NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 29-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
48.70 |
48.60 |
-0.10 |
-0.2% |
50.19 |
High |
49.79 |
48.61 |
-1.18 |
-2.4% |
50.20 |
Low |
48.27 |
47.94 |
-0.33 |
-0.7% |
47.77 |
Close |
48.98 |
48.29 |
-0.69 |
-1.4% |
48.98 |
Range |
1.52 |
0.67 |
-0.85 |
-55.9% |
2.43 |
ATR |
1.49 |
1.46 |
-0.03 |
-2.2% |
0.00 |
Volume |
75,616 |
53,935 |
-21,681 |
-28.7% |
403,362 |
|
Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.29 |
49.96 |
48.66 |
|
R3 |
49.62 |
49.29 |
48.47 |
|
R2 |
48.95 |
48.95 |
48.41 |
|
R1 |
48.62 |
48.62 |
48.35 |
48.45 |
PP |
48.28 |
48.28 |
48.28 |
48.20 |
S1 |
47.95 |
47.95 |
48.23 |
47.78 |
S2 |
47.61 |
47.61 |
48.17 |
|
S3 |
46.94 |
47.28 |
48.11 |
|
S4 |
46.27 |
46.61 |
47.92 |
|
|
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 |
49.79 |
47.77 |
2.02 |
4.2% |
1.23 |
2.5% |
26% |
False |
False |
77,103 |
10 |
50.59 |
47.33 |
3.26 |
6.8% |
1.28 |
2.7% |
29% |
False |
False |
80,018 |
20 |
50.59 |
41.58 |
9.01 |
18.7% |
1.45 |
3.0% |
74% |
False |
False |
78,785 |
40 |
51.75 |
41.58 |
10.17 |
21.1% |
1.51 |
3.1% |
66% |
False |
False |
74,653 |
60 |
53.62 |
41.58 |
12.04 |
24.9% |
1.54 |
3.2% |
56% |
False |
False |
72,280 |
80 |
53.62 |
41.58 |
12.04 |
24.9% |
1.49 |
3.1% |
56% |
False |
False |
68,257 |
100 |
53.62 |
41.35 |
12.27 |
25.4% |
1.51 |
3.1% |
57% |
False |
False |
66,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.46 |
2.618 |
50.36 |
1.618 |
49.69 |
1.000 |
49.28 |
0.618 |
49.02 |
HIGH |
48.61 |
0.618 |
48.35 |
0.500 |
48.28 |
0.382 |
48.20 |
LOW |
47.94 |
0.618 |
47.53 |
1.000 |
47.27 |
1.618 |
46.86 |
2.618 |
46.19 |
4.250 |
45.09 |
|
|
Fisher Pivots for day following 29-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
48.29 |
48.78 |
PP |
48.28 |
48.62 |
S1 |
48.28 |
48.45 |
|