NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 30-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
47.89 |
47.64 |
-0.25 |
-0.5% |
49.58 |
High |
47.95 |
48.11 |
0.16 |
0.3% |
49.62 |
Low |
47.29 |
46.84 |
-0.45 |
-1.0% |
47.12 |
Close |
47.65 |
46.99 |
-0.66 |
-1.4% |
48.33 |
Range |
0.66 |
1.27 |
0.61 |
92.4% |
2.50 |
ATR |
1.46 |
1.45 |
-0.01 |
-0.9% |
0.00 |
Volume |
59,423 |
115,703 |
56,280 |
94.7% |
532,046 |
|
Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.12 |
50.33 |
47.69 |
|
R3 |
49.85 |
49.06 |
47.34 |
|
R2 |
48.58 |
48.58 |
47.22 |
|
R1 |
47.79 |
47.79 |
47.11 |
47.55 |
PP |
47.31 |
47.31 |
47.31 |
47.20 |
S1 |
46.52 |
46.52 |
46.87 |
46.28 |
S2 |
46.04 |
46.04 |
46.76 |
|
S3 |
44.77 |
45.25 |
46.64 |
|
S4 |
43.50 |
43.98 |
46.29 |
|
|
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 |
46.84 |
2.30 |
4.9% |
1.14 |
2.4% |
7% |
False |
True |
99,914 |
10 |
50.00 |
46.84 |
3.16 |
6.7% |
1.28 |
2.7% |
5% |
False |
True |
95,593 |
20 |
50.00 |
40.77 |
9.23 |
19.6% |
1.44 |
3.1% |
67% |
False |
False |
90,597 |
40 |
50.10 |
40.77 |
9.33 |
19.9% |
1.47 |
3.1% |
67% |
False |
False |
64,347 |
60 |
53.39 |
40.77 |
12.62 |
26.9% |
1.53 |
3.3% |
49% |
False |
False |
50,327 |
80 |
53.39 |
40.77 |
12.62 |
26.9% |
1.45 |
3.1% |
49% |
False |
False |
41,607 |
100 |
53.39 |
40.77 |
12.62 |
26.9% |
1.44 |
3.1% |
49% |
False |
False |
35,978 |
120 |
53.39 |
39.40 |
13.99 |
29.8% |
1.38 |
2.9% |
54% |
False |
False |
31,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.51 |
2.618 |
51.43 |
1.618 |
50.16 |
1.000 |
49.38 |
0.618 |
48.89 |
HIGH |
48.11 |
0.618 |
47.62 |
0.500 |
47.48 |
0.382 |
47.33 |
LOW |
46.84 |
0.618 |
46.06 |
1.000 |
45.57 |
1.618 |
44.79 |
2.618 |
43.52 |
4.250 |
41.44 |
|
|
Fisher Pivots for day following 30-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
47.48 |
47.99 |
PP |
47.31 |
47.66 |
S1 |
47.15 |
47.32 |
|