NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 10-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
42.83 |
42.74 |
-0.09 |
-0.2% |
41.35 |
High |
43.52 |
43.39 |
-0.13 |
-0.3% |
42.10 |
Low |
42.47 |
41.42 |
-1.05 |
-2.5% |
39.19 |
Close |
42.77 |
41.71 |
-1.06 |
-2.5% |
41.80 |
Range |
1.05 |
1.97 |
0.92 |
87.6% |
2.91 |
ATR |
1.53 |
1.57 |
0.03 |
2.0% |
0.00 |
Volume |
624,703 |
676,148 |
51,445 |
8.2% |
2,871,743 |
|
Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.08 |
46.87 |
42.79 |
|
R3 |
46.11 |
44.90 |
42.25 |
|
R2 |
44.14 |
44.14 |
42.07 |
|
R1 |
42.93 |
42.93 |
41.89 |
42.55 |
PP |
42.17 |
42.17 |
42.17 |
41.99 |
S1 |
40.96 |
40.96 |
41.53 |
40.58 |
S2 |
40.20 |
40.20 |
41.35 |
|
S3 |
38.23 |
38.99 |
41.17 |
|
S4 |
36.26 |
37.02 |
40.63 |
|
|
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 |
40.43 |
3.09 |
7.4% |
1.46 |
3.5% |
41% |
False |
False |
602,481 |
10 |
43.52 |
39.19 |
4.33 |
10.4% |
1.53 |
3.7% |
58% |
False |
False |
566,180 |
20 |
47.05 |
39.19 |
7.86 |
18.8% |
1.41 |
3.4% |
32% |
False |
False |
492,341 |
40 |
51.11 |
39.19 |
11.92 |
28.6% |
1.69 |
4.0% |
21% |
False |
False |
325,805 |
60 |
52.73 |
39.19 |
13.54 |
32.5% |
1.53 |
3.7% |
19% |
False |
False |
237,092 |
80 |
52.73 |
39.19 |
13.54 |
32.5% |
1.57 |
3.8% |
19% |
False |
False |
187,973 |
100 |
52.73 |
38.67 |
14.06 |
33.7% |
1.55 |
3.7% |
22% |
False |
False |
156,807 |
120 |
52.73 |
36.21 |
16.52 |
39.6% |
1.54 |
3.7% |
33% |
False |
False |
135,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.76 |
2.618 |
48.55 |
1.618 |
46.58 |
1.000 |
45.36 |
0.618 |
44.61 |
HIGH |
43.39 |
0.618 |
42.64 |
0.500 |
42.41 |
0.382 |
42.17 |
LOW |
41.42 |
0.618 |
40.20 |
1.000 |
39.45 |
1.618 |
38.23 |
2.618 |
36.26 |
4.250 |
33.05 |
|
|
Fisher Pivots for day following 10-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
42.41 |
42.47 |
PP |
42.17 |
42.22 |
S1 |
41.94 |
41.96 |
|