NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
42.21 |
44.19 |
1.98 |
4.7% |
42.70 |
| High |
44.59 |
45.47 |
0.88 |
2.0% |
45.47 |
| Low |
41.85 |
44.03 |
2.18 |
5.2% |
41.85 |
| Close |
44.23 |
45.18 |
0.95 |
2.1% |
45.18 |
| Range |
2.74 |
1.44 |
-1.30 |
-47.4% |
3.62 |
| ATR |
1.62 |
1.61 |
-0.01 |
-0.8% |
0.00 |
| Volume |
264,353 |
186,973 |
-77,380 |
-29.3% |
1,201,039 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.21 |
48.64 |
45.97 |
|
| R3 |
47.77 |
47.20 |
45.58 |
|
| R2 |
46.33 |
46.33 |
45.44 |
|
| R1 |
45.76 |
45.76 |
45.31 |
46.05 |
| PP |
44.89 |
44.89 |
44.89 |
45.04 |
| S1 |
44.32 |
44.32 |
45.05 |
44.61 |
| S2 |
43.45 |
43.45 |
44.92 |
|
| S3 |
42.01 |
42.88 |
44.78 |
|
| S4 |
40.57 |
41.44 |
44.39 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.03 |
53.72 |
47.17 |
|
| R3 |
51.41 |
50.10 |
46.18 |
|
| R2 |
47.79 |
47.79 |
45.84 |
|
| R1 |
46.48 |
46.48 |
45.51 |
47.14 |
| PP |
44.17 |
44.17 |
44.17 |
44.49 |
| S1 |
42.86 |
42.86 |
44.85 |
43.52 |
| S2 |
40.55 |
40.55 |
44.52 |
|
| S3 |
36.93 |
39.24 |
44.18 |
|
| S4 |
33.31 |
35.62 |
43.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
45.47 |
41.85 |
3.62 |
8.0% |
1.73 |
3.8% |
92% |
True |
False |
240,207 |
| 10 |
45.47 |
39.96 |
5.51 |
12.2% |
1.70 |
3.8% |
95% |
True |
False |
209,322 |
| 20 |
47.41 |
39.96 |
7.45 |
16.5% |
1.49 |
3.3% |
70% |
False |
False |
148,661 |
| 40 |
51.53 |
39.96 |
11.57 |
25.6% |
1.68 |
3.7% |
45% |
False |
False |
101,136 |
| 60 |
53.02 |
39.96 |
13.06 |
28.9% |
1.52 |
3.4% |
40% |
False |
False |
74,387 |
| 80 |
53.02 |
39.96 |
13.06 |
28.9% |
1.51 |
3.3% |
40% |
False |
False |
60,943 |
| 100 |
53.02 |
39.08 |
13.94 |
30.9% |
1.49 |
3.3% |
44% |
False |
False |
51,726 |
| 120 |
53.02 |
36.98 |
16.04 |
35.5% |
1.45 |
3.2% |
51% |
False |
False |
45,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.59 |
|
2.618 |
49.24 |
|
1.618 |
47.80 |
|
1.000 |
46.91 |
|
0.618 |
46.36 |
|
HIGH |
45.47 |
|
0.618 |
44.92 |
|
0.500 |
44.75 |
|
0.382 |
44.58 |
|
LOW |
44.03 |
|
0.618 |
43.14 |
|
1.000 |
42.59 |
|
1.618 |
41.70 |
|
2.618 |
40.26 |
|
4.250 |
37.91 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.04 |
44.67 |
| PP |
44.89 |
44.17 |
| S1 |
44.75 |
43.66 |
|