NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 04-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
41.33 |
42.64 |
1.31 |
3.2% |
45.59 |
High |
42.71 |
43.58 |
0.87 |
2.0% |
45.77 |
Low |
40.77 |
41.91 |
1.14 |
2.8% |
42.03 |
Close |
42.35 |
43.47 |
1.12 |
2.6% |
43.09 |
Range |
1.94 |
1.67 |
-0.27 |
-13.9% |
3.74 |
ATR |
1.55 |
1.56 |
0.01 |
0.6% |
0.00 |
Volume |
63,711 |
75,261 |
11,550 |
18.1% |
194,865 |
|
Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.00 |
47.40 |
44.39 |
|
R3 |
46.33 |
45.73 |
43.93 |
|
R2 |
44.66 |
44.66 |
43.78 |
|
R1 |
44.06 |
44.06 |
43.62 |
44.36 |
PP |
42.99 |
42.99 |
42.99 |
43.14 |
S1 |
42.39 |
42.39 |
43.32 |
42.69 |
S2 |
41.32 |
41.32 |
43.16 |
|
S3 |
39.65 |
40.72 |
43.01 |
|
S4 |
37.98 |
39.05 |
42.55 |
|
|
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 |
43.58 |
40.77 |
2.81 |
6.5% |
1.66 |
3.8% |
96% |
True |
False |
54,739 |
10 |
46.34 |
40.77 |
5.57 |
12.8% |
1.44 |
3.3% |
48% |
False |
False |
45,555 |
20 |
49.06 |
40.77 |
8.29 |
19.1% |
1.43 |
3.3% |
33% |
False |
False |
41,714 |
40 |
53.39 |
40.77 |
12.62 |
29.0% |
1.60 |
3.7% |
21% |
False |
False |
32,827 |
60 |
53.39 |
40.77 |
12.62 |
29.0% |
1.45 |
3.3% |
21% |
False |
False |
26,831 |
80 |
53.39 |
40.77 |
12.62 |
29.0% |
1.45 |
3.3% |
21% |
False |
False |
23,617 |
100 |
53.39 |
39.40 |
13.99 |
32.2% |
1.39 |
3.2% |
29% |
False |
False |
20,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.68 |
2.618 |
47.95 |
1.618 |
46.28 |
1.000 |
45.25 |
0.618 |
44.61 |
HIGH |
43.58 |
0.618 |
42.94 |
0.500 |
42.75 |
0.382 |
42.55 |
LOW |
41.91 |
0.618 |
40.88 |
1.000 |
40.24 |
1.618 |
39.21 |
2.618 |
37.54 |
4.250 |
34.81 |
|
|
Fisher Pivots for day following 04-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
43.23 |
43.04 |
PP |
42.99 |
42.61 |
S1 |
42.75 |
42.18 |
|