NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 03-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
41.73 |
41.33 |
-0.40 |
-1.0% |
45.59 |
High |
42.48 |
42.71 |
0.23 |
0.5% |
45.77 |
Low |
40.89 |
40.77 |
-0.12 |
-0.3% |
42.03 |
Close |
41.12 |
42.35 |
1.23 |
3.0% |
43.09 |
Range |
1.59 |
1.94 |
0.35 |
22.0% |
3.74 |
ATR |
1.52 |
1.55 |
0.03 |
2.0% |
0.00 |
Volume |
43,242 |
63,711 |
20,469 |
47.3% |
194,865 |
|
Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.76 |
47.00 |
43.42 |
|
R3 |
45.82 |
45.06 |
42.88 |
|
R2 |
43.88 |
43.88 |
42.71 |
|
R1 |
43.12 |
43.12 |
42.53 |
43.50 |
PP |
41.94 |
41.94 |
41.94 |
42.14 |
S1 |
41.18 |
41.18 |
42.17 |
41.56 |
S2 |
40.00 |
40.00 |
41.99 |
|
S3 |
38.06 |
39.24 |
41.82 |
|
S4 |
36.12 |
37.30 |
41.28 |
|
|
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 |
43.59 |
40.77 |
2.82 |
6.7% |
1.54 |
3.6% |
56% |
False |
True |
45,673 |
10 |
47.53 |
40.77 |
6.76 |
16.0% |
1.43 |
3.4% |
23% |
False |
True |
40,966 |
20 |
50.10 |
40.77 |
9.33 |
22.0% |
1.51 |
3.6% |
17% |
False |
True |
39,253 |
40 |
53.39 |
40.77 |
12.62 |
29.8% |
1.59 |
3.8% |
13% |
False |
True |
31,472 |
60 |
53.39 |
40.77 |
12.62 |
29.8% |
1.45 |
3.4% |
13% |
False |
True |
25,937 |
80 |
53.39 |
40.77 |
12.62 |
29.8% |
1.45 |
3.4% |
13% |
False |
True |
22,922 |
100 |
53.39 |
39.40 |
13.99 |
33.0% |
1.38 |
3.3% |
21% |
False |
False |
20,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.96 |
2.618 |
47.79 |
1.618 |
45.85 |
1.000 |
44.65 |
0.618 |
43.91 |
HIGH |
42.71 |
0.618 |
41.97 |
0.500 |
41.74 |
0.382 |
41.51 |
LOW |
40.77 |
0.618 |
39.57 |
1.000 |
38.83 |
1.618 |
37.63 |
2.618 |
35.69 |
4.250 |
32.53 |
|
|
Fisher Pivots for day following 03-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
42.15 |
42.26 |
PP |
41.94 |
42.16 |
S1 |
41.74 |
42.07 |
|