NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 03-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
42.56 |
42.15 |
-0.41 |
-1.0% |
46.28 |
High |
43.26 |
43.45 |
0.19 |
0.4% |
46.46 |
Low |
41.67 |
41.58 |
-0.09 |
-0.2% |
42.72 |
Close |
41.92 |
43.11 |
1.19 |
2.8% |
43.84 |
Range |
1.59 |
1.87 |
0.28 |
17.6% |
3.74 |
ATR |
1.53 |
1.55 |
0.02 |
1.6% |
0.00 |
Volume |
58,487 |
70,168 |
11,681 |
20.0% |
321,486 |
|
Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.32 |
47.59 |
44.14 |
|
R3 |
46.45 |
45.72 |
43.62 |
|
R2 |
44.58 |
44.58 |
43.45 |
|
R1 |
43.85 |
43.85 |
43.28 |
44.22 |
PP |
42.71 |
42.71 |
42.71 |
42.90 |
S1 |
41.98 |
41.98 |
42.94 |
42.35 |
S2 |
40.84 |
40.84 |
42.77 |
|
S3 |
38.97 |
40.11 |
42.60 |
|
S4 |
37.10 |
38.24 |
42.08 |
|
|
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 |
44.29 |
41.58 |
2.71 |
6.3% |
1.54 |
3.6% |
56% |
False |
True |
63,813 |
10 |
48.28 |
41.58 |
6.70 |
15.5% |
1.43 |
3.3% |
23% |
False |
True |
60,914 |
20 |
50.63 |
41.58 |
9.05 |
21.0% |
1.51 |
3.5% |
17% |
False |
True |
67,908 |
40 |
53.62 |
41.58 |
12.04 |
27.9% |
1.62 |
3.8% |
13% |
False |
True |
70,083 |
60 |
53.62 |
41.58 |
12.04 |
27.9% |
1.49 |
3.5% |
13% |
False |
True |
64,728 |
80 |
53.62 |
41.43 |
12.19 |
28.3% |
1.53 |
3.5% |
14% |
False |
False |
63,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.40 |
2.618 |
48.35 |
1.618 |
46.48 |
1.000 |
45.32 |
0.618 |
44.61 |
HIGH |
43.45 |
0.618 |
42.74 |
0.500 |
42.52 |
0.382 |
42.29 |
LOW |
41.58 |
0.618 |
40.42 |
1.000 |
39.71 |
1.618 |
38.55 |
2.618 |
36.68 |
4.250 |
33.63 |
|
|
Fisher Pivots for day following 03-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
42.91 |
43.03 |
PP |
42.71 |
42.95 |
S1 |
42.52 |
42.87 |
|