NYMEX Light Sweet Crude Oil Future January 2017
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 |
48.93 |
48.00 |
-0.93 |
-1.9% |
50.67 |
High |
49.34 |
48.28 |
-1.06 |
-2.1% |
50.67 |
Low |
48.07 |
46.36 |
-1.71 |
-3.6% |
48.44 |
Close |
48.24 |
46.51 |
-1.73 |
-3.6% |
49.63 |
Range |
1.27 |
1.92 |
0.65 |
51.2% |
2.23 |
ATR |
1.40 |
1.43 |
0.04 |
2.7% |
0.00 |
Volume |
33,192 |
31,636 |
-1,556 |
-4.7% |
139,245 |
|
Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.81 |
51.58 |
47.57 |
|
R3 |
50.89 |
49.66 |
47.04 |
|
R2 |
48.97 |
48.97 |
46.86 |
|
R1 |
47.74 |
47.74 |
46.69 |
47.40 |
PP |
47.05 |
47.05 |
47.05 |
46.88 |
S1 |
45.82 |
45.82 |
46.33 |
45.48 |
S2 |
45.13 |
45.13 |
46.16 |
|
S3 |
43.21 |
43.90 |
45.98 |
|
S4 |
41.29 |
41.98 |
45.45 |
|
|
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 |
46.36 |
4.07 |
8.8% |
1.28 |
2.7% |
4% |
False |
True |
27,425 |
10 |
51.13 |
46.36 |
4.77 |
10.3% |
1.29 |
2.8% |
3% |
False |
True |
28,353 |
20 |
51.13 |
43.27 |
7.86 |
16.9% |
1.37 |
3.0% |
41% |
False |
False |
26,785 |
40 |
51.13 |
42.34 |
8.79 |
18.9% |
1.41 |
3.0% |
47% |
False |
False |
21,876 |
60 |
53.72 |
42.34 |
11.38 |
24.5% |
1.45 |
3.1% |
37% |
False |
False |
18,403 |
80 |
53.72 |
42.34 |
11.38 |
24.5% |
1.35 |
2.9% |
37% |
False |
False |
15,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.44 |
2.618 |
53.31 |
1.618 |
51.39 |
1.000 |
50.20 |
0.618 |
49.47 |
HIGH |
48.28 |
0.618 |
47.55 |
0.500 |
47.32 |
0.382 |
47.09 |
LOW |
46.36 |
0.618 |
45.17 |
1.000 |
44.44 |
1.618 |
43.25 |
2.618 |
41.33 |
4.250 |
38.20 |
|
|
Fisher Pivots for day following 31-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
47.32 |
47.85 |
PP |
47.05 |
47.40 |
S1 |
46.78 |
46.96 |
|