NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 01-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
41.12 |
41.35 |
0.23 |
0.6% |
44.20 |
High |
41.67 |
41.88 |
0.21 |
0.5% |
44.37 |
Low |
40.57 |
39.82 |
-0.75 |
-1.8% |
40.57 |
Close |
41.60 |
40.06 |
-1.54 |
-3.7% |
41.60 |
Range |
1.10 |
2.06 |
0.96 |
87.3% |
3.80 |
ATR |
1.53 |
1.57 |
0.04 |
2.5% |
0.00 |
Volume |
478,763 |
533,020 |
54,257 |
11.3% |
2,315,227 |
|
Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.77 |
45.47 |
41.19 |
|
R3 |
44.71 |
43.41 |
40.63 |
|
R2 |
42.65 |
42.65 |
40.44 |
|
R1 |
41.35 |
41.35 |
40.25 |
40.97 |
PP |
40.59 |
40.59 |
40.59 |
40.40 |
S1 |
39.29 |
39.29 |
39.87 |
38.91 |
S2 |
38.53 |
38.53 |
39.68 |
|
S3 |
36.47 |
37.23 |
39.49 |
|
S4 |
34.41 |
35.17 |
38.93 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.58 |
51.39 |
43.69 |
|
R3 |
49.78 |
47.59 |
42.65 |
|
R2 |
45.98 |
45.98 |
42.30 |
|
R1 |
43.79 |
43.79 |
41.95 |
42.99 |
PP |
42.18 |
42.18 |
42.18 |
41.78 |
S1 |
39.99 |
39.99 |
41.25 |
39.19 |
S2 |
38.38 |
38.38 |
40.90 |
|
S3 |
34.58 |
36.19 |
40.56 |
|
S4 |
30.78 |
32.39 |
39.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.39 |
39.82 |
3.57 |
8.9% |
1.38 |
3.4% |
7% |
False |
True |
491,682 |
10 |
46.38 |
39.82 |
6.56 |
16.4% |
1.38 |
3.4% |
4% |
False |
True |
473,234 |
20 |
50.03 |
39.82 |
10.21 |
25.5% |
1.63 |
4.1% |
2% |
False |
True |
370,046 |
40 |
52.73 |
39.82 |
12.91 |
32.2% |
1.64 |
4.1% |
2% |
False |
True |
236,349 |
60 |
52.73 |
39.82 |
12.91 |
32.2% |
1.55 |
3.9% |
2% |
False |
True |
172,612 |
80 |
52.73 |
39.82 |
12.91 |
32.2% |
1.58 |
4.0% |
2% |
False |
True |
139,231 |
100 |
52.73 |
38.67 |
14.06 |
35.1% |
1.52 |
3.8% |
10% |
False |
False |
117,211 |
120 |
52.73 |
34.69 |
18.04 |
45.0% |
1.55 |
3.9% |
30% |
False |
False |
101,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.64 |
2.618 |
47.27 |
1.618 |
45.21 |
1.000 |
43.94 |
0.618 |
43.15 |
HIGH |
41.88 |
0.618 |
41.09 |
0.500 |
40.85 |
0.382 |
40.61 |
LOW |
39.82 |
0.618 |
38.55 |
1.000 |
37.76 |
1.618 |
36.49 |
2.618 |
34.43 |
4.250 |
31.07 |
|
|
Fisher Pivots for day following 01-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
40.85 |
41.02 |
PP |
40.59 |
40.70 |
S1 |
40.32 |
40.38 |
|