NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
48.02 |
48.26 |
0.24 |
0.5% |
46.09 |
| High |
48.98 |
48.39 |
-0.59 |
-1.2% |
50.00 |
| Low |
47.27 |
47.15 |
-0.12 |
-0.3% |
45.76 |
| Close |
48.75 |
47.48 |
-1.27 |
-2.6% |
49.73 |
| Range |
1.71 |
1.24 |
-0.47 |
-27.5% |
4.24 |
| ATR |
1.52 |
1.53 |
0.01 |
0.4% |
0.00 |
| Volume |
113,062 |
127,197 |
14,135 |
12.5% |
369,838 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.39 |
50.68 |
48.16 |
|
| R3 |
50.15 |
49.44 |
47.82 |
|
| R2 |
48.91 |
48.91 |
47.71 |
|
| R1 |
48.20 |
48.20 |
47.59 |
47.94 |
| PP |
47.67 |
47.67 |
47.67 |
47.54 |
| S1 |
46.96 |
46.96 |
47.37 |
46.70 |
| S2 |
46.43 |
46.43 |
47.25 |
|
| S3 |
45.19 |
45.72 |
47.14 |
|
| S4 |
43.95 |
44.48 |
46.80 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.22 |
59.71 |
52.06 |
|
| R3 |
56.98 |
55.47 |
50.90 |
|
| R2 |
52.74 |
52.74 |
50.51 |
|
| R1 |
51.23 |
51.23 |
50.12 |
51.99 |
| PP |
48.50 |
48.50 |
48.50 |
48.87 |
| S1 |
46.99 |
46.99 |
49.34 |
47.75 |
| S2 |
44.26 |
44.26 |
48.95 |
|
| S3 |
40.02 |
42.75 |
48.56 |
|
| S4 |
35.78 |
38.51 |
47.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.00 |
47.15 |
2.85 |
6.0% |
1.42 |
3.0% |
12% |
False |
True |
98,343 |
| 10 |
50.00 |
42.64 |
7.36 |
15.5% |
1.53 |
3.2% |
66% |
False |
False |
87,034 |
| 20 |
50.00 |
40.77 |
9.23 |
19.4% |
1.50 |
3.2% |
73% |
False |
False |
80,212 |
| 40 |
51.81 |
40.77 |
11.04 |
23.3% |
1.56 |
3.3% |
61% |
False |
False |
57,785 |
| 60 |
53.39 |
40.77 |
12.62 |
26.6% |
1.53 |
3.2% |
53% |
False |
False |
45,062 |
| 80 |
53.39 |
40.77 |
12.62 |
26.6% |
1.48 |
3.1% |
53% |
False |
False |
37,713 |
| 100 |
53.39 |
39.40 |
13.99 |
29.5% |
1.45 |
3.0% |
58% |
False |
False |
32,726 |
| 120 |
53.39 |
39.40 |
13.99 |
29.5% |
1.39 |
2.9% |
58% |
False |
False |
28,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.66 |
|
2.618 |
51.64 |
|
1.618 |
50.40 |
|
1.000 |
49.63 |
|
0.618 |
49.16 |
|
HIGH |
48.39 |
|
0.618 |
47.92 |
|
0.500 |
47.77 |
|
0.382 |
47.62 |
|
LOW |
47.15 |
|
0.618 |
46.38 |
|
1.000 |
45.91 |
|
1.618 |
45.14 |
|
2.618 |
43.90 |
|
4.250 |
41.88 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
47.77 |
48.39 |
| PP |
47.67 |
48.08 |
| S1 |
47.58 |
47.78 |
|