NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 05-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
42.64 |
43.31 |
0.67 |
1.6% |
42.77 |
High |
43.58 |
43.63 |
0.05 |
0.1% |
43.63 |
Low |
41.91 |
42.63 |
0.72 |
1.7% |
40.77 |
Close |
43.47 |
43.38 |
-0.09 |
-0.2% |
43.38 |
Range |
1.67 |
1.00 |
-0.67 |
-40.1% |
2.86 |
ATR |
1.56 |
1.52 |
-0.04 |
-2.6% |
0.00 |
Volume |
75,261 |
94,036 |
18,775 |
24.9% |
330,189 |
|
Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.21 |
45.80 |
43.93 |
|
R3 |
45.21 |
44.80 |
43.66 |
|
R2 |
44.21 |
44.21 |
43.56 |
|
R1 |
43.80 |
43.80 |
43.47 |
44.01 |
PP |
43.21 |
43.21 |
43.21 |
43.32 |
S1 |
42.80 |
42.80 |
43.29 |
43.01 |
S2 |
42.21 |
42.21 |
43.20 |
|
S3 |
41.21 |
41.80 |
43.11 |
|
S4 |
40.21 |
40.80 |
42.83 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.17 |
50.14 |
44.95 |
|
R3 |
48.31 |
47.28 |
44.17 |
|
R2 |
45.45 |
45.45 |
43.90 |
|
R1 |
44.42 |
44.42 |
43.64 |
44.94 |
PP |
42.59 |
42.59 |
42.59 |
42.85 |
S1 |
41.56 |
41.56 |
43.12 |
42.08 |
S2 |
39.73 |
39.73 |
42.86 |
|
S3 |
36.87 |
38.70 |
42.59 |
|
S4 |
34.01 |
35.84 |
41.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.63 |
40.77 |
2.86 |
6.6% |
1.64 |
3.8% |
91% |
True |
False |
66,037 |
10 |
45.77 |
40.77 |
5.00 |
11.5% |
1.42 |
3.3% |
52% |
False |
False |
52,505 |
20 |
49.06 |
40.77 |
8.29 |
19.1% |
1.42 |
3.3% |
31% |
False |
False |
45,233 |
40 |
52.49 |
40.77 |
11.72 |
27.0% |
1.59 |
3.7% |
22% |
False |
False |
34,670 |
60 |
53.39 |
40.77 |
12.62 |
29.1% |
1.43 |
3.3% |
21% |
False |
False |
27,914 |
80 |
53.39 |
40.77 |
12.62 |
29.1% |
1.46 |
3.4% |
21% |
False |
False |
24,508 |
100 |
53.39 |
39.40 |
13.99 |
32.2% |
1.39 |
3.2% |
28% |
False |
False |
21,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.88 |
2.618 |
46.25 |
1.618 |
45.25 |
1.000 |
44.63 |
0.618 |
44.25 |
HIGH |
43.63 |
0.618 |
43.25 |
0.500 |
43.13 |
0.382 |
43.01 |
LOW |
42.63 |
0.618 |
42.01 |
1.000 |
41.63 |
1.618 |
41.01 |
2.618 |
40.01 |
4.250 |
38.38 |
|
|
Fisher Pivots for day following 05-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
43.30 |
42.99 |
PP |
43.21 |
42.59 |
S1 |
43.13 |
42.20 |
|