NYMEX Light Sweet Crude Oil Future October 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 |
47.58 |
48.95 |
1.37 |
2.9% |
45.37 |
| High |
49.05 |
49.36 |
0.31 |
0.6% |
49.36 |
| Low |
47.28 |
48.55 |
1.27 |
2.7% |
45.06 |
| Close |
48.89 |
49.11 |
0.22 |
0.4% |
49.11 |
| Range |
1.77 |
0.81 |
-0.96 |
-54.2% |
4.30 |
| ATR |
1.57 |
1.52 |
-0.05 |
-3.5% |
0.00 |
| Volume |
474,898 |
555,574 |
80,676 |
17.0% |
1,943,473 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.44 |
51.08 |
49.56 |
|
| R3 |
50.63 |
50.27 |
49.33 |
|
| R2 |
49.82 |
49.82 |
49.26 |
|
| R1 |
49.46 |
49.46 |
49.18 |
49.64 |
| PP |
49.01 |
49.01 |
49.01 |
49.10 |
| S1 |
48.65 |
48.65 |
49.04 |
48.83 |
| S2 |
48.20 |
48.20 |
48.96 |
|
| S3 |
47.39 |
47.84 |
48.89 |
|
| S4 |
46.58 |
47.03 |
48.66 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.74 |
59.23 |
51.48 |
|
| R3 |
56.44 |
54.93 |
50.29 |
|
| R2 |
52.14 |
52.14 |
49.90 |
|
| R1 |
50.63 |
50.63 |
49.50 |
51.39 |
| PP |
47.84 |
47.84 |
47.84 |
48.22 |
| S1 |
46.33 |
46.33 |
48.72 |
47.09 |
| S2 |
43.54 |
43.54 |
48.32 |
|
| S3 |
39.24 |
42.03 |
47.93 |
|
| S4 |
34.94 |
37.73 |
46.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.36 |
45.06 |
4.30 |
8.8% |
1.33 |
2.7% |
94% |
True |
False |
388,694 |
| 10 |
49.36 |
41.85 |
7.51 |
15.3% |
1.53 |
3.1% |
97% |
True |
False |
314,451 |
| 20 |
49.36 |
39.96 |
9.40 |
19.1% |
1.49 |
3.0% |
97% |
True |
False |
227,753 |
| 40 |
51.53 |
39.96 |
11.57 |
23.6% |
1.65 |
3.4% |
79% |
False |
False |
145,196 |
| 60 |
53.02 |
39.96 |
13.06 |
26.6% |
1.53 |
3.1% |
70% |
False |
False |
105,455 |
| 80 |
53.02 |
39.96 |
13.06 |
26.6% |
1.50 |
3.1% |
70% |
False |
False |
84,204 |
| 100 |
53.02 |
39.08 |
13.94 |
28.4% |
1.50 |
3.1% |
72% |
False |
False |
70,687 |
| 120 |
53.02 |
39.08 |
13.94 |
28.4% |
1.45 |
3.0% |
72% |
False |
False |
60,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.80 |
|
2.618 |
51.48 |
|
1.618 |
50.67 |
|
1.000 |
50.17 |
|
0.618 |
49.86 |
|
HIGH |
49.36 |
|
0.618 |
49.05 |
|
0.500 |
48.96 |
|
0.382 |
48.86 |
|
LOW |
48.55 |
|
0.618 |
48.05 |
|
1.000 |
47.74 |
|
1.618 |
47.24 |
|
2.618 |
46.43 |
|
4.250 |
45.11 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.06 |
48.72 |
| PP |
49.01 |
48.32 |
| S1 |
48.96 |
47.93 |
|