NYMEX Light Sweet Crude Oil Future October 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 |
43.37 |
42.21 |
-1.16 |
-2.7% |
42.07 |
High |
44.12 |
44.59 |
0.47 |
1.1% |
42.85 |
Low |
42.17 |
41.85 |
-0.32 |
-0.8% |
39.96 |
Close |
42.46 |
44.23 |
1.77 |
4.2% |
42.57 |
Range |
1.95 |
2.74 |
0.79 |
40.5% |
2.89 |
ATR |
1.54 |
1.62 |
0.09 |
5.6% |
0.00 |
Volume |
255,727 |
264,353 |
8,626 |
3.4% |
892,181 |
|
Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.78 |
50.74 |
45.74 |
|
R3 |
49.04 |
48.00 |
44.98 |
|
R2 |
46.30 |
46.30 |
44.73 |
|
R1 |
45.26 |
45.26 |
44.48 |
45.78 |
PP |
43.56 |
43.56 |
43.56 |
43.82 |
S1 |
42.52 |
42.52 |
43.98 |
43.04 |
S2 |
40.82 |
40.82 |
43.73 |
|
S3 |
38.08 |
39.78 |
43.48 |
|
S4 |
35.34 |
37.04 |
42.72 |
|
|
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 |
44.59 |
41.81 |
2.78 |
6.3% |
1.65 |
3.7% |
87% |
True |
False |
245,984 |
10 |
44.59 |
39.96 |
4.63 |
10.5% |
1.67 |
3.8% |
92% |
True |
False |
202,126 |
20 |
47.67 |
39.96 |
7.71 |
17.4% |
1.48 |
3.3% |
55% |
False |
False |
141,581 |
40 |
51.53 |
39.96 |
11.57 |
26.2% |
1.69 |
3.8% |
37% |
False |
False |
97,205 |
60 |
53.02 |
39.96 |
13.06 |
29.5% |
1.51 |
3.4% |
33% |
False |
False |
71,628 |
80 |
53.02 |
39.96 |
13.06 |
29.5% |
1.52 |
3.4% |
33% |
False |
False |
58,906 |
100 |
53.02 |
39.08 |
13.94 |
31.5% |
1.49 |
3.4% |
37% |
False |
False |
50,052 |
120 |
53.02 |
36.98 |
16.04 |
36.3% |
1.45 |
3.3% |
45% |
False |
False |
43,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.24 |
2.618 |
51.76 |
1.618 |
49.02 |
1.000 |
47.33 |
0.618 |
46.28 |
HIGH |
44.59 |
0.618 |
43.54 |
0.500 |
43.22 |
0.382 |
42.90 |
LOW |
41.85 |
0.618 |
40.16 |
1.000 |
39.11 |
1.618 |
37.42 |
2.618 |
34.68 |
4.250 |
30.21 |
|
|
Fisher Pivots for day following 11-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
43.89 |
43.89 |
PP |
43.56 |
43.56 |
S1 |
43.22 |
43.22 |
|