NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
44.19 |
45.37 |
1.18 |
2.7% |
42.70 |
| High |
45.47 |
46.59 |
1.12 |
2.5% |
45.47 |
| Low |
44.03 |
45.06 |
1.03 |
2.3% |
41.85 |
| Close |
45.18 |
46.40 |
1.22 |
2.7% |
45.18 |
| Range |
1.44 |
1.53 |
0.09 |
6.3% |
3.62 |
| ATR |
1.61 |
1.60 |
-0.01 |
-0.4% |
0.00 |
| Volume |
186,973 |
242,999 |
56,026 |
30.0% |
1,201,039 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.61 |
50.03 |
47.24 |
|
| R3 |
49.08 |
48.50 |
46.82 |
|
| R2 |
47.55 |
47.55 |
46.68 |
|
| R1 |
46.97 |
46.97 |
46.54 |
47.26 |
| PP |
46.02 |
46.02 |
46.02 |
46.16 |
| S1 |
45.44 |
45.44 |
46.26 |
45.73 |
| S2 |
44.49 |
44.49 |
46.12 |
|
| S3 |
42.96 |
43.91 |
45.98 |
|
| S4 |
41.43 |
42.38 |
45.56 |
|
|
| 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 |
46.59 |
41.85 |
4.74 |
10.2% |
1.73 |
3.7% |
96% |
True |
False |
238,717 |
| 10 |
46.59 |
39.96 |
6.63 |
14.3% |
1.65 |
3.6% |
97% |
True |
False |
216,813 |
| 20 |
46.99 |
39.96 |
7.03 |
15.2% |
1.50 |
3.2% |
92% |
False |
False |
158,814 |
| 40 |
51.53 |
39.96 |
11.57 |
24.9% |
1.66 |
3.6% |
56% |
False |
False |
106,535 |
| 60 |
53.02 |
39.96 |
13.06 |
28.1% |
1.52 |
3.3% |
49% |
False |
False |
78,249 |
| 80 |
53.02 |
39.96 |
13.06 |
28.1% |
1.51 |
3.3% |
49% |
False |
False |
63,702 |
| 100 |
53.02 |
39.08 |
13.94 |
30.0% |
1.50 |
3.2% |
53% |
False |
False |
54,027 |
| 120 |
53.02 |
37.52 |
15.50 |
33.4% |
1.45 |
3.1% |
57% |
False |
False |
47,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.09 |
|
2.618 |
50.60 |
|
1.618 |
49.07 |
|
1.000 |
48.12 |
|
0.618 |
47.54 |
|
HIGH |
46.59 |
|
0.618 |
46.01 |
|
0.500 |
45.83 |
|
0.382 |
45.64 |
|
LOW |
45.06 |
|
0.618 |
44.11 |
|
1.000 |
43.53 |
|
1.618 |
42.58 |
|
2.618 |
41.05 |
|
4.250 |
38.56 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.21 |
45.67 |
| PP |
46.02 |
44.95 |
| S1 |
45.83 |
44.22 |
|