NYMEX Light Sweet Crude Oil Future January 2017
| 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 |
49.16 |
48.93 |
-0.23 |
-0.5% |
50.67 |
| High |
49.26 |
49.34 |
0.08 |
0.2% |
50.67 |
| Low |
48.61 |
48.07 |
-0.54 |
-1.1% |
48.44 |
| Close |
48.93 |
48.24 |
-0.69 |
-1.4% |
49.63 |
| Range |
0.65 |
1.27 |
0.62 |
95.4% |
2.23 |
| ATR |
1.41 |
1.40 |
-0.01 |
-0.7% |
0.00 |
| Volume |
19,127 |
33,192 |
14,065 |
73.5% |
139,245 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.36 |
51.57 |
48.94 |
|
| R3 |
51.09 |
50.30 |
48.59 |
|
| R2 |
49.82 |
49.82 |
48.47 |
|
| R1 |
49.03 |
49.03 |
48.36 |
48.79 |
| PP |
48.55 |
48.55 |
48.55 |
48.43 |
| S1 |
47.76 |
47.76 |
48.12 |
47.52 |
| S2 |
47.28 |
47.28 |
48.01 |
|
| S3 |
46.01 |
46.49 |
47.89 |
|
| S4 |
44.74 |
45.22 |
47.54 |
|
|
| 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 |
50.43 |
48.07 |
2.36 |
4.9% |
1.12 |
2.3% |
7% |
False |
True |
26,270 |
| 10 |
51.13 |
48.07 |
3.06 |
6.3% |
1.22 |
2.5% |
6% |
False |
True |
29,049 |
| 20 |
51.13 |
42.34 |
8.79 |
18.2% |
1.36 |
2.8% |
67% |
False |
False |
25,934 |
| 40 |
51.13 |
42.34 |
8.79 |
18.2% |
1.41 |
2.9% |
67% |
False |
False |
21,427 |
| 60 |
53.72 |
42.34 |
11.38 |
23.6% |
1.44 |
3.0% |
52% |
False |
False |
18,002 |
| 80 |
53.72 |
42.34 |
11.38 |
23.6% |
1.35 |
2.8% |
52% |
False |
False |
15,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.74 |
|
2.618 |
52.66 |
|
1.618 |
51.39 |
|
1.000 |
50.61 |
|
0.618 |
50.12 |
|
HIGH |
49.34 |
|
0.618 |
48.85 |
|
0.500 |
48.71 |
|
0.382 |
48.56 |
|
LOW |
48.07 |
|
0.618 |
47.29 |
|
1.000 |
46.80 |
|
1.618 |
46.02 |
|
2.618 |
44.75 |
|
4.250 |
42.67 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.71 |
49.25 |
| PP |
48.55 |
48.91 |
| S1 |
48.40 |
48.58 |
|