NYMEX Light Sweet Crude Oil Future January 2017
| 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 |
49.46 |
48.80 |
-0.66 |
-1.3% |
47.32 |
| High |
49.63 |
49.46 |
-0.17 |
-0.3% |
51.13 |
| Low |
48.50 |
48.44 |
-0.06 |
-0.1% |
47.09 |
| Close |
48.81 |
49.35 |
0.54 |
1.1% |
50.89 |
| Range |
1.13 |
1.02 |
-0.11 |
-9.7% |
4.04 |
| ATR |
1.46 |
1.43 |
-0.03 |
-2.2% |
0.00 |
| Volume |
25,863 |
24,390 |
-1,473 |
-5.7% |
143,118 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.14 |
51.77 |
49.91 |
|
| R3 |
51.12 |
50.75 |
49.63 |
|
| R2 |
50.10 |
50.10 |
49.54 |
|
| R1 |
49.73 |
49.73 |
49.44 |
49.92 |
| PP |
49.08 |
49.08 |
49.08 |
49.18 |
| S1 |
48.71 |
48.71 |
49.26 |
48.90 |
| S2 |
48.06 |
48.06 |
49.16 |
|
| S3 |
47.04 |
47.69 |
49.07 |
|
| S4 |
46.02 |
46.67 |
48.79 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.82 |
60.40 |
53.11 |
|
| R3 |
57.78 |
56.36 |
52.00 |
|
| R2 |
53.74 |
53.74 |
51.63 |
|
| R1 |
52.32 |
52.32 |
51.26 |
53.03 |
| PP |
49.70 |
49.70 |
49.70 |
50.06 |
| S1 |
48.28 |
48.28 |
50.52 |
48.99 |
| S2 |
45.66 |
45.66 |
50.15 |
|
| S3 |
41.62 |
44.24 |
49.78 |
|
| S4 |
37.58 |
40.20 |
48.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.13 |
48.44 |
2.69 |
5.5% |
1.22 |
2.5% |
34% |
False |
True |
28,663 |
| 10 |
51.13 |
46.12 |
5.01 |
10.2% |
1.28 |
2.6% |
64% |
False |
False |
27,333 |
| 20 |
51.13 |
42.34 |
8.79 |
17.8% |
1.43 |
2.9% |
80% |
False |
False |
24,176 |
| 40 |
52.19 |
42.34 |
9.85 |
20.0% |
1.46 |
3.0% |
71% |
False |
False |
20,478 |
| 60 |
53.72 |
42.34 |
11.38 |
23.1% |
1.42 |
2.9% |
62% |
False |
False |
16,924 |
| 80 |
53.72 |
42.34 |
11.38 |
23.1% |
1.37 |
2.8% |
62% |
False |
False |
14,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.80 |
|
2.618 |
52.13 |
|
1.618 |
51.11 |
|
1.000 |
50.48 |
|
0.618 |
50.09 |
|
HIGH |
49.46 |
|
0.618 |
49.07 |
|
0.500 |
48.95 |
|
0.382 |
48.83 |
|
LOW |
48.44 |
|
0.618 |
47.81 |
|
1.000 |
47.42 |
|
1.618 |
46.79 |
|
2.618 |
45.77 |
|
4.250 |
44.11 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.22 |
49.35 |
| PP |
49.08 |
49.34 |
| S1 |
48.95 |
49.34 |
|