NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 04-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
39.70 |
41.16 |
1.46 |
3.7% |
44.20 |
High |
41.20 |
42.08 |
0.88 |
2.1% |
44.37 |
Low |
39.19 |
40.43 |
1.24 |
3.2% |
40.57 |
Close |
40.83 |
41.93 |
1.10 |
2.7% |
41.60 |
Range |
2.01 |
1.65 |
-0.36 |
-17.9% |
3.80 |
ATR |
1.61 |
1.61 |
0.00 |
0.2% |
0.00 |
Volume |
655,186 |
598,836 |
-56,350 |
-8.6% |
2,315,227 |
|
Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.43 |
45.83 |
42.84 |
|
R3 |
44.78 |
44.18 |
42.38 |
|
R2 |
43.13 |
43.13 |
42.23 |
|
R1 |
42.53 |
42.53 |
42.08 |
42.83 |
PP |
41.48 |
41.48 |
41.48 |
41.63 |
S1 |
40.88 |
40.88 |
41.78 |
41.18 |
S2 |
39.83 |
39.83 |
41.63 |
|
S3 |
38.18 |
39.23 |
41.48 |
|
S4 |
36.53 |
37.58 |
41.02 |
|
|
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 |
42.08 |
39.19 |
2.89 |
6.9% |
1.69 |
4.0% |
95% |
True |
False |
560,063 |
10 |
44.97 |
39.19 |
5.78 |
13.8% |
1.48 |
3.5% |
47% |
False |
False |
506,518 |
20 |
47.69 |
39.19 |
8.50 |
20.3% |
1.48 |
3.5% |
32% |
False |
False |
430,170 |
40 |
52.73 |
39.19 |
13.54 |
32.3% |
1.68 |
4.0% |
20% |
False |
False |
274,727 |
60 |
52.73 |
39.19 |
13.54 |
32.3% |
1.54 |
3.7% |
20% |
False |
False |
200,063 |
80 |
52.73 |
39.19 |
13.54 |
32.3% |
1.58 |
3.8% |
20% |
False |
False |
159,839 |
100 |
52.73 |
38.67 |
14.06 |
33.5% |
1.54 |
3.7% |
23% |
False |
False |
134,164 |
120 |
52.73 |
36.18 |
16.55 |
39.5% |
1.56 |
3.7% |
35% |
False |
False |
116,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.09 |
2.618 |
46.40 |
1.618 |
44.75 |
1.000 |
43.73 |
0.618 |
43.10 |
HIGH |
42.08 |
0.618 |
41.45 |
0.500 |
41.26 |
0.382 |
41.06 |
LOW |
40.43 |
0.618 |
39.41 |
1.000 |
38.78 |
1.618 |
37.76 |
2.618 |
36.11 |
4.250 |
33.42 |
|
|
Fisher Pivots for day following 04-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
41.71 |
41.50 |
PP |
41.48 |
41.07 |
S1 |
41.26 |
40.64 |
|