NYMEX Light Sweet Crude Oil Future October 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 |
43.48 |
43.37 |
-0.11 |
-0.3% |
42.07 |
High |
44.21 |
44.12 |
-0.09 |
-0.2% |
42.85 |
Low |
43.21 |
42.17 |
-1.04 |
-2.4% |
39.96 |
Close |
43.50 |
42.46 |
-1.04 |
-2.4% |
42.57 |
Range |
1.00 |
1.95 |
0.95 |
95.0% |
2.89 |
ATR |
1.50 |
1.54 |
0.03 |
2.1% |
0.00 |
Volume |
243,534 |
255,727 |
12,193 |
5.0% |
892,181 |
|
Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.77 |
47.56 |
43.53 |
|
R3 |
46.82 |
45.61 |
43.00 |
|
R2 |
44.87 |
44.87 |
42.82 |
|
R1 |
43.66 |
43.66 |
42.64 |
43.29 |
PP |
42.92 |
42.92 |
42.92 |
42.73 |
S1 |
41.71 |
41.71 |
42.28 |
41.34 |
S2 |
40.97 |
40.97 |
42.10 |
|
S3 |
39.02 |
39.76 |
41.92 |
|
S4 |
37.07 |
37.81 |
41.39 |
|
|
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 |
44.21 |
41.16 |
3.05 |
7.2% |
1.44 |
3.4% |
43% |
False |
False |
232,196 |
10 |
44.21 |
39.96 |
4.25 |
10.0% |
1.51 |
3.5% |
59% |
False |
False |
185,172 |
20 |
47.67 |
39.96 |
7.71 |
18.2% |
1.38 |
3.3% |
32% |
False |
False |
131,229 |
40 |
51.53 |
39.96 |
11.57 |
27.2% |
1.65 |
3.9% |
22% |
False |
False |
91,310 |
60 |
53.02 |
39.96 |
13.06 |
30.8% |
1.49 |
3.5% |
19% |
False |
False |
67,595 |
80 |
53.02 |
39.96 |
13.06 |
30.8% |
1.51 |
3.6% |
19% |
False |
False |
55,830 |
100 |
53.02 |
39.08 |
13.94 |
32.8% |
1.47 |
3.5% |
24% |
False |
False |
47,502 |
120 |
53.02 |
36.98 |
16.04 |
37.8% |
1.44 |
3.4% |
34% |
False |
False |
41,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.41 |
2.618 |
49.23 |
1.618 |
47.28 |
1.000 |
46.07 |
0.618 |
45.33 |
HIGH |
44.12 |
0.618 |
43.38 |
0.500 |
43.15 |
0.382 |
42.91 |
LOW |
42.17 |
0.618 |
40.96 |
1.000 |
40.22 |
1.618 |
39.01 |
2.618 |
37.06 |
4.250 |
33.88 |
|
|
Fisher Pivots for day following 10-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
43.15 |
43.19 |
PP |
42.92 |
42.95 |
S1 |
42.69 |
42.70 |
|