NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 01-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
43.31 |
43.67 |
0.36 |
0.8% |
46.28 |
High |
43.89 |
44.15 |
0.26 |
0.6% |
46.46 |
Low |
42.72 |
42.17 |
-0.55 |
-1.3% |
42.72 |
Close |
43.84 |
42.39 |
-1.45 |
-3.3% |
43.84 |
Range |
1.17 |
1.98 |
0.81 |
69.2% |
3.74 |
ATR |
1.49 |
1.53 |
0.03 |
2.3% |
0.00 |
Volume |
60,114 |
66,979 |
6,865 |
11.4% |
321,486 |
|
Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.84 |
47.60 |
43.48 |
|
R3 |
46.86 |
45.62 |
42.93 |
|
R2 |
44.88 |
44.88 |
42.75 |
|
R1 |
43.64 |
43.64 |
42.57 |
43.27 |
PP |
42.90 |
42.90 |
42.90 |
42.72 |
S1 |
41.66 |
41.66 |
42.21 |
41.29 |
S2 |
40.92 |
40.92 |
42.03 |
|
S3 |
38.94 |
39.68 |
41.85 |
|
S4 |
36.96 |
37.70 |
41.30 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.56 |
53.44 |
45.90 |
|
R3 |
51.82 |
49.70 |
44.87 |
|
R2 |
48.08 |
48.08 |
44.53 |
|
R1 |
45.96 |
45.96 |
44.18 |
45.15 |
PP |
44.34 |
44.34 |
44.34 |
43.94 |
S1 |
42.22 |
42.22 |
43.50 |
41.41 |
S2 |
40.60 |
40.60 |
43.15 |
|
S3 |
36.86 |
38.48 |
42.81 |
|
S4 |
33.12 |
34.74 |
41.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.52 |
42.17 |
3.35 |
7.9% |
1.33 |
3.1% |
7% |
False |
True |
66,404 |
10 |
48.33 |
42.17 |
6.16 |
14.5% |
1.32 |
3.1% |
4% |
False |
True |
61,312 |
20 |
51.75 |
42.17 |
9.58 |
22.6% |
1.58 |
3.7% |
2% |
False |
True |
70,521 |
40 |
53.62 |
42.17 |
11.45 |
27.0% |
1.59 |
3.7% |
2% |
False |
True |
69,027 |
60 |
53.62 |
42.17 |
11.45 |
27.0% |
1.50 |
3.5% |
2% |
False |
True |
64,748 |
80 |
53.62 |
41.35 |
12.27 |
28.9% |
1.53 |
3.6% |
8% |
False |
False |
63,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.57 |
2.618 |
49.33 |
1.618 |
47.35 |
1.000 |
46.13 |
0.618 |
45.37 |
HIGH |
44.15 |
0.618 |
43.39 |
0.500 |
43.16 |
0.382 |
42.93 |
LOW |
42.17 |
0.618 |
40.95 |
1.000 |
40.19 |
1.618 |
38.97 |
2.618 |
36.99 |
4.250 |
33.76 |
|
|
Fisher Pivots for day following 01-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
43.16 |
43.23 |
PP |
42.90 |
42.95 |
S1 |
42.65 |
42.67 |
|