NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 31-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
47.64 |
46.93 |
-0.71 |
-1.5% |
49.58 |
High |
48.11 |
47.05 |
-1.06 |
-2.2% |
49.62 |
Low |
46.84 |
45.14 |
-1.70 |
-3.6% |
47.12 |
Close |
46.99 |
45.31 |
-1.68 |
-3.6% |
48.33 |
Range |
1.27 |
1.91 |
0.64 |
50.4% |
2.50 |
ATR |
1.45 |
1.48 |
0.03 |
2.3% |
0.00 |
Volume |
115,703 |
143,478 |
27,775 |
24.0% |
532,046 |
|
Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.56 |
50.35 |
46.36 |
|
R3 |
49.65 |
48.44 |
45.84 |
|
R2 |
47.74 |
47.74 |
45.66 |
|
R1 |
46.53 |
46.53 |
45.49 |
46.18 |
PP |
45.83 |
45.83 |
45.83 |
45.66 |
S1 |
44.62 |
44.62 |
45.13 |
44.27 |
S2 |
43.92 |
43.92 |
44.96 |
|
S3 |
42.01 |
42.71 |
44.78 |
|
S4 |
40.10 |
40.80 |
44.26 |
|
|
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 |
45.14 |
4.00 |
8.8% |
1.28 |
2.8% |
4% |
False |
True |
103,170 |
10 |
50.00 |
45.14 |
4.86 |
10.7% |
1.35 |
3.0% |
3% |
False |
True |
100,757 |
20 |
50.00 |
41.91 |
8.09 |
17.9% |
1.43 |
3.2% |
42% |
False |
False |
94,586 |
40 |
50.10 |
40.77 |
9.33 |
20.6% |
1.47 |
3.3% |
49% |
False |
False |
66,919 |
60 |
53.39 |
40.77 |
12.62 |
27.9% |
1.54 |
3.4% |
36% |
False |
False |
52,510 |
80 |
53.39 |
40.77 |
12.62 |
27.9% |
1.45 |
3.2% |
36% |
False |
False |
43,099 |
100 |
53.39 |
40.77 |
12.62 |
27.9% |
1.45 |
3.2% |
36% |
False |
False |
37,255 |
120 |
53.39 |
39.40 |
13.99 |
30.9% |
1.39 |
3.1% |
42% |
False |
False |
32,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.17 |
2.618 |
52.05 |
1.618 |
50.14 |
1.000 |
48.96 |
0.618 |
48.23 |
HIGH |
47.05 |
0.618 |
46.32 |
0.500 |
46.10 |
0.382 |
45.87 |
LOW |
45.14 |
0.618 |
43.96 |
1.000 |
43.23 |
1.618 |
42.05 |
2.618 |
40.14 |
4.250 |
37.02 |
|
|
Fisher Pivots for day following 31-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
46.10 |
46.63 |
PP |
45.83 |
46.19 |
S1 |
45.57 |
45.75 |
|