NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
46.37 |
46.90 |
0.53 |
1.1% |
41.99 |
| High |
46.95 |
48.38 |
1.43 |
3.0% |
44.78 |
| Low |
45.84 |
46.63 |
0.79 |
1.7% |
41.10 |
| Close |
46.79 |
48.22 |
1.43 |
3.1% |
44.49 |
| Range |
1.11 |
1.75 |
0.64 |
57.7% |
3.68 |
| ATR |
1.58 |
1.59 |
0.01 |
0.8% |
0.00 |
| Volume |
563,354 |
229,277 |
-334,077 |
-59.3% |
3,081,697 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.99 |
52.36 |
49.18 |
|
| R3 |
51.24 |
50.61 |
48.70 |
|
| R2 |
49.49 |
49.49 |
48.54 |
|
| R1 |
48.86 |
48.86 |
48.38 |
49.18 |
| PP |
47.74 |
47.74 |
47.74 |
47.90 |
| S1 |
47.11 |
47.11 |
48.06 |
47.43 |
| S2 |
45.99 |
45.99 |
47.90 |
|
| S3 |
44.24 |
45.36 |
47.74 |
|
| S4 |
42.49 |
43.61 |
47.26 |
|
|
| 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 |
48.38 |
43.31 |
5.07 |
10.5% |
1.45 |
3.0% |
97% |
True |
False |
480,335 |
| 10 |
48.38 |
41.06 |
7.32 |
15.2% |
1.57 |
3.2% |
98% |
True |
False |
549,748 |
| 20 |
48.38 |
39.19 |
9.19 |
19.1% |
1.53 |
3.2% |
98% |
True |
False |
528,133 |
| 40 |
51.08 |
39.19 |
11.89 |
24.7% |
1.68 |
3.5% |
76% |
False |
False |
389,278 |
| 60 |
52.73 |
39.19 |
13.54 |
28.1% |
1.58 |
3.3% |
67% |
False |
False |
284,454 |
| 80 |
52.73 |
39.19 |
13.54 |
28.1% |
1.56 |
3.2% |
67% |
False |
False |
223,868 |
| 100 |
52.73 |
38.67 |
14.06 |
29.2% |
1.58 |
3.3% |
68% |
False |
False |
186,311 |
| 120 |
52.73 |
38.62 |
14.11 |
29.3% |
1.53 |
3.2% |
68% |
False |
False |
160,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.82 |
|
2.618 |
52.96 |
|
1.618 |
51.21 |
|
1.000 |
50.13 |
|
0.618 |
49.46 |
|
HIGH |
48.38 |
|
0.618 |
47.71 |
|
0.500 |
47.51 |
|
0.382 |
47.30 |
|
LOW |
46.63 |
|
0.618 |
45.55 |
|
1.000 |
44.88 |
|
1.618 |
43.80 |
|
2.618 |
42.05 |
|
4.250 |
39.19 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
47.98 |
47.77 |
| PP |
47.74 |
47.31 |
| S1 |
47.51 |
46.86 |
|