NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 10-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
44.30 |
44.22 |
-0.08 |
-0.2% |
42.77 |
High |
44.95 |
44.86 |
-0.09 |
-0.2% |
43.63 |
Low |
43.96 |
42.97 |
-0.99 |
-2.3% |
40.77 |
Close |
44.25 |
43.25 |
-1.00 |
-2.3% |
43.38 |
Range |
0.99 |
1.89 |
0.90 |
90.9% |
2.86 |
ATR |
1.48 |
1.51 |
0.03 |
2.0% |
0.00 |
Volume |
100,756 |
109,371 |
8,615 |
8.6% |
330,189 |
|
Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.36 |
48.20 |
44.29 |
|
R3 |
47.47 |
46.31 |
43.77 |
|
R2 |
45.58 |
45.58 |
43.60 |
|
R1 |
44.42 |
44.42 |
43.42 |
44.06 |
PP |
43.69 |
43.69 |
43.69 |
43.51 |
S1 |
42.53 |
42.53 |
43.08 |
42.17 |
S2 |
41.80 |
41.80 |
42.90 |
|
S3 |
39.91 |
40.64 |
42.73 |
|
S4 |
38.02 |
38.75 |
42.21 |
|
|
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 |
41.91 |
3.04 |
7.0% |
1.41 |
3.3% |
44% |
False |
False |
101,105 |
10 |
44.95 |
40.77 |
4.18 |
9.7% |
1.48 |
3.4% |
59% |
False |
False |
73,389 |
20 |
48.35 |
40.77 |
7.58 |
17.5% |
1.36 |
3.2% |
33% |
False |
False |
53,663 |
40 |
52.00 |
40.77 |
11.23 |
26.0% |
1.62 |
3.7% |
22% |
False |
False |
41,671 |
60 |
53.39 |
40.77 |
12.62 |
29.2% |
1.45 |
3.4% |
20% |
False |
False |
32,678 |
80 |
53.39 |
40.77 |
12.62 |
29.2% |
1.45 |
3.4% |
20% |
False |
False |
28,299 |
100 |
53.39 |
39.40 |
13.99 |
32.3% |
1.40 |
3.2% |
28% |
False |
False |
24,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.89 |
2.618 |
49.81 |
1.618 |
47.92 |
1.000 |
46.75 |
0.618 |
46.03 |
HIGH |
44.86 |
0.618 |
44.14 |
0.500 |
43.92 |
0.382 |
43.69 |
LOW |
42.97 |
0.618 |
41.80 |
1.000 |
41.08 |
1.618 |
39.91 |
2.618 |
38.02 |
4.250 |
34.94 |
|
|
Fisher Pivots for day following 10-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
43.92 |
43.96 |
PP |
43.69 |
43.72 |
S1 |
43.47 |
43.49 |
|