NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 02-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
43.67 |
42.56 |
-1.11 |
-2.5% |
46.28 |
High |
44.15 |
43.26 |
-0.89 |
-2.0% |
46.46 |
Low |
42.17 |
41.67 |
-0.50 |
-1.2% |
42.72 |
Close |
42.39 |
41.92 |
-0.47 |
-1.1% |
43.84 |
Range |
1.98 |
1.59 |
-0.39 |
-19.7% |
3.74 |
ATR |
1.53 |
1.53 |
0.00 |
0.3% |
0.00 |
Volume |
66,979 |
58,487 |
-8,492 |
-12.7% |
321,486 |
|
Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.05 |
46.08 |
42.79 |
|
R3 |
45.46 |
44.49 |
42.36 |
|
R2 |
43.87 |
43.87 |
42.21 |
|
R1 |
42.90 |
42.90 |
42.07 |
42.59 |
PP |
42.28 |
42.28 |
42.28 |
42.13 |
S1 |
41.31 |
41.31 |
41.77 |
41.00 |
S2 |
40.69 |
40.69 |
41.63 |
|
S3 |
39.10 |
39.72 |
41.48 |
|
S4 |
37.51 |
38.13 |
41.05 |
|
|
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 |
45.36 |
41.67 |
3.69 |
8.8% |
1.47 |
3.5% |
7% |
False |
True |
63,185 |
10 |
48.28 |
41.67 |
6.61 |
15.8% |
1.39 |
3.3% |
4% |
False |
True |
61,663 |
20 |
50.63 |
41.67 |
8.96 |
21.4% |
1.51 |
3.6% |
3% |
False |
True |
69,547 |
40 |
53.62 |
41.67 |
11.95 |
28.5% |
1.60 |
3.8% |
2% |
False |
True |
69,429 |
60 |
53.62 |
41.67 |
11.95 |
28.5% |
1.50 |
3.6% |
2% |
False |
True |
64,872 |
80 |
53.62 |
41.43 |
12.19 |
29.1% |
1.52 |
3.6% |
4% |
False |
False |
63,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.02 |
2.618 |
47.42 |
1.618 |
45.83 |
1.000 |
44.85 |
0.618 |
44.24 |
HIGH |
43.26 |
0.618 |
42.65 |
0.500 |
42.47 |
0.382 |
42.28 |
LOW |
41.67 |
0.618 |
40.69 |
1.000 |
40.08 |
1.618 |
39.10 |
2.618 |
37.51 |
4.250 |
34.91 |
|
|
Fisher Pivots for day following 02-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
42.47 |
42.91 |
PP |
42.28 |
42.58 |
S1 |
42.10 |
42.25 |
|