NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 31-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
48.26 |
47.52 |
-0.74 |
-1.5% |
50.19 |
High |
48.73 |
47.67 |
-1.06 |
-2.2% |
50.20 |
Low |
47.45 |
45.74 |
-1.71 |
-3.6% |
47.77 |
Close |
47.62 |
45.91 |
-1.71 |
-3.6% |
48.98 |
Range |
1.28 |
1.93 |
0.65 |
50.8% |
2.43 |
ATR |
1.45 |
1.48 |
0.03 |
2.4% |
0.00 |
Volume |
80,112 |
111,117 |
31,005 |
38.7% |
403,362 |
|
Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.23 |
51.00 |
46.97 |
|
R3 |
50.30 |
49.07 |
46.44 |
|
R2 |
48.37 |
48.37 |
46.26 |
|
R1 |
47.14 |
47.14 |
46.09 |
46.79 |
PP |
46.44 |
46.44 |
46.44 |
46.27 |
S1 |
45.21 |
45.21 |
45.73 |
44.86 |
S2 |
44.51 |
44.51 |
45.56 |
|
S3 |
42.58 |
43.28 |
45.38 |
|
S4 |
40.65 |
41.35 |
44.85 |
|
|
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 |
45.74 |
4.05 |
8.8% |
1.29 |
2.8% |
4% |
False |
True |
77,295 |
10 |
50.59 |
45.74 |
4.85 |
10.6% |
1.34 |
2.9% |
4% |
False |
True |
82,094 |
20 |
50.59 |
42.61 |
7.98 |
17.4% |
1.43 |
3.1% |
41% |
False |
False |
81,913 |
40 |
50.63 |
41.58 |
9.05 |
19.7% |
1.47 |
3.2% |
48% |
False |
False |
74,911 |
60 |
53.62 |
41.58 |
12.04 |
26.2% |
1.56 |
3.4% |
36% |
False |
False |
74,026 |
80 |
53.62 |
41.58 |
12.04 |
26.2% |
1.48 |
3.2% |
36% |
False |
False |
69,024 |
100 |
53.62 |
41.43 |
12.19 |
26.6% |
1.51 |
3.3% |
37% |
False |
False |
67,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.87 |
2.618 |
52.72 |
1.618 |
50.79 |
1.000 |
49.60 |
0.618 |
48.86 |
HIGH |
47.67 |
0.618 |
46.93 |
0.500 |
46.71 |
0.382 |
46.48 |
LOW |
45.74 |
0.618 |
44.55 |
1.000 |
43.81 |
1.618 |
42.62 |
2.618 |
40.69 |
4.250 |
37.54 |
|
|
Fisher Pivots for day following 31-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
46.71 |
47.24 |
PP |
46.44 |
46.79 |
S1 |
46.18 |
46.35 |
|