NYMEX Light Sweet Crude Oil Future November 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 |
48.26 |
47.52 |
-0.74 |
-1.5% |
46.09 |
| High |
48.39 |
48.15 |
-0.24 |
-0.5% |
50.00 |
| Low |
47.15 |
47.12 |
-0.03 |
-0.1% |
45.76 |
| Close |
47.48 |
48.03 |
0.55 |
1.2% |
49.73 |
| Range |
1.24 |
1.03 |
-0.21 |
-16.9% |
4.24 |
| ATR |
1.53 |
1.49 |
-0.04 |
-2.3% |
0.00 |
| Volume |
127,197 |
87,431 |
-39,766 |
-31.3% |
369,838 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.86 |
50.47 |
48.60 |
|
| R3 |
49.83 |
49.44 |
48.31 |
|
| R2 |
48.80 |
48.80 |
48.22 |
|
| R1 |
48.41 |
48.41 |
48.12 |
48.61 |
| PP |
47.77 |
47.77 |
47.77 |
47.86 |
| S1 |
47.38 |
47.38 |
47.94 |
47.58 |
| S2 |
46.74 |
46.74 |
47.84 |
|
| S3 |
45.71 |
46.35 |
47.75 |
|
| S4 |
44.68 |
45.32 |
47.46 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.22 |
59.71 |
52.06 |
|
| R3 |
56.98 |
55.47 |
50.90 |
|
| R2 |
52.74 |
52.74 |
50.51 |
|
| R1 |
51.23 |
51.23 |
50.12 |
51.99 |
| PP |
48.50 |
48.50 |
48.50 |
48.87 |
| S1 |
46.99 |
46.99 |
49.34 |
47.75 |
| S2 |
44.26 |
44.26 |
48.95 |
|
| S3 |
40.02 |
42.75 |
48.56 |
|
| S4 |
35.78 |
38.51 |
47.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.00 |
47.12 |
2.88 |
6.0% |
1.29 |
2.7% |
32% |
False |
True |
101,126 |
| 10 |
50.00 |
44.77 |
5.23 |
10.9% |
1.36 |
2.8% |
62% |
False |
False |
86,067 |
| 20 |
50.00 |
40.77 |
9.23 |
19.2% |
1.50 |
3.1% |
79% |
False |
False |
83,086 |
| 40 |
51.39 |
40.77 |
10.62 |
22.1% |
1.53 |
3.2% |
68% |
False |
False |
59,252 |
| 60 |
53.39 |
40.77 |
12.62 |
26.3% |
1.52 |
3.2% |
58% |
False |
False |
46,210 |
| 80 |
53.39 |
40.77 |
12.62 |
26.3% |
1.47 |
3.1% |
58% |
False |
False |
38,636 |
| 100 |
53.39 |
40.20 |
13.19 |
27.5% |
1.45 |
3.0% |
59% |
False |
False |
33,533 |
| 120 |
53.39 |
39.40 |
13.99 |
29.1% |
1.38 |
2.9% |
62% |
False |
False |
29,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.53 |
|
2.618 |
50.85 |
|
1.618 |
49.82 |
|
1.000 |
49.18 |
|
0.618 |
48.79 |
|
HIGH |
48.15 |
|
0.618 |
47.76 |
|
0.500 |
47.64 |
|
0.382 |
47.51 |
|
LOW |
47.12 |
|
0.618 |
46.48 |
|
1.000 |
46.09 |
|
1.618 |
45.45 |
|
2.618 |
44.42 |
|
4.250 |
42.74 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
47.90 |
48.05 |
| PP |
47.77 |
48.04 |
| S1 |
47.64 |
48.04 |
|