NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 25-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
48.84 |
48.16 |
-0.68 |
-1.4% |
46.75 |
High |
49.05 |
48.80 |
-0.25 |
-0.5% |
50.59 |
Low |
47.83 |
47.77 |
-0.06 |
-0.1% |
46.42 |
Close |
48.16 |
48.69 |
0.53 |
1.1% |
50.32 |
Range |
1.22 |
1.03 |
-0.19 |
-15.6% |
4.17 |
ATR |
1.53 |
1.49 |
-0.04 |
-2.3% |
0.00 |
Volume |
96,744 |
65,697 |
-31,047 |
-32.1% |
408,690 |
|
Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.51 |
51.13 |
49.26 |
|
R3 |
50.48 |
50.10 |
48.97 |
|
R2 |
49.45 |
49.45 |
48.88 |
|
R1 |
49.07 |
49.07 |
48.78 |
49.26 |
PP |
48.42 |
48.42 |
48.42 |
48.52 |
S1 |
48.04 |
48.04 |
48.60 |
48.23 |
S2 |
47.39 |
47.39 |
48.50 |
|
S3 |
46.36 |
47.01 |
48.41 |
|
S4 |
45.33 |
45.98 |
48.12 |
|
|
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 |
47.77 |
2.82 |
5.8% |
1.28 |
2.6% |
33% |
False |
True |
83,543 |
10 |
50.59 |
45.47 |
5.12 |
10.5% |
1.35 |
2.8% |
63% |
False |
False |
80,655 |
20 |
50.59 |
41.58 |
9.01 |
18.5% |
1.49 |
3.1% |
79% |
False |
False |
78,662 |
40 |
51.88 |
41.58 |
10.30 |
21.2% |
1.53 |
3.2% |
69% |
False |
False |
74,675 |
60 |
53.62 |
41.58 |
12.04 |
24.7% |
1.54 |
3.2% |
59% |
False |
False |
71,684 |
80 |
53.62 |
41.58 |
12.04 |
24.7% |
1.50 |
3.1% |
59% |
False |
False |
68,458 |
100 |
53.62 |
40.38 |
13.24 |
27.2% |
1.52 |
3.1% |
63% |
False |
False |
66,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.18 |
2.618 |
51.50 |
1.618 |
50.47 |
1.000 |
49.83 |
0.618 |
49.44 |
HIGH |
48.80 |
0.618 |
48.41 |
0.500 |
48.29 |
0.382 |
48.16 |
LOW |
47.77 |
0.618 |
47.13 |
1.000 |
46.74 |
1.618 |
46.10 |
2.618 |
45.07 |
4.250 |
43.39 |
|
|
Fisher Pivots for day following 25-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
48.56 |
48.69 |
PP |
48.42 |
48.69 |
S1 |
48.29 |
48.69 |
|