NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 02-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
42.77 |
41.73 |
-1.04 |
-2.4% |
45.59 |
High |
43.37 |
42.48 |
-0.89 |
-2.1% |
45.77 |
Low |
41.39 |
40.89 |
-0.50 |
-1.2% |
42.03 |
Close |
41.62 |
41.12 |
-0.50 |
-1.2% |
43.09 |
Range |
1.98 |
1.59 |
-0.39 |
-19.7% |
3.74 |
ATR |
1.52 |
1.52 |
0.01 |
0.4% |
0.00 |
Volume |
53,939 |
43,242 |
-10,697 |
-19.8% |
194,865 |
|
Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.27 |
45.28 |
41.99 |
|
R3 |
44.68 |
43.69 |
41.56 |
|
R2 |
43.09 |
43.09 |
41.41 |
|
R1 |
42.10 |
42.10 |
41.27 |
41.80 |
PP |
41.50 |
41.50 |
41.50 |
41.35 |
S1 |
40.51 |
40.51 |
40.97 |
40.21 |
S2 |
39.91 |
39.91 |
40.83 |
|
S3 |
38.32 |
38.92 |
40.68 |
|
S4 |
36.73 |
37.33 |
40.25 |
|
|
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 |
44.65 |
40.89 |
3.76 |
9.1% |
1.46 |
3.6% |
6% |
False |
True |
41,941 |
10 |
47.54 |
40.89 |
6.65 |
16.2% |
1.39 |
3.4% |
3% |
False |
True |
38,929 |
20 |
50.10 |
40.89 |
9.21 |
22.4% |
1.51 |
3.7% |
2% |
False |
True |
38,096 |
40 |
53.39 |
40.89 |
12.50 |
30.4% |
1.57 |
3.8% |
2% |
False |
True |
30,192 |
60 |
53.39 |
40.89 |
12.50 |
30.4% |
1.45 |
3.5% |
2% |
False |
True |
25,277 |
80 |
53.39 |
40.89 |
12.50 |
30.4% |
1.44 |
3.5% |
2% |
False |
True |
22,323 |
100 |
53.39 |
39.40 |
13.99 |
34.0% |
1.36 |
3.3% |
12% |
False |
False |
19,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.24 |
2.618 |
46.64 |
1.618 |
45.05 |
1.000 |
44.07 |
0.618 |
43.46 |
HIGH |
42.48 |
0.618 |
41.87 |
0.500 |
41.69 |
0.382 |
41.50 |
LOW |
40.89 |
0.618 |
39.91 |
1.000 |
39.30 |
1.618 |
38.32 |
2.618 |
36.73 |
4.250 |
34.13 |
|
|
Fisher Pivots for day following 02-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
41.69 |
42.13 |
PP |
41.50 |
41.79 |
S1 |
41.31 |
41.46 |
|