NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 09-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
43.54 |
44.30 |
0.76 |
1.7% |
42.77 |
High |
44.88 |
44.95 |
0.07 |
0.2% |
43.63 |
Low |
43.38 |
43.96 |
0.58 |
1.3% |
40.77 |
Close |
44.51 |
44.25 |
-0.26 |
-0.6% |
43.38 |
Range |
1.50 |
0.99 |
-0.51 |
-34.0% |
2.86 |
ATR |
1.52 |
1.48 |
-0.04 |
-2.5% |
0.00 |
Volume |
126,105 |
100,756 |
-25,349 |
-20.1% |
330,189 |
|
Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.36 |
46.79 |
44.79 |
|
R3 |
46.37 |
45.80 |
44.52 |
|
R2 |
45.38 |
45.38 |
44.43 |
|
R1 |
44.81 |
44.81 |
44.34 |
44.60 |
PP |
44.39 |
44.39 |
44.39 |
44.28 |
S1 |
43.82 |
43.82 |
44.16 |
43.61 |
S2 |
43.40 |
43.40 |
44.07 |
|
S3 |
42.41 |
42.83 |
43.98 |
|
S4 |
41.42 |
41.84 |
43.71 |
|
|
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 |
44.95 |
40.77 |
4.18 |
9.4% |
1.42 |
3.2% |
83% |
True |
False |
91,973 |
10 |
44.95 |
40.77 |
4.18 |
9.4% |
1.44 |
3.3% |
83% |
True |
False |
66,957 |
20 |
48.71 |
40.77 |
7.94 |
17.9% |
1.38 |
3.1% |
44% |
False |
False |
51,069 |
40 |
52.00 |
40.77 |
11.23 |
25.4% |
1.59 |
3.6% |
31% |
False |
False |
39,373 |
60 |
53.39 |
40.77 |
12.62 |
28.5% |
1.44 |
3.3% |
28% |
False |
False |
31,219 |
80 |
53.39 |
40.77 |
12.62 |
28.5% |
1.46 |
3.3% |
28% |
False |
False |
27,084 |
100 |
53.39 |
39.40 |
13.99 |
31.6% |
1.39 |
3.1% |
35% |
False |
False |
23,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.16 |
2.618 |
47.54 |
1.618 |
46.55 |
1.000 |
45.94 |
0.618 |
45.56 |
HIGH |
44.95 |
0.618 |
44.57 |
0.500 |
44.46 |
0.382 |
44.34 |
LOW |
43.96 |
0.618 |
43.35 |
1.000 |
42.97 |
1.618 |
42.36 |
2.618 |
41.37 |
4.250 |
39.75 |
|
|
Fisher Pivots for day following 09-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
44.46 |
44.10 |
PP |
44.39 |
43.94 |
S1 |
44.32 |
43.79 |
|