NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 29-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
47.37 |
47.22 |
-0.15 |
-0.3% |
49.02 |
High |
48.46 |
47.28 |
-1.18 |
-2.4% |
49.08 |
Low |
46.94 |
46.62 |
-0.32 |
-0.7% |
46.42 |
Close |
47.64 |
46.98 |
-0.66 |
-1.4% |
47.64 |
Range |
1.52 |
0.66 |
-0.86 |
-56.6% |
2.66 |
ATR |
1.52 |
1.49 |
-0.04 |
-2.4% |
0.00 |
Volume |
558,344 |
309,254 |
-249,090 |
-44.6% |
2,759,815 |
|
Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.94 |
48.62 |
47.34 |
|
R3 |
48.28 |
47.96 |
47.16 |
|
R2 |
47.62 |
47.62 |
47.10 |
|
R1 |
47.30 |
47.30 |
47.04 |
47.13 |
PP |
46.96 |
46.96 |
46.96 |
46.88 |
S1 |
46.64 |
46.64 |
46.92 |
46.47 |
S2 |
46.30 |
46.30 |
46.86 |
|
S3 |
45.64 |
45.98 |
46.80 |
|
S4 |
44.98 |
45.32 |
46.62 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.69 |
54.33 |
49.10 |
|
R3 |
53.03 |
51.67 |
48.37 |
|
R2 |
50.37 |
50.37 |
48.13 |
|
R1 |
49.01 |
49.01 |
47.88 |
48.36 |
PP |
47.71 |
47.71 |
47.71 |
47.39 |
S1 |
46.35 |
46.35 |
47.40 |
45.70 |
S2 |
45.05 |
45.05 |
47.15 |
|
S3 |
42.39 |
43.69 |
46.91 |
|
S4 |
39.73 |
41.03 |
46.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.46 |
46.42 |
2.04 |
4.3% |
1.25 |
2.7% |
27% |
False |
False |
510,762 |
10 |
49.36 |
46.00 |
3.36 |
7.2% |
1.31 |
2.8% |
29% |
False |
False |
476,954 |
20 |
49.36 |
39.96 |
9.40 |
20.0% |
1.48 |
3.2% |
75% |
False |
False |
346,883 |
40 |
50.62 |
39.96 |
10.66 |
22.7% |
1.54 |
3.3% |
66% |
False |
False |
214,622 |
60 |
53.02 |
39.96 |
13.06 |
27.8% |
1.55 |
3.3% |
54% |
False |
False |
154,833 |
80 |
53.02 |
39.96 |
13.06 |
27.8% |
1.49 |
3.2% |
54% |
False |
False |
121,204 |
100 |
53.02 |
39.96 |
13.06 |
27.8% |
1.50 |
3.2% |
54% |
False |
False |
100,570 |
120 |
53.02 |
39.08 |
13.94 |
29.7% |
1.44 |
3.1% |
57% |
False |
False |
85,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.09 |
2.618 |
49.01 |
1.618 |
48.35 |
1.000 |
47.94 |
0.618 |
47.69 |
HIGH |
47.28 |
0.618 |
47.03 |
0.500 |
46.95 |
0.382 |
46.87 |
LOW |
46.62 |
0.618 |
46.21 |
1.000 |
45.96 |
1.618 |
45.55 |
2.618 |
44.89 |
4.250 |
43.82 |
|
|
Fisher Pivots for day following 29-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
46.97 |
47.44 |
PP |
46.96 |
47.29 |
S1 |
46.95 |
47.13 |
|