NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 23-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
50.67 |
49.16 |
-1.51 |
-3.0% |
47.32 |
High |
50.67 |
50.23 |
-0.44 |
-0.9% |
51.13 |
Low |
49.19 |
48.56 |
-0.63 |
-1.3% |
47.09 |
Close |
49.24 |
50.01 |
0.77 |
1.6% |
50.89 |
Range |
1.48 |
1.67 |
0.19 |
12.8% |
4.04 |
ATR |
1.44 |
1.46 |
0.02 |
1.1% |
0.00 |
Volume |
30,353 |
29,858 |
-495 |
-1.6% |
143,118 |
|
Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.61 |
53.98 |
50.93 |
|
R3 |
52.94 |
52.31 |
50.47 |
|
R2 |
51.27 |
51.27 |
50.32 |
|
R1 |
50.64 |
50.64 |
50.16 |
50.96 |
PP |
49.60 |
49.60 |
49.60 |
49.76 |
S1 |
48.97 |
48.97 |
49.86 |
49.29 |
S2 |
47.93 |
47.93 |
49.70 |
|
S3 |
46.26 |
47.30 |
49.55 |
|
S4 |
44.59 |
45.63 |
49.09 |
|
|
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 |
48.56 |
2.57 |
5.1% |
1.32 |
2.6% |
56% |
False |
True |
31,827 |
10 |
51.13 |
44.09 |
7.04 |
14.1% |
1.51 |
3.0% |
84% |
False |
False |
27,737 |
20 |
51.13 |
42.34 |
8.79 |
17.6% |
1.45 |
2.9% |
87% |
False |
False |
23,083 |
40 |
52.66 |
42.34 |
10.32 |
20.6% |
1.50 |
3.0% |
74% |
False |
False |
20,099 |
60 |
53.72 |
42.34 |
11.38 |
22.8% |
1.43 |
2.9% |
67% |
False |
False |
16,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.33 |
2.618 |
54.60 |
1.618 |
52.93 |
1.000 |
51.90 |
0.618 |
51.26 |
HIGH |
50.23 |
0.618 |
49.59 |
0.500 |
49.40 |
0.382 |
49.20 |
LOW |
48.56 |
0.618 |
47.53 |
1.000 |
46.89 |
1.618 |
45.86 |
2.618 |
44.19 |
4.250 |
41.46 |
|
|
Fisher Pivots for day following 23-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
49.81 |
49.96 |
PP |
49.60 |
49.90 |
S1 |
49.40 |
49.85 |
|