NYMEX Light Sweet Crude Oil Future November 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 |
48.05 |
47.89 |
-0.16 |
-0.3% |
49.58 |
High |
49.14 |
47.95 |
-1.19 |
-2.4% |
49.62 |
Low |
47.62 |
47.29 |
-0.33 |
-0.7% |
47.12 |
Close |
48.33 |
47.65 |
-0.68 |
-1.4% |
48.33 |
Range |
1.52 |
0.66 |
-0.86 |
-56.6% |
2.50 |
ATR |
1.50 |
1.46 |
-0.03 |
-2.2% |
0.00 |
Volume |
109,819 |
59,423 |
-50,396 |
-45.9% |
532,046 |
|
Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.61 |
49.29 |
48.01 |
|
R3 |
48.95 |
48.63 |
47.83 |
|
R2 |
48.29 |
48.29 |
47.77 |
|
R1 |
47.97 |
47.97 |
47.71 |
47.80 |
PP |
47.63 |
47.63 |
47.63 |
47.55 |
S1 |
47.31 |
47.31 |
47.59 |
47.14 |
S2 |
46.97 |
46.97 |
47.53 |
|
S3 |
46.31 |
46.65 |
47.47 |
|
S4 |
45.65 |
45.99 |
47.29 |
|
|
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 |
49.14 |
47.12 |
2.02 |
4.2% |
1.23 |
2.6% |
26% |
False |
False |
99,386 |
10 |
50.00 |
46.69 |
3.31 |
6.9% |
1.29 |
2.7% |
29% |
False |
False |
89,500 |
20 |
50.00 |
40.77 |
9.23 |
19.4% |
1.45 |
3.0% |
75% |
False |
False |
86,974 |
40 |
51.20 |
40.77 |
10.43 |
21.9% |
1.52 |
3.2% |
66% |
False |
False |
62,218 |
60 |
53.39 |
40.77 |
12.62 |
26.5% |
1.52 |
3.2% |
55% |
False |
False |
48,639 |
80 |
53.39 |
40.77 |
12.62 |
26.5% |
1.45 |
3.1% |
55% |
False |
False |
40,359 |
100 |
53.39 |
40.77 |
12.62 |
26.5% |
1.44 |
3.0% |
55% |
False |
False |
34,997 |
120 |
53.39 |
39.40 |
13.99 |
29.4% |
1.37 |
2.9% |
59% |
False |
False |
30,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.76 |
2.618 |
49.68 |
1.618 |
49.02 |
1.000 |
48.61 |
0.618 |
48.36 |
HIGH |
47.95 |
0.618 |
47.70 |
0.500 |
47.62 |
0.382 |
47.54 |
LOW |
47.29 |
0.618 |
46.88 |
1.000 |
46.63 |
1.618 |
46.22 |
2.618 |
45.56 |
4.250 |
44.49 |
|
|
Fisher Pivots for day following 29-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
47.64 |
48.13 |
PP |
47.63 |
47.97 |
S1 |
47.62 |
47.81 |
|