NYMEX Light Sweet Crude Oil Future January 2017
| 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 |
46.60 |
47.32 |
0.72 |
1.5% |
44.80 |
| High |
47.41 |
48.49 |
1.08 |
2.3% |
47.41 |
| Low |
46.12 |
47.09 |
0.97 |
2.1% |
44.09 |
| Close |
47.20 |
48.37 |
1.17 |
2.5% |
47.20 |
| Range |
1.29 |
1.40 |
0.11 |
8.5% |
3.32 |
| ATR |
1.51 |
1.50 |
-0.01 |
-0.5% |
0.00 |
| Volume |
19,750 |
21,562 |
1,812 |
9.2% |
125,357 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.18 |
51.68 |
49.14 |
|
| R3 |
50.78 |
50.28 |
48.76 |
|
| R2 |
49.38 |
49.38 |
48.63 |
|
| R1 |
48.88 |
48.88 |
48.50 |
49.13 |
| PP |
47.98 |
47.98 |
47.98 |
48.11 |
| S1 |
47.48 |
47.48 |
48.24 |
47.73 |
| S2 |
46.58 |
46.58 |
48.11 |
|
| S3 |
45.18 |
46.08 |
47.99 |
|
| S4 |
43.78 |
44.68 |
47.60 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.19 |
55.02 |
49.03 |
|
| R3 |
52.87 |
51.70 |
48.11 |
|
| R2 |
49.55 |
49.55 |
47.81 |
|
| R1 |
48.38 |
48.38 |
47.50 |
48.97 |
| PP |
46.23 |
46.23 |
46.23 |
46.53 |
| S1 |
45.06 |
45.06 |
46.90 |
45.65 |
| S2 |
42.91 |
42.91 |
46.59 |
|
| S3 |
39.59 |
41.74 |
46.29 |
|
| S4 |
36.27 |
38.42 |
45.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.49 |
44.09 |
4.40 |
9.1% |
1.61 |
3.3% |
97% |
True |
False |
23,261 |
| 10 |
48.49 |
42.34 |
6.15 |
12.7% |
1.53 |
3.2% |
98% |
True |
False |
21,764 |
| 20 |
48.88 |
42.34 |
6.54 |
13.5% |
1.41 |
2.9% |
92% |
False |
False |
18,643 |
| 40 |
52.66 |
42.34 |
10.32 |
21.3% |
1.55 |
3.2% |
58% |
False |
False |
17,099 |
| 60 |
53.72 |
42.34 |
11.38 |
23.5% |
1.39 |
2.9% |
53% |
False |
False |
13,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.44 |
|
2.618 |
52.16 |
|
1.618 |
50.76 |
|
1.000 |
49.89 |
|
0.618 |
49.36 |
|
HIGH |
48.49 |
|
0.618 |
47.96 |
|
0.500 |
47.79 |
|
0.382 |
47.62 |
|
LOW |
47.09 |
|
0.618 |
46.22 |
|
1.000 |
45.69 |
|
1.618 |
44.82 |
|
2.618 |
43.42 |
|
4.250 |
41.14 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.18 |
47.68 |
| PP |
47.98 |
46.98 |
| S1 |
47.79 |
46.29 |
|