NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 18-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
48.95 |
49.57 |
0.62 |
1.3% |
44.80 |
High |
49.75 |
50.91 |
1.16 |
2.3% |
47.41 |
Low |
48.58 |
49.42 |
0.84 |
1.7% |
44.09 |
Close |
49.60 |
50.79 |
1.19 |
2.4% |
47.20 |
Range |
1.17 |
1.49 |
0.32 |
27.4% |
3.32 |
ATR |
1.47 |
1.47 |
0.00 |
0.1% |
0.00 |
Volume |
38,589 |
27,484 |
-11,105 |
-28.8% |
125,357 |
|
Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.84 |
54.31 |
51.61 |
|
R3 |
53.35 |
52.82 |
51.20 |
|
R2 |
51.86 |
51.86 |
51.06 |
|
R1 |
51.33 |
51.33 |
50.93 |
51.60 |
PP |
50.37 |
50.37 |
50.37 |
50.51 |
S1 |
49.84 |
49.84 |
50.65 |
50.11 |
S2 |
48.88 |
48.88 |
50.52 |
|
S3 |
47.39 |
48.35 |
50.38 |
|
S4 |
45.90 |
46.86 |
49.97 |
|
|
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 |
50.91 |
46.12 |
4.79 |
9.4% |
1.34 |
2.6% |
97% |
True |
False |
26,002 |
10 |
50.91 |
44.02 |
6.89 |
13.6% |
1.44 |
2.8% |
98% |
True |
False |
26,100 |
20 |
50.91 |
42.34 |
8.57 |
16.9% |
1.42 |
2.8% |
99% |
True |
False |
20,693 |
40 |
52.66 |
42.34 |
10.32 |
20.3% |
1.55 |
3.0% |
82% |
False |
False |
18,616 |
60 |
53.72 |
42.34 |
11.38 |
22.4% |
1.41 |
2.8% |
74% |
False |
False |
15,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.24 |
2.618 |
54.81 |
1.618 |
53.32 |
1.000 |
52.40 |
0.618 |
51.83 |
HIGH |
50.91 |
0.618 |
50.34 |
0.500 |
50.17 |
0.382 |
49.99 |
LOW |
49.42 |
0.618 |
48.50 |
1.000 |
47.93 |
1.618 |
47.01 |
2.618 |
45.52 |
4.250 |
43.09 |
|
|
Fisher Pivots for day following 18-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
50.58 |
50.33 |
PP |
50.37 |
49.88 |
S1 |
50.17 |
49.42 |
|