NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
48.95 |
49.02 |
0.07 |
0.1% |
45.37 |
| High |
49.36 |
49.08 |
-0.28 |
-0.6% |
49.36 |
| Low |
48.55 |
47.33 |
-1.22 |
-2.5% |
45.06 |
| Close |
49.11 |
47.41 |
-1.70 |
-3.5% |
49.11 |
| Range |
0.81 |
1.75 |
0.94 |
116.0% |
4.30 |
| ATR |
1.52 |
1.54 |
0.02 |
1.2% |
0.00 |
| Volume |
555,574 |
515,256 |
-40,318 |
-7.3% |
1,943,473 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.19 |
52.05 |
48.37 |
|
| R3 |
51.44 |
50.30 |
47.89 |
|
| R2 |
49.69 |
49.69 |
47.73 |
|
| R1 |
48.55 |
48.55 |
47.57 |
48.25 |
| PP |
47.94 |
47.94 |
47.94 |
47.79 |
| S1 |
46.80 |
46.80 |
47.25 |
46.50 |
| S2 |
46.19 |
46.19 |
47.09 |
|
| S3 |
44.44 |
45.05 |
46.93 |
|
| S4 |
42.69 |
43.30 |
46.45 |
|
|
| 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 |
46.00 |
3.36 |
7.1% |
1.38 |
2.9% |
42% |
False |
False |
443,146 |
| 10 |
49.36 |
41.85 |
7.51 |
15.8% |
1.55 |
3.3% |
74% |
False |
False |
340,931 |
| 20 |
49.36 |
39.96 |
9.40 |
19.8% |
1.51 |
3.2% |
79% |
False |
False |
249,925 |
| 40 |
51.27 |
39.96 |
11.31 |
23.9% |
1.60 |
3.4% |
66% |
False |
False |
156,569 |
| 60 |
53.02 |
39.96 |
13.06 |
27.5% |
1.55 |
3.3% |
57% |
False |
False |
113,674 |
| 80 |
53.02 |
39.96 |
13.06 |
27.5% |
1.51 |
3.2% |
57% |
False |
False |
90,478 |
| 100 |
53.02 |
39.08 |
13.94 |
29.4% |
1.51 |
3.2% |
60% |
False |
False |
75,750 |
| 120 |
53.02 |
39.08 |
13.94 |
29.4% |
1.46 |
3.1% |
60% |
False |
False |
65,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.52 |
|
2.618 |
53.66 |
|
1.618 |
51.91 |
|
1.000 |
50.83 |
|
0.618 |
50.16 |
|
HIGH |
49.08 |
|
0.618 |
48.41 |
|
0.500 |
48.21 |
|
0.382 |
48.00 |
|
LOW |
47.33 |
|
0.618 |
46.25 |
|
1.000 |
45.58 |
|
1.618 |
44.50 |
|
2.618 |
42.75 |
|
4.250 |
39.89 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.21 |
48.32 |
| PP |
47.94 |
48.02 |
| S1 |
47.68 |
47.71 |
|