NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
48.16 |
48.70 |
0.54 |
1.1% |
50.19 |
| High |
48.80 |
49.79 |
0.99 |
2.0% |
50.20 |
| Low |
47.77 |
48.27 |
0.50 |
1.0% |
47.77 |
| Close |
48.69 |
48.98 |
0.29 |
0.6% |
48.98 |
| Range |
1.03 |
1.52 |
0.49 |
47.6% |
2.43 |
| ATR |
1.49 |
1.49 |
0.00 |
0.1% |
0.00 |
| Volume |
65,697 |
75,616 |
9,919 |
15.1% |
403,362 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.57 |
52.80 |
49.82 |
|
| R3 |
52.05 |
51.28 |
49.40 |
|
| R2 |
50.53 |
50.53 |
49.26 |
|
| R1 |
49.76 |
49.76 |
49.12 |
50.15 |
| PP |
49.01 |
49.01 |
49.01 |
49.21 |
| S1 |
48.24 |
48.24 |
48.84 |
48.63 |
| S2 |
47.49 |
47.49 |
48.70 |
|
| S3 |
45.97 |
46.72 |
48.56 |
|
| S4 |
44.45 |
45.20 |
48.14 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.27 |
55.06 |
50.32 |
|
| R3 |
53.84 |
52.63 |
49.65 |
|
| R2 |
51.41 |
51.41 |
49.43 |
|
| R1 |
50.20 |
50.20 |
49.20 |
49.59 |
| PP |
48.98 |
48.98 |
48.98 |
48.68 |
| S1 |
47.77 |
47.77 |
48.76 |
47.16 |
| S2 |
46.55 |
46.55 |
48.53 |
|
| S3 |
44.12 |
45.34 |
48.31 |
|
| S4 |
41.69 |
42.91 |
47.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.20 |
47.77 |
2.43 |
5.0% |
1.42 |
2.9% |
50% |
False |
False |
80,672 |
| 10 |
50.59 |
46.42 |
4.17 |
8.5% |
1.37 |
2.8% |
61% |
False |
False |
81,205 |
| 20 |
50.59 |
41.58 |
9.01 |
18.4% |
1.51 |
3.1% |
82% |
False |
False |
79,437 |
| 40 |
51.75 |
41.58 |
10.17 |
20.8% |
1.54 |
3.1% |
73% |
False |
False |
75,005 |
| 60 |
53.62 |
41.58 |
12.04 |
24.6% |
1.54 |
3.2% |
61% |
False |
False |
72,044 |
| 80 |
53.62 |
41.58 |
12.04 |
24.6% |
1.50 |
3.1% |
61% |
False |
False |
68,478 |
| 100 |
53.62 |
40.85 |
12.77 |
26.1% |
1.52 |
3.1% |
64% |
False |
False |
66,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.25 |
|
2.618 |
53.77 |
|
1.618 |
52.25 |
|
1.000 |
51.31 |
|
0.618 |
50.73 |
|
HIGH |
49.79 |
|
0.618 |
49.21 |
|
0.500 |
49.03 |
|
0.382 |
48.85 |
|
LOW |
48.27 |
|
0.618 |
47.33 |
|
1.000 |
46.75 |
|
1.618 |
45.81 |
|
2.618 |
44.29 |
|
4.250 |
41.81 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.03 |
48.91 |
| PP |
49.01 |
48.85 |
| S1 |
49.00 |
48.78 |
|