NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 26-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
47.52 |
48.05 |
0.53 |
1.1% |
49.58 |
High |
48.15 |
49.14 |
0.99 |
2.1% |
49.62 |
Low |
47.12 |
47.62 |
0.50 |
1.1% |
47.12 |
Close |
48.03 |
48.33 |
0.30 |
0.6% |
48.33 |
Range |
1.03 |
1.52 |
0.49 |
47.6% |
2.50 |
ATR |
1.49 |
1.50 |
0.00 |
0.1% |
0.00 |
Volume |
87,431 |
109,819 |
22,388 |
25.6% |
532,046 |
|
Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.92 |
52.15 |
49.17 |
|
R3 |
51.40 |
50.63 |
48.75 |
|
R2 |
49.88 |
49.88 |
48.61 |
|
R1 |
49.11 |
49.11 |
48.47 |
49.50 |
PP |
48.36 |
48.36 |
48.36 |
48.56 |
S1 |
47.59 |
47.59 |
48.19 |
47.98 |
S2 |
46.84 |
46.84 |
48.05 |
|
S3 |
45.32 |
46.07 |
47.91 |
|
S4 |
43.80 |
44.55 |
47.49 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.86 |
54.59 |
49.71 |
|
R3 |
53.36 |
52.09 |
49.02 |
|
R2 |
50.86 |
50.86 |
48.79 |
|
R1 |
49.59 |
49.59 |
48.56 |
48.98 |
PP |
48.36 |
48.36 |
48.36 |
48.05 |
S1 |
47.09 |
47.09 |
48.10 |
46.48 |
S2 |
45.86 |
45.86 |
47.87 |
|
S3 |
43.36 |
44.59 |
47.64 |
|
S4 |
40.86 |
42.09 |
46.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.62 |
47.12 |
2.50 |
5.2% |
1.43 |
3.0% |
48% |
False |
False |
106,409 |
10 |
50.00 |
45.76 |
4.24 |
8.8% |
1.37 |
2.8% |
61% |
False |
False |
90,188 |
20 |
50.00 |
40.77 |
9.23 |
19.1% |
1.52 |
3.1% |
82% |
False |
False |
86,700 |
40 |
51.20 |
40.77 |
10.43 |
21.6% |
1.54 |
3.2% |
72% |
False |
False |
61,312 |
60 |
53.39 |
40.77 |
12.62 |
26.1% |
1.53 |
3.2% |
60% |
False |
False |
47,817 |
80 |
53.39 |
40.77 |
12.62 |
26.1% |
1.47 |
3.0% |
60% |
False |
False |
39,835 |
100 |
53.39 |
40.64 |
12.75 |
26.4% |
1.45 |
3.0% |
60% |
False |
False |
34,543 |
120 |
53.39 |
39.40 |
13.99 |
28.9% |
1.38 |
2.9% |
64% |
False |
False |
30,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.60 |
2.618 |
53.12 |
1.618 |
51.60 |
1.000 |
50.66 |
0.618 |
50.08 |
HIGH |
49.14 |
0.618 |
48.56 |
0.500 |
48.38 |
0.382 |
48.20 |
LOW |
47.62 |
0.618 |
46.68 |
1.000 |
46.10 |
1.618 |
45.16 |
2.618 |
43.64 |
4.250 |
41.16 |
|
|
Fisher Pivots for day following 26-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
48.38 |
48.26 |
PP |
48.36 |
48.20 |
S1 |
48.35 |
48.13 |
|