NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 19-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
49.57 |
50.76 |
1.19 |
2.4% |
47.32 |
High |
50.91 |
51.13 |
0.22 |
0.4% |
51.13 |
Low |
49.42 |
50.35 |
0.93 |
1.9% |
47.09 |
Close |
50.79 |
50.89 |
0.10 |
0.2% |
50.89 |
Range |
1.49 |
0.78 |
-0.71 |
-47.7% |
4.04 |
ATR |
1.47 |
1.42 |
-0.05 |
-3.4% |
0.00 |
Volume |
27,484 |
32,855 |
5,371 |
19.5% |
143,118 |
|
Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.13 |
52.79 |
51.32 |
|
R3 |
52.35 |
52.01 |
51.10 |
|
R2 |
51.57 |
51.57 |
51.03 |
|
R1 |
51.23 |
51.23 |
50.96 |
51.40 |
PP |
50.79 |
50.79 |
50.79 |
50.88 |
S1 |
50.45 |
50.45 |
50.82 |
50.62 |
S2 |
50.01 |
50.01 |
50.75 |
|
S3 |
49.23 |
49.67 |
50.68 |
|
S4 |
48.45 |
48.89 |
50.46 |
|
|
Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.82 |
60.40 |
53.11 |
|
R3 |
57.78 |
56.36 |
52.00 |
|
R2 |
53.74 |
53.74 |
51.63 |
|
R1 |
52.32 |
52.32 |
51.26 |
53.03 |
PP |
49.70 |
49.70 |
49.70 |
50.06 |
S1 |
48.28 |
48.28 |
50.52 |
48.99 |
S2 |
45.66 |
45.66 |
50.15 |
|
S3 |
41.62 |
44.24 |
49.78 |
|
S4 |
37.58 |
40.20 |
48.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.13 |
47.09 |
4.04 |
7.9% |
1.24 |
2.4% |
94% |
True |
False |
28,623 |
10 |
51.13 |
44.09 |
7.04 |
13.8% |
1.43 |
2.8% |
97% |
True |
False |
26,847 |
20 |
51.13 |
42.34 |
8.79 |
17.3% |
1.40 |
2.8% |
97% |
True |
False |
21,840 |
40 |
52.66 |
42.34 |
10.32 |
20.3% |
1.54 |
3.0% |
83% |
False |
False |
19,198 |
60 |
53.72 |
42.34 |
11.38 |
22.4% |
1.40 |
2.8% |
75% |
False |
False |
15,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.45 |
2.618 |
53.17 |
1.618 |
52.39 |
1.000 |
51.91 |
0.618 |
51.61 |
HIGH |
51.13 |
0.618 |
50.83 |
0.500 |
50.74 |
0.382 |
50.65 |
LOW |
50.35 |
0.618 |
49.87 |
1.000 |
49.57 |
1.618 |
49.09 |
2.618 |
48.31 |
4.250 |
47.04 |
|
|
Fisher Pivots for day following 19-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
50.84 |
50.55 |
PP |
50.79 |
50.20 |
S1 |
50.74 |
49.86 |
|