NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 17-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
48.14 |
48.95 |
0.81 |
1.7% |
44.80 |
High |
49.29 |
49.75 |
0.46 |
0.9% |
47.41 |
Low |
47.93 |
48.58 |
0.65 |
1.4% |
44.09 |
Close |
49.17 |
49.60 |
0.43 |
0.9% |
47.20 |
Range |
1.36 |
1.17 |
-0.19 |
-14.0% |
3.32 |
ATR |
1.49 |
1.47 |
-0.02 |
-1.5% |
0.00 |
Volume |
22,628 |
38,589 |
15,961 |
70.5% |
125,357 |
|
Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.82 |
52.38 |
50.24 |
|
R3 |
51.65 |
51.21 |
49.92 |
|
R2 |
50.48 |
50.48 |
49.81 |
|
R1 |
50.04 |
50.04 |
49.71 |
50.26 |
PP |
49.31 |
49.31 |
49.31 |
49.42 |
S1 |
48.87 |
48.87 |
49.49 |
49.09 |
S2 |
48.14 |
48.14 |
49.39 |
|
S3 |
46.97 |
47.70 |
49.28 |
|
S4 |
45.80 |
46.53 |
48.96 |
|
|
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 |
49.75 |
44.09 |
5.66 |
11.4% |
1.57 |
3.2% |
97% |
True |
False |
25,235 |
10 |
49.75 |
43.27 |
6.48 |
13.1% |
1.45 |
2.9% |
98% |
True |
False |
25,217 |
20 |
49.75 |
42.34 |
7.41 |
14.9% |
1.42 |
2.9% |
98% |
True |
False |
20,020 |
40 |
52.66 |
42.34 |
10.32 |
20.8% |
1.56 |
3.1% |
70% |
False |
False |
18,194 |
60 |
53.72 |
42.34 |
11.38 |
22.9% |
1.40 |
2.8% |
64% |
False |
False |
14,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.72 |
2.618 |
52.81 |
1.618 |
51.64 |
1.000 |
50.92 |
0.618 |
50.47 |
HIGH |
49.75 |
0.618 |
49.30 |
0.500 |
49.17 |
0.382 |
49.03 |
LOW |
48.58 |
0.618 |
47.86 |
1.000 |
47.41 |
1.618 |
46.69 |
2.618 |
45.52 |
4.250 |
43.61 |
|
|
Fisher Pivots for day following 17-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
49.46 |
49.21 |
PP |
49.31 |
48.81 |
S1 |
49.17 |
48.42 |
|