NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 03-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
40.93 |
40.49 |
-0.44 |
-1.1% |
44.88 |
High |
41.70 |
41.94 |
0.24 |
0.6% |
45.05 |
Low |
40.05 |
39.96 |
-0.09 |
-0.2% |
41.30 |
Close |
40.30 |
41.58 |
1.28 |
3.2% |
42.33 |
Range |
1.65 |
1.98 |
0.33 |
20.0% |
3.75 |
ATR |
1.55 |
1.58 |
0.03 |
2.0% |
0.00 |
Volume |
136,591 |
176,231 |
39,640 |
29.0% |
518,386 |
|
Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.10 |
46.32 |
42.67 |
|
R3 |
45.12 |
44.34 |
42.12 |
|
R2 |
43.14 |
43.14 |
41.94 |
|
R1 |
42.36 |
42.36 |
41.76 |
42.75 |
PP |
41.16 |
41.16 |
41.16 |
41.36 |
S1 |
40.38 |
40.38 |
41.40 |
40.77 |
S2 |
39.18 |
39.18 |
41.22 |
|
S3 |
37.20 |
38.40 |
41.04 |
|
S4 |
35.22 |
36.42 |
40.49 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.14 |
51.99 |
44.39 |
|
R3 |
50.39 |
48.24 |
43.36 |
|
R2 |
46.64 |
46.64 |
43.02 |
|
R1 |
44.49 |
44.49 |
42.67 |
43.69 |
PP |
42.89 |
42.89 |
42.89 |
42.50 |
S1 |
40.74 |
40.74 |
41.99 |
39.94 |
S2 |
39.14 |
39.14 |
41.64 |
|
S3 |
35.39 |
36.99 |
41.30 |
|
S4 |
31.64 |
33.24 |
40.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.90 |
39.96 |
2.94 |
7.1% |
1.57 |
3.8% |
55% |
False |
True |
138,148 |
10 |
46.80 |
39.96 |
6.84 |
16.5% |
1.45 |
3.5% |
24% |
False |
True |
114,511 |
20 |
49.53 |
39.96 |
9.57 |
23.0% |
1.54 |
3.7% |
17% |
False |
True |
91,608 |
40 |
53.02 |
39.96 |
13.06 |
31.4% |
1.62 |
3.9% |
12% |
False |
True |
65,629 |
60 |
53.02 |
39.96 |
13.06 |
31.4% |
1.49 |
3.6% |
12% |
False |
True |
50,278 |
80 |
53.02 |
39.96 |
13.06 |
31.4% |
1.52 |
3.7% |
12% |
False |
True |
42,453 |
100 |
53.02 |
39.08 |
13.94 |
33.5% |
1.46 |
3.5% |
18% |
False |
False |
36,669 |
120 |
53.02 |
36.48 |
16.54 |
39.8% |
1.46 |
3.5% |
31% |
False |
False |
32,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.36 |
2.618 |
47.12 |
1.618 |
45.14 |
1.000 |
43.92 |
0.618 |
43.16 |
HIGH |
41.94 |
0.618 |
41.18 |
0.500 |
40.95 |
0.382 |
40.72 |
LOW |
39.96 |
0.618 |
38.74 |
1.000 |
37.98 |
1.618 |
36.76 |
2.618 |
34.78 |
4.250 |
31.55 |
|
|
Fisher Pivots for day following 03-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
41.37 |
41.48 |
PP |
41.16 |
41.38 |
S1 |
40.95 |
41.29 |
|