NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
49.36 |
49.16 |
-0.20 |
-0.4% |
50.67 |
| High |
50.43 |
49.26 |
-1.17 |
-2.3% |
50.67 |
| Low |
48.91 |
48.61 |
-0.30 |
-0.6% |
48.44 |
| Close |
49.63 |
48.93 |
-0.70 |
-1.4% |
49.63 |
| Range |
1.52 |
0.65 |
-0.87 |
-57.2% |
2.23 |
| ATR |
1.44 |
1.41 |
-0.03 |
-2.1% |
0.00 |
| Volume |
28,781 |
19,127 |
-9,654 |
-33.5% |
139,245 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.88 |
50.56 |
49.29 |
|
| R3 |
50.23 |
49.91 |
49.11 |
|
| R2 |
49.58 |
49.58 |
49.05 |
|
| R1 |
49.26 |
49.26 |
48.99 |
49.10 |
| PP |
48.93 |
48.93 |
48.93 |
48.85 |
| S1 |
48.61 |
48.61 |
48.87 |
48.45 |
| S2 |
48.28 |
48.28 |
48.81 |
|
| S3 |
47.63 |
47.96 |
48.75 |
|
| S4 |
46.98 |
47.31 |
48.57 |
|
|
| 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 |
48.44 |
1.99 |
4.1% |
1.20 |
2.4% |
25% |
False |
False |
25,603 |
| 10 |
51.13 |
47.93 |
3.20 |
6.5% |
1.23 |
2.5% |
31% |
False |
False |
27,992 |
| 20 |
51.13 |
42.34 |
8.79 |
18.0% |
1.38 |
2.8% |
75% |
False |
False |
24,878 |
| 40 |
52.11 |
42.34 |
9.77 |
20.0% |
1.44 |
3.0% |
67% |
False |
False |
20,943 |
| 60 |
53.72 |
42.34 |
11.38 |
23.3% |
1.43 |
2.9% |
58% |
False |
False |
17,542 |
| 80 |
53.72 |
42.34 |
11.38 |
23.3% |
1.36 |
2.8% |
58% |
False |
False |
14,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.02 |
|
2.618 |
50.96 |
|
1.618 |
50.31 |
|
1.000 |
49.91 |
|
0.618 |
49.66 |
|
HIGH |
49.26 |
|
0.618 |
49.01 |
|
0.500 |
48.94 |
|
0.382 |
48.86 |
|
LOW |
48.61 |
|
0.618 |
48.21 |
|
1.000 |
47.96 |
|
1.618 |
47.56 |
|
2.618 |
46.91 |
|
4.250 |
45.85 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.94 |
49.44 |
| PP |
48.93 |
49.27 |
| S1 |
48.93 |
49.10 |
|