NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
50.76 |
50.67 |
-0.09 |
-0.2% |
47.32 |
| High |
51.13 |
50.67 |
-0.46 |
-0.9% |
51.13 |
| Low |
50.35 |
49.19 |
-1.16 |
-2.3% |
47.09 |
| Close |
50.89 |
49.24 |
-1.65 |
-3.2% |
50.89 |
| Range |
0.78 |
1.48 |
0.70 |
89.7% |
4.04 |
| ATR |
1.42 |
1.44 |
0.02 |
1.4% |
0.00 |
| Volume |
32,855 |
30,353 |
-2,502 |
-7.6% |
143,118 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.14 |
53.17 |
50.05 |
|
| R3 |
52.66 |
51.69 |
49.65 |
|
| R2 |
51.18 |
51.18 |
49.51 |
|
| R1 |
50.21 |
50.21 |
49.38 |
49.96 |
| PP |
49.70 |
49.70 |
49.70 |
49.57 |
| S1 |
48.73 |
48.73 |
49.10 |
48.48 |
| S2 |
48.22 |
48.22 |
48.97 |
|
| S3 |
46.74 |
47.25 |
48.83 |
|
| S4 |
45.26 |
45.77 |
48.43 |
|
|
| 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 |
47.93 |
3.20 |
6.5% |
1.26 |
2.6% |
41% |
False |
False |
30,381 |
| 10 |
51.13 |
44.09 |
7.04 |
14.3% |
1.43 |
2.9% |
73% |
False |
False |
26,821 |
| 20 |
51.13 |
42.34 |
8.79 |
17.9% |
1.41 |
2.9% |
78% |
False |
False |
22,572 |
| 40 |
52.66 |
42.34 |
10.32 |
21.0% |
1.50 |
3.0% |
67% |
False |
False |
19,694 |
| 60 |
53.72 |
42.34 |
11.38 |
23.1% |
1.42 |
2.9% |
61% |
False |
False |
15,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.96 |
|
2.618 |
54.54 |
|
1.618 |
53.06 |
|
1.000 |
52.15 |
|
0.618 |
51.58 |
|
HIGH |
50.67 |
|
0.618 |
50.10 |
|
0.500 |
49.93 |
|
0.382 |
49.76 |
|
LOW |
49.19 |
|
0.618 |
48.28 |
|
1.000 |
47.71 |
|
1.618 |
46.80 |
|
2.618 |
45.32 |
|
4.250 |
42.90 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.93 |
50.16 |
| PP |
49.70 |
49.85 |
| S1 |
49.47 |
49.55 |
|