NYMEX Light Sweet Crude Oil Future January 2017
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 |
48.80 |
49.36 |
0.56 |
1.1% |
50.67 |
High |
49.46 |
50.43 |
0.97 |
2.0% |
50.67 |
Low |
48.44 |
48.91 |
0.47 |
1.0% |
48.44 |
Close |
49.35 |
49.63 |
0.28 |
0.6% |
49.63 |
Range |
1.02 |
1.52 |
0.50 |
49.0% |
2.23 |
ATR |
1.43 |
1.44 |
0.01 |
0.4% |
0.00 |
Volume |
24,390 |
28,781 |
4,391 |
18.0% |
139,245 |
|
Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.22 |
53.44 |
50.47 |
|
R3 |
52.70 |
51.92 |
50.05 |
|
R2 |
51.18 |
51.18 |
49.91 |
|
R1 |
50.40 |
50.40 |
49.77 |
50.79 |
PP |
49.66 |
49.66 |
49.66 |
49.85 |
S1 |
48.88 |
48.88 |
49.49 |
49.27 |
S2 |
48.14 |
48.14 |
49.35 |
|
S3 |
46.62 |
47.36 |
49.21 |
|
S4 |
45.10 |
45.84 |
48.79 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.27 |
55.18 |
50.86 |
|
R3 |
54.04 |
52.95 |
50.24 |
|
R2 |
51.81 |
51.81 |
50.04 |
|
R1 |
50.72 |
50.72 |
49.83 |
50.15 |
PP |
49.58 |
49.58 |
49.58 |
49.30 |
S1 |
48.49 |
48.49 |
49.43 |
47.92 |
S2 |
47.35 |
47.35 |
49.22 |
|
S3 |
45.12 |
46.26 |
49.02 |
|
S4 |
42.89 |
44.03 |
48.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.67 |
48.44 |
2.23 |
4.5% |
1.36 |
2.7% |
53% |
False |
False |
27,849 |
10 |
51.13 |
47.09 |
4.04 |
8.1% |
1.30 |
2.6% |
63% |
False |
False |
28,236 |
20 |
51.13 |
42.34 |
8.79 |
17.7% |
1.45 |
2.9% |
83% |
False |
False |
24,872 |
40 |
52.11 |
42.34 |
9.77 |
19.7% |
1.47 |
3.0% |
75% |
False |
False |
20,858 |
60 |
53.72 |
42.34 |
11.38 |
22.9% |
1.43 |
2.9% |
64% |
False |
False |
17,314 |
80 |
53.72 |
42.34 |
11.38 |
22.9% |
1.37 |
2.8% |
64% |
False |
False |
14,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.89 |
2.618 |
54.41 |
1.618 |
52.89 |
1.000 |
51.95 |
0.618 |
51.37 |
HIGH |
50.43 |
0.618 |
49.85 |
0.500 |
49.67 |
0.382 |
49.49 |
LOW |
48.91 |
0.618 |
47.97 |
1.000 |
47.39 |
1.618 |
46.45 |
2.618 |
44.93 |
4.250 |
42.45 |
|
|
Fisher Pivots for day following 26-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
49.67 |
49.57 |
PP |
49.66 |
49.50 |
S1 |
49.64 |
49.44 |
|