NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 09-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
41.99 |
42.83 |
0.84 |
2.0% |
41.35 |
High |
43.39 |
43.52 |
0.13 |
0.3% |
42.10 |
Low |
41.81 |
42.47 |
0.66 |
1.6% |
39.19 |
Close |
43.02 |
42.77 |
-0.25 |
-0.6% |
41.80 |
Range |
1.58 |
1.05 |
-0.53 |
-33.5% |
2.91 |
ATR |
1.57 |
1.53 |
-0.04 |
-2.4% |
0.00 |
Volume |
562,530 |
624,703 |
62,173 |
11.1% |
2,871,743 |
|
Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.07 |
45.47 |
43.35 |
|
R3 |
45.02 |
44.42 |
43.06 |
|
R2 |
43.97 |
43.97 |
42.96 |
|
R1 |
43.37 |
43.37 |
42.87 |
43.15 |
PP |
42.92 |
42.92 |
42.92 |
42.81 |
S1 |
42.32 |
42.32 |
42.67 |
42.10 |
S2 |
41.87 |
41.87 |
42.58 |
|
S3 |
40.82 |
41.27 |
42.48 |
|
S4 |
39.77 |
40.22 |
42.19 |
|
|
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 |
43.52 |
39.19 |
4.33 |
10.1% |
1.47 |
3.4% |
83% |
True |
False |
598,288 |
10 |
43.52 |
39.19 |
4.33 |
10.1% |
1.48 |
3.5% |
83% |
True |
False |
552,304 |
20 |
47.41 |
39.19 |
8.22 |
19.2% |
1.42 |
3.3% |
44% |
False |
False |
477,376 |
40 |
51.11 |
39.19 |
11.92 |
27.9% |
1.66 |
3.9% |
30% |
False |
False |
310,830 |
60 |
52.73 |
39.19 |
13.54 |
31.7% |
1.53 |
3.6% |
26% |
False |
False |
226,566 |
80 |
52.73 |
39.19 |
13.54 |
31.7% |
1.58 |
3.7% |
26% |
False |
False |
180,008 |
100 |
52.73 |
38.67 |
14.06 |
32.9% |
1.54 |
3.6% |
29% |
False |
False |
150,486 |
120 |
52.73 |
36.21 |
16.52 |
38.6% |
1.53 |
3.6% |
40% |
False |
False |
130,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.98 |
2.618 |
46.27 |
1.618 |
45.22 |
1.000 |
44.57 |
0.618 |
44.17 |
HIGH |
43.52 |
0.618 |
43.12 |
0.500 |
43.00 |
0.382 |
42.87 |
LOW |
42.47 |
0.618 |
41.82 |
1.000 |
41.42 |
1.618 |
40.77 |
2.618 |
39.72 |
4.250 |
38.01 |
|
|
Fisher Pivots for day following 09-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
43.00 |
42.61 |
PP |
42.92 |
42.45 |
S1 |
42.85 |
42.29 |
|