NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 08-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
43.31 |
43.54 |
0.23 |
0.5% |
42.77 |
High |
43.63 |
44.88 |
1.25 |
2.9% |
43.63 |
Low |
42.63 |
43.38 |
0.75 |
1.8% |
40.77 |
Close |
43.38 |
44.51 |
1.13 |
2.6% |
43.38 |
Range |
1.00 |
1.50 |
0.50 |
50.0% |
2.86 |
ATR |
1.52 |
1.52 |
0.00 |
-0.1% |
0.00 |
Volume |
94,036 |
126,105 |
32,069 |
34.1% |
330,189 |
|
Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.76 |
48.13 |
45.34 |
|
R3 |
47.26 |
46.63 |
44.92 |
|
R2 |
45.76 |
45.76 |
44.79 |
|
R1 |
45.13 |
45.13 |
44.65 |
45.45 |
PP |
44.26 |
44.26 |
44.26 |
44.41 |
S1 |
43.63 |
43.63 |
44.37 |
43.95 |
S2 |
42.76 |
42.76 |
44.24 |
|
S3 |
41.26 |
42.13 |
44.10 |
|
S4 |
39.76 |
40.63 |
43.69 |
|
|
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 |
44.88 |
40.77 |
4.11 |
9.2% |
1.54 |
3.5% |
91% |
True |
False |
80,471 |
10 |
44.88 |
40.77 |
4.11 |
9.2% |
1.44 |
3.2% |
91% |
True |
False |
61,580 |
20 |
49.06 |
40.77 |
8.29 |
18.6% |
1.44 |
3.2% |
45% |
False |
False |
49,103 |
40 |
52.00 |
40.77 |
11.23 |
25.2% |
1.59 |
3.6% |
33% |
False |
False |
37,327 |
60 |
53.39 |
40.77 |
12.62 |
28.4% |
1.44 |
3.2% |
30% |
False |
False |
29,743 |
80 |
53.39 |
40.77 |
12.62 |
28.4% |
1.47 |
3.3% |
30% |
False |
False |
25,963 |
100 |
53.39 |
39.40 |
13.99 |
31.4% |
1.39 |
3.1% |
37% |
False |
False |
23,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.26 |
2.618 |
48.81 |
1.618 |
47.31 |
1.000 |
46.38 |
0.618 |
45.81 |
HIGH |
44.88 |
0.618 |
44.31 |
0.500 |
44.13 |
0.382 |
43.95 |
LOW |
43.38 |
0.618 |
42.45 |
1.000 |
41.88 |
1.618 |
40.95 |
2.618 |
39.45 |
4.250 |
37.01 |
|
|
Fisher Pivots for day following 08-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
44.38 |
44.14 |
PP |
44.26 |
43.77 |
S1 |
44.13 |
43.40 |
|