NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 02-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
41.35 |
40.08 |
-1.27 |
-3.1% |
44.20 |
High |
41.88 |
40.91 |
-0.97 |
-2.3% |
44.37 |
Low |
39.82 |
39.26 |
-0.56 |
-1.4% |
40.57 |
Close |
40.06 |
39.51 |
-0.55 |
-1.4% |
41.60 |
Range |
2.06 |
1.65 |
-0.41 |
-19.9% |
3.80 |
ATR |
1.57 |
1.58 |
0.01 |
0.4% |
0.00 |
Volume |
533,020 |
534,512 |
1,492 |
0.3% |
2,315,227 |
|
Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.84 |
43.83 |
40.42 |
|
R3 |
43.19 |
42.18 |
39.96 |
|
R2 |
41.54 |
41.54 |
39.81 |
|
R1 |
40.53 |
40.53 |
39.66 |
40.21 |
PP |
39.89 |
39.89 |
39.89 |
39.74 |
S1 |
38.88 |
38.88 |
39.36 |
38.56 |
S2 |
38.24 |
38.24 |
39.21 |
|
S3 |
36.59 |
37.23 |
39.06 |
|
S4 |
34.94 |
35.58 |
38.60 |
|
|
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 |
43.20 |
39.26 |
3.94 |
10.0% |
1.50 |
3.8% |
6% |
False |
True |
506,319 |
10 |
46.13 |
39.26 |
6.87 |
17.4% |
1.43 |
3.6% |
4% |
False |
True |
478,515 |
20 |
48.94 |
39.26 |
9.68 |
24.5% |
1.56 |
4.0% |
3% |
False |
True |
388,509 |
40 |
52.73 |
39.26 |
13.47 |
34.1% |
1.65 |
4.2% |
2% |
False |
True |
248,373 |
60 |
52.73 |
39.26 |
13.47 |
34.1% |
1.55 |
3.9% |
2% |
False |
True |
180,774 |
80 |
52.73 |
39.26 |
13.47 |
34.1% |
1.58 |
4.0% |
2% |
False |
True |
145,299 |
100 |
52.73 |
38.67 |
14.06 |
35.6% |
1.53 |
3.9% |
6% |
False |
False |
122,168 |
120 |
52.73 |
34.69 |
18.04 |
45.7% |
1.55 |
3.9% |
27% |
False |
False |
106,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.92 |
2.618 |
45.23 |
1.618 |
43.58 |
1.000 |
42.56 |
0.618 |
41.93 |
HIGH |
40.91 |
0.618 |
40.28 |
0.500 |
40.09 |
0.382 |
39.89 |
LOW |
39.26 |
0.618 |
38.24 |
1.000 |
37.61 |
1.618 |
36.59 |
2.618 |
34.94 |
4.250 |
32.25 |
|
|
Fisher Pivots for day following 02-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
40.09 |
40.57 |
PP |
39.89 |
40.22 |
S1 |
39.70 |
39.86 |
|