NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
44.74 |
45.59 |
0.85 |
1.9% |
41.99 |
| High |
45.93 |
46.73 |
0.80 |
1.7% |
44.78 |
| Low |
44.38 |
45.34 |
0.96 |
2.2% |
41.10 |
| Close |
45.74 |
46.58 |
0.84 |
1.8% |
44.49 |
| Range |
1.55 |
1.39 |
-0.16 |
-10.3% |
3.68 |
| ATR |
1.63 |
1.61 |
-0.02 |
-1.1% |
0.00 |
| Volume |
522,526 |
550,440 |
27,914 |
5.3% |
3,081,697 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.39 |
49.87 |
47.34 |
|
| R3 |
49.00 |
48.48 |
46.96 |
|
| R2 |
47.61 |
47.61 |
46.83 |
|
| R1 |
47.09 |
47.09 |
46.71 |
47.35 |
| PP |
46.22 |
46.22 |
46.22 |
46.35 |
| S1 |
45.70 |
45.70 |
46.45 |
45.96 |
| S2 |
44.83 |
44.83 |
46.33 |
|
| S3 |
43.44 |
44.31 |
46.20 |
|
| S4 |
42.05 |
42.92 |
45.82 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.50 |
53.17 |
46.51 |
|
| R3 |
50.82 |
49.49 |
45.50 |
|
| R2 |
47.14 |
47.14 |
45.16 |
|
| R1 |
45.81 |
45.81 |
44.83 |
46.48 |
| PP |
43.46 |
43.46 |
43.46 |
43.79 |
| S1 |
42.13 |
42.13 |
44.15 |
42.80 |
| S2 |
39.78 |
39.78 |
43.82 |
|
| S3 |
36.10 |
38.45 |
43.48 |
|
| S4 |
32.42 |
34.77 |
42.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
46.73 |
41.10 |
5.63 |
12.1% |
1.83 |
3.9% |
97% |
True |
False |
593,486 |
| 10 |
46.73 |
39.19 |
7.54 |
16.2% |
1.65 |
3.5% |
98% |
True |
False |
595,887 |
| 20 |
46.73 |
39.19 |
7.54 |
16.2% |
1.54 |
3.3% |
98% |
True |
False |
537,201 |
| 40 |
51.11 |
39.19 |
11.92 |
25.6% |
1.70 |
3.6% |
62% |
False |
False |
375,551 |
| 60 |
52.73 |
39.19 |
13.54 |
29.1% |
1.57 |
3.4% |
55% |
False |
False |
272,738 |
| 80 |
52.73 |
39.19 |
13.54 |
29.1% |
1.57 |
3.4% |
55% |
False |
False |
214,783 |
| 100 |
52.73 |
38.67 |
14.06 |
30.2% |
1.57 |
3.4% |
56% |
False |
False |
178,655 |
| 120 |
52.73 |
37.78 |
14.95 |
32.1% |
1.54 |
3.3% |
59% |
False |
False |
153,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.64 |
|
2.618 |
50.37 |
|
1.618 |
48.98 |
|
1.000 |
48.12 |
|
0.618 |
47.59 |
|
HIGH |
46.73 |
|
0.618 |
46.20 |
|
0.500 |
46.04 |
|
0.382 |
45.87 |
|
LOW |
45.34 |
|
0.618 |
44.48 |
|
1.000 |
43.95 |
|
1.618 |
43.09 |
|
2.618 |
41.70 |
|
4.250 |
39.43 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.40 |
46.06 |
| PP |
46.22 |
45.54 |
| S1 |
46.04 |
45.02 |
|