NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
46.90 |
48.33 |
1.43 |
3.0% |
44.74 |
| High |
48.38 |
48.75 |
0.37 |
0.8% |
48.75 |
| Low |
46.63 |
47.93 |
1.30 |
2.8% |
44.38 |
| Close |
48.22 |
48.52 |
0.30 |
0.6% |
48.52 |
| Range |
1.75 |
0.82 |
-0.93 |
-53.1% |
4.37 |
| ATR |
1.59 |
1.54 |
-0.06 |
-3.5% |
0.00 |
| Volume |
229,277 |
162,438 |
-66,839 |
-29.2% |
2,028,035 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.86 |
50.51 |
48.97 |
|
| R3 |
50.04 |
49.69 |
48.75 |
|
| R2 |
49.22 |
49.22 |
48.67 |
|
| R1 |
48.87 |
48.87 |
48.60 |
49.05 |
| PP |
48.40 |
48.40 |
48.40 |
48.49 |
| S1 |
48.05 |
48.05 |
48.44 |
48.23 |
| S2 |
47.58 |
47.58 |
48.37 |
|
| S3 |
46.76 |
47.23 |
48.29 |
|
| S4 |
45.94 |
46.41 |
48.07 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.33 |
58.79 |
50.92 |
|
| R3 |
55.96 |
54.42 |
49.72 |
|
| R2 |
51.59 |
51.59 |
49.32 |
|
| R1 |
50.05 |
50.05 |
48.92 |
50.82 |
| PP |
47.22 |
47.22 |
47.22 |
47.60 |
| S1 |
45.68 |
45.68 |
48.12 |
46.45 |
| S2 |
42.85 |
42.85 |
47.72 |
|
| S3 |
38.48 |
41.31 |
47.32 |
|
| S4 |
34.11 |
36.94 |
46.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.75 |
44.38 |
4.37 |
9.0% |
1.32 |
2.7% |
95% |
True |
False |
405,607 |
| 10 |
48.75 |
41.10 |
7.65 |
15.8% |
1.55 |
3.2% |
97% |
True |
False |
510,973 |
| 20 |
48.75 |
39.19 |
9.56 |
19.7% |
1.50 |
3.1% |
98% |
True |
False |
514,835 |
| 40 |
51.08 |
39.19 |
11.89 |
24.5% |
1.67 |
3.4% |
78% |
False |
False |
390,950 |
| 60 |
52.73 |
39.19 |
13.54 |
27.9% |
1.57 |
3.2% |
69% |
False |
False |
286,365 |
| 80 |
52.73 |
39.19 |
13.54 |
27.9% |
1.55 |
3.2% |
69% |
False |
False |
225,442 |
| 100 |
52.73 |
38.67 |
14.06 |
29.0% |
1.57 |
3.2% |
70% |
False |
False |
187,718 |
| 120 |
52.73 |
38.62 |
14.11 |
29.1% |
1.53 |
3.2% |
70% |
False |
False |
161,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.24 |
|
2.618 |
50.90 |
|
1.618 |
50.08 |
|
1.000 |
49.57 |
|
0.618 |
49.26 |
|
HIGH |
48.75 |
|
0.618 |
48.44 |
|
0.500 |
48.34 |
|
0.382 |
48.24 |
|
LOW |
47.93 |
|
0.618 |
47.42 |
|
1.000 |
47.11 |
|
1.618 |
46.60 |
|
2.618 |
45.78 |
|
4.250 |
44.45 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.46 |
48.11 |
| PP |
48.40 |
47.70 |
| S1 |
48.34 |
47.30 |
|