NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 05-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
41.87 |
42.55 |
0.68 |
1.6% |
42.07 |
High |
42.81 |
42.85 |
0.04 |
0.1% |
42.85 |
Low |
41.16 |
41.81 |
0.65 |
1.6% |
39.96 |
Close |
42.69 |
42.57 |
-0.12 |
-0.3% |
42.57 |
Range |
1.65 |
1.04 |
-0.61 |
-37.0% |
2.89 |
ATR |
1.58 |
1.54 |
-0.04 |
-2.4% |
0.00 |
Volume |
195,416 |
215,855 |
20,439 |
10.5% |
892,181 |
|
Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.53 |
45.09 |
43.14 |
|
R3 |
44.49 |
44.05 |
42.86 |
|
R2 |
43.45 |
43.45 |
42.76 |
|
R1 |
43.01 |
43.01 |
42.67 |
43.23 |
PP |
42.41 |
42.41 |
42.41 |
42.52 |
S1 |
41.97 |
41.97 |
42.47 |
42.19 |
S2 |
41.37 |
41.37 |
42.38 |
|
S3 |
40.33 |
40.93 |
42.28 |
|
S4 |
39.29 |
39.89 |
42.00 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.46 |
49.41 |
44.16 |
|
R3 |
47.57 |
46.52 |
43.36 |
|
R2 |
44.68 |
44.68 |
43.10 |
|
R1 |
43.63 |
43.63 |
42.83 |
44.16 |
PP |
41.79 |
41.79 |
41.79 |
42.06 |
S1 |
40.74 |
40.74 |
42.31 |
41.27 |
S2 |
38.90 |
38.90 |
42.04 |
|
S3 |
36.01 |
37.85 |
41.78 |
|
S4 |
33.12 |
34.96 |
40.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.85 |
39.96 |
2.89 |
6.8% |
1.67 |
3.9% |
90% |
True |
False |
178,436 |
10 |
45.05 |
39.96 |
5.09 |
12.0% |
1.44 |
3.4% |
51% |
False |
False |
141,056 |
20 |
48.37 |
39.96 |
8.41 |
19.8% |
1.44 |
3.4% |
31% |
False |
False |
107,673 |
40 |
52.09 |
39.96 |
12.13 |
28.5% |
1.63 |
3.8% |
22% |
False |
False |
74,437 |
60 |
53.02 |
39.96 |
13.06 |
30.7% |
1.47 |
3.4% |
20% |
False |
False |
56,202 |
80 |
53.02 |
39.96 |
13.06 |
30.7% |
1.52 |
3.6% |
20% |
False |
False |
47,021 |
100 |
53.02 |
39.08 |
13.94 |
32.7% |
1.46 |
3.4% |
25% |
False |
False |
40,618 |
120 |
53.02 |
36.98 |
16.04 |
37.7% |
1.45 |
3.4% |
35% |
False |
False |
35,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.27 |
2.618 |
45.57 |
1.618 |
44.53 |
1.000 |
43.89 |
0.618 |
43.49 |
HIGH |
42.85 |
0.618 |
42.45 |
0.500 |
42.33 |
0.382 |
42.21 |
LOW |
41.81 |
0.618 |
41.17 |
1.000 |
40.77 |
1.618 |
40.13 |
2.618 |
39.09 |
4.250 |
37.39 |
|
|
Fisher Pivots for day following 05-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
42.49 |
42.18 |
PP |
42.41 |
41.79 |
S1 |
42.33 |
41.41 |
|