NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 16-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
47.32 |
48.14 |
0.82 |
1.7% |
44.80 |
High |
48.49 |
49.29 |
0.80 |
1.6% |
47.41 |
Low |
47.09 |
47.93 |
0.84 |
1.8% |
44.09 |
Close |
48.37 |
49.17 |
0.80 |
1.7% |
47.20 |
Range |
1.40 |
1.36 |
-0.04 |
-2.9% |
3.32 |
ATR |
1.50 |
1.49 |
-0.01 |
-0.7% |
0.00 |
Volume |
21,562 |
22,628 |
1,066 |
4.9% |
125,357 |
|
Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.88 |
52.38 |
49.92 |
|
R3 |
51.52 |
51.02 |
49.54 |
|
R2 |
50.16 |
50.16 |
49.42 |
|
R1 |
49.66 |
49.66 |
49.29 |
49.91 |
PP |
48.80 |
48.80 |
48.80 |
48.92 |
S1 |
48.30 |
48.30 |
49.05 |
48.55 |
S2 |
47.44 |
47.44 |
48.92 |
|
S3 |
46.08 |
46.94 |
48.80 |
|
S4 |
44.72 |
45.58 |
48.42 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.19 |
55.02 |
49.03 |
|
R3 |
52.87 |
51.70 |
48.11 |
|
R2 |
49.55 |
49.55 |
47.81 |
|
R1 |
48.38 |
48.38 |
47.50 |
48.97 |
PP |
46.23 |
46.23 |
46.23 |
46.53 |
S1 |
45.06 |
45.06 |
46.90 |
45.65 |
S2 |
42.91 |
42.91 |
46.59 |
|
S3 |
39.59 |
41.74 |
46.29 |
|
S4 |
36.27 |
38.42 |
45.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.29 |
44.09 |
5.20 |
10.6% |
1.69 |
3.4% |
98% |
True |
False |
23,646 |
10 |
49.29 |
42.34 |
6.95 |
14.1% |
1.51 |
3.1% |
98% |
True |
False |
22,820 |
20 |
49.29 |
42.34 |
6.95 |
14.1% |
1.44 |
2.9% |
98% |
True |
False |
19,046 |
40 |
52.66 |
42.34 |
10.32 |
21.0% |
1.55 |
3.2% |
66% |
False |
False |
17,503 |
60 |
53.72 |
42.34 |
11.38 |
23.1% |
1.39 |
2.8% |
60% |
False |
False |
14,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.07 |
2.618 |
52.85 |
1.618 |
51.49 |
1.000 |
50.65 |
0.618 |
50.13 |
HIGH |
49.29 |
0.618 |
48.77 |
0.500 |
48.61 |
0.382 |
48.45 |
LOW |
47.93 |
0.618 |
47.09 |
1.000 |
46.57 |
1.618 |
45.73 |
2.618 |
44.37 |
4.250 |
42.15 |
|
|
Fisher Pivots for day following 16-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
48.98 |
48.68 |
PP |
48.80 |
48.19 |
S1 |
48.61 |
47.71 |
|