NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 07-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
44.76 |
45.56 |
0.80 |
1.8% |
47.89 |
High |
47.19 |
46.82 |
-0.37 |
-0.8% |
48.11 |
Low |
44.47 |
45.19 |
0.72 |
1.6% |
43.59 |
Close |
45.46 |
46.15 |
0.69 |
1.5% |
45.04 |
Range |
2.72 |
1.63 |
-1.09 |
-40.1% |
4.52 |
ATR |
1.61 |
1.61 |
0.00 |
0.1% |
0.00 |
Volume |
264,289 |
152,800 |
-111,489 |
-42.2% |
618,584 |
|
Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.94 |
50.18 |
47.05 |
|
R3 |
49.31 |
48.55 |
46.60 |
|
R2 |
47.68 |
47.68 |
46.45 |
|
R1 |
46.92 |
46.92 |
46.30 |
47.30 |
PP |
46.05 |
46.05 |
46.05 |
46.25 |
S1 |
45.29 |
45.29 |
46.00 |
45.67 |
S2 |
44.42 |
44.42 |
45.85 |
|
S3 |
42.79 |
43.66 |
45.70 |
|
S4 |
41.16 |
42.03 |
45.25 |
|
|
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 |
47.19 |
43.59 |
3.60 |
7.8% |
1.97 |
4.3% |
71% |
False |
False |
172,109 |
10 |
49.14 |
43.59 |
5.55 |
12.0% |
1.56 |
3.4% |
46% |
False |
False |
136,012 |
20 |
50.00 |
42.64 |
7.36 |
15.9% |
1.57 |
3.4% |
48% |
False |
False |
110,631 |
40 |
50.00 |
40.77 |
9.23 |
20.0% |
1.47 |
3.2% |
58% |
False |
False |
80,850 |
60 |
52.00 |
40.77 |
11.23 |
24.3% |
1.58 |
3.4% |
48% |
False |
False |
63,126 |
80 |
53.39 |
40.77 |
12.62 |
27.3% |
1.48 |
3.2% |
43% |
False |
False |
51,072 |
100 |
53.39 |
40.77 |
12.62 |
27.3% |
1.48 |
3.2% |
43% |
False |
False |
43,793 |
120 |
53.39 |
39.40 |
13.99 |
30.3% |
1.42 |
3.1% |
48% |
False |
False |
38,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.75 |
2.618 |
51.09 |
1.618 |
49.46 |
1.000 |
48.45 |
0.618 |
47.83 |
HIGH |
46.82 |
0.618 |
46.20 |
0.500 |
46.01 |
0.382 |
45.81 |
LOW |
45.19 |
0.618 |
44.18 |
1.000 |
43.56 |
1.618 |
42.55 |
2.618 |
40.92 |
4.250 |
38.26 |
|
|
Fisher Pivots for day following 07-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
46.10 |
45.92 |
PP |
46.05 |
45.70 |
S1 |
46.01 |
45.47 |
|