NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
45.59 |
46.37 |
0.78 |
1.7% |
41.99 |
| High |
46.73 |
46.95 |
0.22 |
0.5% |
44.78 |
| Low |
45.34 |
45.84 |
0.50 |
1.1% |
41.10 |
| Close |
46.58 |
46.79 |
0.21 |
0.5% |
44.49 |
| Range |
1.39 |
1.11 |
-0.28 |
-20.1% |
3.68 |
| ATR |
1.61 |
1.58 |
-0.04 |
-2.2% |
0.00 |
| Volume |
550,440 |
563,354 |
12,914 |
2.3% |
3,081,697 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.86 |
49.43 |
47.40 |
|
| R3 |
48.75 |
48.32 |
47.10 |
|
| R2 |
47.64 |
47.64 |
46.99 |
|
| R1 |
47.21 |
47.21 |
46.89 |
47.43 |
| PP |
46.53 |
46.53 |
46.53 |
46.63 |
| S1 |
46.10 |
46.10 |
46.69 |
46.32 |
| S2 |
45.42 |
45.42 |
46.59 |
|
| S3 |
44.31 |
44.99 |
46.48 |
|
| S4 |
43.20 |
43.88 |
46.18 |
|
|
| 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 |
46.95 |
41.10 |
5.85 |
12.5% |
1.66 |
3.5% |
97% |
True |
False |
570,927 |
| 10 |
46.95 |
40.43 |
6.52 |
13.9% |
1.56 |
3.3% |
98% |
True |
False |
586,704 |
| 20 |
46.95 |
39.19 |
7.76 |
16.6% |
1.52 |
3.2% |
98% |
True |
False |
538,318 |
| 40 |
51.11 |
39.19 |
11.92 |
25.5% |
1.68 |
3.6% |
64% |
False |
False |
387,238 |
| 60 |
52.73 |
39.19 |
13.54 |
28.9% |
1.57 |
3.4% |
56% |
False |
False |
281,557 |
| 80 |
52.73 |
39.19 |
13.54 |
28.9% |
1.57 |
3.3% |
56% |
False |
False |
221,336 |
| 100 |
52.73 |
38.67 |
14.06 |
30.0% |
1.57 |
3.4% |
58% |
False |
False |
184,203 |
| 120 |
52.73 |
37.78 |
14.95 |
32.0% |
1.53 |
3.3% |
60% |
False |
False |
158,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.67 |
|
2.618 |
49.86 |
|
1.618 |
48.75 |
|
1.000 |
48.06 |
|
0.618 |
47.64 |
|
HIGH |
46.95 |
|
0.618 |
46.53 |
|
0.500 |
46.40 |
|
0.382 |
46.26 |
|
LOW |
45.84 |
|
0.618 |
45.15 |
|
1.000 |
44.73 |
|
1.618 |
44.04 |
|
2.618 |
42.93 |
|
4.250 |
41.12 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.66 |
46.42 |
| PP |
46.53 |
46.04 |
| S1 |
46.40 |
45.67 |
|