NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 11-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
42.74 |
41.48 |
-1.26 |
-2.9% |
41.35 |
High |
43.39 |
43.86 |
0.47 |
1.1% |
42.10 |
Low |
41.42 |
41.10 |
-0.32 |
-0.8% |
39.19 |
Close |
41.71 |
43.49 |
1.78 |
4.3% |
41.80 |
Range |
1.97 |
2.76 |
0.79 |
40.1% |
2.91 |
ATR |
1.57 |
1.65 |
0.09 |
5.5% |
0.00 |
Volume |
676,148 |
682,235 |
6,087 |
0.9% |
2,871,743 |
|
Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.10 |
50.05 |
45.01 |
|
R3 |
48.34 |
47.29 |
44.25 |
|
R2 |
45.58 |
45.58 |
44.00 |
|
R1 |
44.53 |
44.53 |
43.74 |
45.06 |
PP |
42.82 |
42.82 |
42.82 |
43.08 |
S1 |
41.77 |
41.77 |
43.24 |
42.30 |
S2 |
40.06 |
40.06 |
42.98 |
|
S3 |
37.30 |
39.01 |
42.73 |
|
S4 |
34.54 |
36.25 |
41.97 |
|
|
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 |
43.86 |
41.06 |
2.80 |
6.4% |
1.68 |
3.9% |
87% |
True |
False |
619,161 |
10 |
43.86 |
39.19 |
4.67 |
10.7% |
1.69 |
3.9% |
92% |
True |
False |
589,612 |
20 |
47.05 |
39.19 |
7.86 |
18.1% |
1.50 |
3.5% |
55% |
False |
False |
510,813 |
40 |
51.11 |
39.19 |
11.92 |
27.4% |
1.72 |
4.0% |
36% |
False |
False |
340,844 |
60 |
52.73 |
39.19 |
13.54 |
31.1% |
1.56 |
3.6% |
32% |
False |
False |
247,704 |
80 |
52.73 |
39.19 |
13.54 |
31.1% |
1.58 |
3.6% |
32% |
False |
False |
196,009 |
100 |
52.73 |
38.67 |
14.06 |
32.3% |
1.56 |
3.6% |
34% |
False |
False |
163,342 |
120 |
52.73 |
36.21 |
16.52 |
38.0% |
1.55 |
3.6% |
44% |
False |
False |
141,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.59 |
2.618 |
51.09 |
1.618 |
48.33 |
1.000 |
46.62 |
0.618 |
45.57 |
HIGH |
43.86 |
0.618 |
42.81 |
0.500 |
42.48 |
0.382 |
42.15 |
LOW |
41.10 |
0.618 |
39.39 |
1.000 |
38.34 |
1.618 |
36.63 |
2.618 |
33.87 |
4.250 |
29.37 |
|
|
Fisher Pivots for day following 11-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
43.15 |
43.15 |
PP |
42.82 |
42.82 |
S1 |
42.48 |
42.48 |
|