NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 08-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
41.84 |
41.99 |
0.15 |
0.4% |
41.35 |
High |
42.10 |
43.39 |
1.29 |
3.1% |
42.10 |
Low |
41.06 |
41.81 |
0.75 |
1.8% |
39.19 |
Close |
41.80 |
43.02 |
1.22 |
2.9% |
41.80 |
Range |
1.04 |
1.58 |
0.54 |
51.9% |
2.91 |
ATR |
1.57 |
1.57 |
0.00 |
0.1% |
0.00 |
Volume |
550,189 |
562,530 |
12,341 |
2.2% |
2,871,743 |
|
Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.48 |
46.83 |
43.89 |
|
R3 |
45.90 |
45.25 |
43.45 |
|
R2 |
44.32 |
44.32 |
43.31 |
|
R1 |
43.67 |
43.67 |
43.16 |
44.00 |
PP |
42.74 |
42.74 |
42.74 |
42.90 |
S1 |
42.09 |
42.09 |
42.88 |
42.42 |
S2 |
41.16 |
41.16 |
42.73 |
|
S3 |
39.58 |
40.51 |
42.59 |
|
S4 |
38.00 |
38.93 |
42.15 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.76 |
48.69 |
43.40 |
|
R3 |
46.85 |
45.78 |
42.60 |
|
R2 |
43.94 |
43.94 |
42.33 |
|
R1 |
42.87 |
42.87 |
42.07 |
43.41 |
PP |
41.03 |
41.03 |
41.03 |
41.30 |
S1 |
39.96 |
39.96 |
41.53 |
40.50 |
S2 |
38.12 |
38.12 |
41.27 |
|
S3 |
35.21 |
37.05 |
41.00 |
|
S4 |
32.30 |
34.14 |
40.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.39 |
39.19 |
4.20 |
9.8% |
1.59 |
3.7% |
91% |
True |
False |
580,250 |
10 |
43.39 |
39.19 |
4.20 |
9.8% |
1.48 |
3.4% |
91% |
True |
False |
535,966 |
20 |
47.69 |
39.19 |
8.50 |
19.8% |
1.48 |
3.5% |
45% |
False |
False |
461,324 |
40 |
51.11 |
39.19 |
11.92 |
27.7% |
1.66 |
3.9% |
32% |
False |
False |
297,605 |
60 |
52.73 |
39.19 |
13.54 |
31.5% |
1.52 |
3.5% |
28% |
False |
False |
216,837 |
80 |
52.73 |
39.19 |
13.54 |
31.5% |
1.59 |
3.7% |
28% |
False |
False |
172,781 |
100 |
52.73 |
38.67 |
14.06 |
32.7% |
1.54 |
3.6% |
31% |
False |
False |
144,697 |
120 |
52.73 |
36.21 |
16.52 |
38.4% |
1.53 |
3.6% |
41% |
False |
False |
125,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.11 |
2.618 |
47.53 |
1.618 |
45.95 |
1.000 |
44.97 |
0.618 |
44.37 |
HIGH |
43.39 |
0.618 |
42.79 |
0.500 |
42.60 |
0.382 |
42.41 |
LOW |
41.81 |
0.618 |
40.83 |
1.000 |
40.23 |
1.618 |
39.25 |
2.618 |
37.67 |
4.250 |
35.10 |
|
|
Fisher Pivots for day following 08-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
42.88 |
42.65 |
PP |
42.74 |
42.28 |
S1 |
42.60 |
41.91 |
|