NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 30-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
48.60 |
48.26 |
-0.34 |
-0.7% |
50.19 |
High |
48.61 |
48.73 |
0.12 |
0.2% |
50.20 |
Low |
47.94 |
47.45 |
-0.49 |
-1.0% |
47.77 |
Close |
48.29 |
47.62 |
-0.67 |
-1.4% |
48.98 |
Range |
0.67 |
1.28 |
0.61 |
91.0% |
2.43 |
ATR |
1.46 |
1.45 |
-0.01 |
-0.9% |
0.00 |
Volume |
53,935 |
80,112 |
26,177 |
48.5% |
403,362 |
|
Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.77 |
50.98 |
48.32 |
|
R3 |
50.49 |
49.70 |
47.97 |
|
R2 |
49.21 |
49.21 |
47.85 |
|
R1 |
48.42 |
48.42 |
47.74 |
48.18 |
PP |
47.93 |
47.93 |
47.93 |
47.81 |
S1 |
47.14 |
47.14 |
47.50 |
46.90 |
S2 |
46.65 |
46.65 |
47.39 |
|
S3 |
45.37 |
45.86 |
47.27 |
|
S4 |
44.09 |
44.58 |
46.92 |
|
|
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 |
47.45 |
2.34 |
4.9% |
1.14 |
2.4% |
7% |
False |
True |
74,420 |
10 |
50.59 |
47.45 |
3.14 |
6.6% |
1.27 |
2.7% |
5% |
False |
True |
81,914 |
20 |
50.59 |
41.58 |
9.01 |
18.9% |
1.43 |
3.0% |
67% |
False |
False |
79,866 |
40 |
50.63 |
41.58 |
9.05 |
19.0% |
1.47 |
3.1% |
67% |
False |
False |
74,706 |
60 |
53.62 |
41.58 |
12.04 |
25.3% |
1.54 |
3.2% |
50% |
False |
False |
72,908 |
80 |
53.62 |
41.58 |
12.04 |
25.3% |
1.48 |
3.1% |
50% |
False |
False |
68,621 |
100 |
53.62 |
41.43 |
12.19 |
25.6% |
1.50 |
3.2% |
51% |
False |
False |
66,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.17 |
2.618 |
52.08 |
1.618 |
50.80 |
1.000 |
50.01 |
0.618 |
49.52 |
HIGH |
48.73 |
0.618 |
48.24 |
0.500 |
48.09 |
0.382 |
47.94 |
LOW |
47.45 |
0.618 |
46.66 |
1.000 |
46.17 |
1.618 |
45.38 |
2.618 |
44.10 |
4.250 |
42.01 |
|
|
Fisher Pivots for day following 30-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
48.09 |
48.62 |
PP |
47.93 |
48.29 |
S1 |
47.78 |
47.95 |
|