NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 25-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
47.59 |
46.80 |
-0.79 |
-1.7% |
45.37 |
High |
47.74 |
47.46 |
-0.28 |
-0.6% |
49.36 |
Low |
46.45 |
46.42 |
-0.03 |
-0.1% |
45.06 |
Close |
46.77 |
47.33 |
0.56 |
1.2% |
49.11 |
Range |
1.29 |
1.04 |
-0.25 |
-19.4% |
4.30 |
ATR |
1.56 |
1.52 |
-0.04 |
-2.4% |
0.00 |
Volume |
603,495 |
458,816 |
-144,679 |
-24.0% |
1,943,473 |
|
Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.19 |
49.80 |
47.90 |
|
R3 |
49.15 |
48.76 |
47.62 |
|
R2 |
48.11 |
48.11 |
47.52 |
|
R1 |
47.72 |
47.72 |
47.43 |
47.92 |
PP |
47.07 |
47.07 |
47.07 |
47.17 |
S1 |
46.68 |
46.68 |
47.23 |
46.88 |
S2 |
46.03 |
46.03 |
47.14 |
|
S3 |
44.99 |
45.64 |
47.04 |
|
S4 |
43.95 |
44.60 |
46.76 |
|
|
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 |
46.42 |
2.94 |
6.2% |
1.32 |
2.8% |
31% |
False |
True |
551,409 |
10 |
49.36 |
44.03 |
5.33 |
11.3% |
1.39 |
2.9% |
62% |
False |
False |
433,191 |
20 |
49.36 |
39.96 |
9.40 |
19.9% |
1.53 |
3.2% |
78% |
False |
False |
317,659 |
40 |
50.85 |
39.96 |
10.89 |
23.0% |
1.56 |
3.3% |
68% |
False |
False |
195,636 |
60 |
53.02 |
39.96 |
13.06 |
27.6% |
1.56 |
3.3% |
56% |
False |
False |
140,932 |
80 |
53.02 |
39.96 |
13.06 |
27.6% |
1.51 |
3.2% |
56% |
False |
False |
110,902 |
100 |
53.02 |
39.96 |
13.06 |
27.6% |
1.51 |
3.2% |
56% |
False |
False |
92,193 |
120 |
53.02 |
39.08 |
13.94 |
29.5% |
1.46 |
3.1% |
59% |
False |
False |
78,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.88 |
2.618 |
50.18 |
1.618 |
49.14 |
1.000 |
48.50 |
0.618 |
48.10 |
HIGH |
47.46 |
0.618 |
47.06 |
0.500 |
46.94 |
0.382 |
46.82 |
LOW |
46.42 |
0.618 |
45.78 |
1.000 |
45.38 |
1.618 |
44.74 |
2.618 |
43.70 |
4.250 |
42.00 |
|
|
Fisher Pivots for day following 25-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
47.20 |
47.37 |
PP |
47.07 |
47.36 |
S1 |
46.94 |
47.34 |
|