7.21 |
14.6% |
1.59 |
3.2% |
83% |
False |
False |
81,679 |
20 |
50.59 |
41.58 |
9.01 |
18.2% |
1.51 |
3.1% |
87% |
False |
False |
77,057 |
40 |
52.30 |
41.58 |
10.72 |
21.7% |
1.57 |
3.2% |
73% |
False |
False |
74,884 |
60 |
53.62 |
41.58 |
12.04 |
24.4% |
1.55 |
3.1% |
65% |
False |
False |
70,599 |
80 |
53.62 |
41.58 |
12.04 |
24.4% |
1.51 |
3.1% |
65% |
False |
False |
67,622 |
100 |
53.62 |
39.70 |
13.92 |
28.2% |
1.52 |
3.1% |
70% |
False |
False |
65,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.79 |
2.618 |
54.03 |
1.618 |
52.34 |
1.000 |
51.30 |
0.618 |
50.65 |
HIGH |
49.61 |
0.618 |
48.96 |
0.500 |
48.77 |
0.382 |
48.57 |
LOW |
47.92 |
0.618 |
46.88 |
1.000 |
46.23 |
1.618 |
45.19 |
2.618 |
43.50 |
4.250 |
40.74 |
|
|
Fisher Pivots for day following 23-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
49.18 |
49.35 |
PP |
48.97 |
49.30 |
S1 |
48.77 |
49.26 |
|