NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 08-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
42.55 |
42.70 |
0.15 |
0.4% |
42.07 |
High |
42.85 |
44.12 |
1.27 |
3.0% |
42.85 |
Low |
41.81 |
42.58 |
0.77 |
1.8% |
39.96 |
Close |
42.57 |
43.76 |
1.19 |
2.8% |
42.57 |
Range |
1.04 |
1.54 |
0.50 |
48.1% |
2.89 |
ATR |
1.54 |
1.54 |
0.00 |
0.0% |
0.00 |
Volume |
215,855 |
250,452 |
34,597 |
16.0% |
892,181 |
|
Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.11 |
47.47 |
44.61 |
|
R3 |
46.57 |
45.93 |
44.18 |
|
R2 |
45.03 |
45.03 |
44.04 |
|
R1 |
44.39 |
44.39 |
43.90 |
44.71 |
PP |
43.49 |
43.49 |
43.49 |
43.65 |
S1 |
42.85 |
42.85 |
43.62 |
43.17 |
S2 |
41.95 |
41.95 |
43.48 |
|
S3 |
40.41 |
41.31 |
43.34 |
|
S4 |
38.87 |
39.77 |
42.91 |
|
|
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 |
44.12 |
39.96 |
4.16 |
9.5% |
1.57 |
3.6% |
91% |
True |
False |
194,909 |
10 |
44.12 |
39.96 |
4.16 |
9.5% |
1.46 |
3.3% |
91% |
True |
False |
158,920 |
20 |
48.37 |
39.96 |
8.41 |
19.2% |
1.46 |
3.3% |
45% |
False |
False |
116,341 |
40 |
51.53 |
39.96 |
11.57 |
26.4% |
1.62 |
3.7% |
33% |
False |
False |
79,968 |
60 |
53.02 |
39.96 |
13.06 |
29.8% |
1.47 |
3.4% |
29% |
False |
False |
59,992 |
80 |
53.02 |
39.96 |
13.06 |
29.8% |
1.52 |
3.5% |
29% |
False |
False |
50,008 |
100 |
53.02 |
39.08 |
13.94 |
31.9% |
1.46 |
3.3% |
34% |
False |
False |
42,980 |
120 |
53.02 |
36.98 |
16.04 |
36.7% |
1.44 |
3.3% |
42% |
False |
False |
37,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.67 |
2.618 |
48.15 |
1.618 |
46.61 |
1.000 |
45.66 |
0.618 |
45.07 |
HIGH |
44.12 |
0.618 |
43.53 |
0.500 |
43.35 |
0.382 |
43.17 |
LOW |
42.58 |
0.618 |
41.63 |
1.000 |
41.04 |
1.618 |
40.09 |
2.618 |
38.55 |
4.250 |
36.04 |
|
|
Fisher Pivots for day following 08-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
43.62 |
43.39 |
PP |
43.49 |
43.01 |
S1 |
43.35 |
42.64 |
|