NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 01-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
42.60 |
42.77 |
0.17 |
0.4% |
45.59 |
High |
43.14 |
43.37 |
0.23 |
0.5% |
45.77 |
Low |
42.03 |
41.39 |
-0.64 |
-1.5% |
42.03 |
Close |
43.09 |
41.62 |
-1.47 |
-3.4% |
43.09 |
Range |
1.11 |
1.98 |
0.87 |
78.4% |
3.74 |
ATR |
1.48 |
1.52 |
0.04 |
2.4% |
0.00 |
Volume |
37,543 |
53,939 |
16,396 |
43.7% |
194,865 |
|
Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.07 |
46.82 |
42.71 |
|
R3 |
46.09 |
44.84 |
42.16 |
|
R2 |
44.11 |
44.11 |
41.98 |
|
R1 |
42.86 |
42.86 |
41.80 |
42.50 |
PP |
42.13 |
42.13 |
42.13 |
41.94 |
S1 |
40.88 |
40.88 |
41.44 |
40.52 |
S2 |
40.15 |
40.15 |
41.26 |
|
S3 |
38.17 |
38.90 |
41.08 |
|
S4 |
36.19 |
36.92 |
40.53 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.85 |
52.71 |
45.15 |
|
R3 |
51.11 |
48.97 |
44.12 |
|
R2 |
47.37 |
47.37 |
43.78 |
|
R1 |
45.23 |
45.23 |
43.43 |
44.43 |
PP |
43.63 |
43.63 |
43.63 |
43.23 |
S1 |
41.49 |
41.49 |
42.75 |
40.69 |
S2 |
39.89 |
39.89 |
42.40 |
|
S3 |
36.15 |
37.75 |
42.06 |
|
S4 |
32.41 |
34.01 |
41.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.84 |
41.39 |
3.45 |
8.3% |
1.33 |
3.2% |
7% |
False |
True |
42,689 |
10 |
47.66 |
41.39 |
6.27 |
15.1% |
1.32 |
3.2% |
4% |
False |
True |
37,530 |
20 |
51.20 |
41.39 |
9.81 |
23.6% |
1.58 |
3.8% |
2% |
False |
True |
37,462 |
40 |
53.39 |
41.39 |
12.00 |
28.8% |
1.56 |
3.7% |
2% |
False |
True |
29,471 |
60 |
53.39 |
41.39 |
12.00 |
28.8% |
1.45 |
3.5% |
2% |
False |
True |
24,821 |
80 |
53.39 |
41.29 |
12.10 |
29.1% |
1.44 |
3.5% |
3% |
False |
False |
22,003 |
100 |
53.39 |
39.40 |
13.99 |
33.6% |
1.36 |
3.3% |
16% |
False |
False |
19,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.79 |
2.618 |
48.55 |
1.618 |
46.57 |
1.000 |
45.35 |
0.618 |
44.59 |
HIGH |
43.37 |
0.618 |
42.61 |
0.500 |
42.38 |
0.382 |
42.15 |
LOW |
41.39 |
0.618 |
40.17 |
1.000 |
39.41 |
1.618 |
38.19 |
2.618 |
36.21 |
4.250 |
32.98 |
|
|
Fisher Pivots for day following 01-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
42.38 |
42.49 |
PP |
42.13 |
42.20 |
S1 |
41.87 |
41.91 |
|