NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 24-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
48.65 |
48.84 |
0.19 |
0.4% |
46.75 |
High |
49.61 |
49.05 |
-0.56 |
-1.1% |
50.59 |
Low |
47.92 |
47.83 |
-0.09 |
-0.2% |
46.42 |
Close |
49.39 |
48.16 |
-1.23 |
-2.5% |
50.32 |
Range |
1.69 |
1.22 |
-0.47 |
-27.8% |
4.17 |
ATR |
1.52 |
1.53 |
0.00 |
0.2% |
0.00 |
Volume |
93,524 |
96,744 |
3,220 |
3.4% |
408,690 |
|
Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.01 |
51.30 |
48.83 |
|
R3 |
50.79 |
50.08 |
48.50 |
|
R2 |
49.57 |
49.57 |
48.38 |
|
R1 |
48.86 |
48.86 |
48.27 |
48.61 |
PP |
48.35 |
48.35 |
48.35 |
48.22 |
S1 |
47.64 |
47.64 |
48.05 |
47.39 |
S2 |
47.13 |
47.13 |
47.94 |
|
S3 |
45.91 |
46.42 |
47.82 |
|
S4 |
44.69 |
45.20 |
47.49 |
|
|
Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.62 |
60.14 |
52.61 |
|
R3 |
57.45 |
55.97 |
51.47 |
|
R2 |
53.28 |
53.28 |
51.08 |
|
R1 |
51.80 |
51.80 |
50.70 |
52.54 |
PP |
49.11 |
49.11 |
49.11 |
49.48 |
S1 |
47.63 |
47.63 |
49.94 |
48.37 |
S2 |
44.94 |
44.94 |
49.56 |
|
S3 |
40.77 |
43.46 |
49.17 |
|
S4 |
36.60 |
39.29 |
48.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.59 |
47.83 |
2.76 |
5.7% |
1.40 |
2.9% |
12% |
False |
True |
86,894 |
10 |
50.59 |
43.38 |
7.21 |
15.0% |
1.52 |
3.2% |
66% |
False |
False |
82,436 |
20 |
50.59 |
41.58 |
9.01 |
18.7% |
1.50 |
3.1% |
73% |
False |
False |
78,543 |
40 |
52.30 |
41.58 |
10.72 |
22.3% |
1.56 |
3.2% |
61% |
False |
False |
75,157 |
60 |
53.62 |
41.58 |
12.04 |
25.0% |
1.55 |
3.2% |
55% |
False |
False |
71,479 |
80 |
53.62 |
41.58 |
12.04 |
25.0% |
1.51 |
3.1% |
55% |
False |
False |
68,302 |
100 |
53.62 |
39.70 |
13.92 |
28.9% |
1.52 |
3.2% |
61% |
False |
False |
66,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.24 |
2.618 |
52.24 |
1.618 |
51.02 |
1.000 |
50.27 |
0.618 |
49.80 |
HIGH |
49.05 |
0.618 |
48.58 |
0.500 |
48.44 |
0.382 |
48.30 |
LOW |
47.83 |
0.618 |
47.08 |
1.000 |
46.61 |
1.618 |
45.86 |
2.618 |
44.64 |
4.250 |
42.65 |
|
|
Fisher Pivots for day following 24-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
48.44 |
49.02 |
PP |
48.35 |
48.73 |
S1 |
48.25 |
48.45 |
|