NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 06-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
44.11 |
44.76 |
0.65 |
1.5% |
47.89 |
High |
45.26 |
47.19 |
1.93 |
4.3% |
48.11 |
Low |
43.75 |
44.47 |
0.72 |
1.6% |
43.59 |
Close |
45.04 |
45.46 |
0.42 |
0.9% |
45.04 |
Range |
1.51 |
2.72 |
1.21 |
80.1% |
4.52 |
ATR |
1.52 |
1.61 |
0.09 |
5.6% |
0.00 |
Volume |
129,611 |
264,289 |
134,678 |
103.9% |
618,584 |
|
Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.87 |
52.38 |
46.96 |
|
R3 |
51.15 |
49.66 |
46.21 |
|
R2 |
48.43 |
48.43 |
45.96 |
|
R1 |
46.94 |
46.94 |
45.71 |
47.69 |
PP |
45.71 |
45.71 |
45.71 |
46.08 |
S1 |
44.22 |
44.22 |
45.21 |
44.97 |
S2 |
42.99 |
42.99 |
44.96 |
|
S3 |
40.27 |
41.50 |
44.71 |
|
S4 |
37.55 |
38.78 |
43.96 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.14 |
56.61 |
47.53 |
|
R3 |
54.62 |
52.09 |
46.28 |
|
R2 |
50.10 |
50.10 |
45.87 |
|
R1 |
47.57 |
47.57 |
45.45 |
46.58 |
PP |
45.58 |
45.58 |
45.58 |
45.08 |
S1 |
43.05 |
43.05 |
44.63 |
42.06 |
S2 |
41.06 |
41.06 |
44.21 |
|
S3 |
36.54 |
38.53 |
43.80 |
|
S4 |
32.02 |
34.01 |
42.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.11 |
43.59 |
4.52 |
9.9% |
1.90 |
4.2% |
41% |
False |
False |
164,690 |
10 |
49.14 |
43.59 |
5.55 |
12.2% |
1.57 |
3.4% |
34% |
False |
False |
132,038 |
20 |
50.00 |
42.64 |
7.36 |
16.2% |
1.54 |
3.4% |
38% |
False |
False |
108,029 |
40 |
50.00 |
40.77 |
9.23 |
20.3% |
1.49 |
3.3% |
51% |
False |
False |
78,566 |
60 |
52.00 |
40.77 |
11.23 |
24.7% |
1.57 |
3.5% |
42% |
False |
False |
60,894 |
80 |
53.39 |
40.77 |
12.62 |
27.8% |
1.46 |
3.2% |
37% |
False |
False |
49,315 |
100 |
53.39 |
40.77 |
12.62 |
27.8% |
1.48 |
3.3% |
37% |
False |
False |
42,376 |
120 |
53.39 |
39.40 |
13.99 |
30.8% |
1.42 |
3.1% |
43% |
False |
False |
37,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.75 |
2.618 |
54.31 |
1.618 |
51.59 |
1.000 |
49.91 |
0.618 |
48.87 |
HIGH |
47.19 |
0.618 |
46.15 |
0.500 |
45.83 |
0.382 |
45.51 |
LOW |
44.47 |
0.618 |
42.79 |
1.000 |
41.75 |
1.618 |
40.07 |
2.618 |
37.35 |
4.250 |
32.91 |
|
|
Fisher Pivots for day following 06-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
45.83 |
45.44 |
PP |
45.71 |
45.41 |
S1 |
45.58 |
45.39 |
|