NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 08-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
44.07 |
44.23 |
0.16 |
0.4% |
43.67 |
High |
44.35 |
45.59 |
1.24 |
2.8% |
44.35 |
Low |
43.37 |
44.10 |
0.73 |
1.7% |
41.58 |
Close |
44.12 |
45.22 |
1.10 |
2.5% |
44.12 |
Range |
0.98 |
1.49 |
0.51 |
52.0% |
2.77 |
ATR |
1.52 |
1.52 |
0.00 |
-0.1% |
0.00 |
Volume |
70,332 |
99,747 |
29,415 |
41.8% |
366,266 |
|
Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.44 |
48.82 |
46.04 |
|
R3 |
47.95 |
47.33 |
45.63 |
|
R2 |
46.46 |
46.46 |
45.49 |
|
R1 |
45.84 |
45.84 |
45.36 |
46.15 |
PP |
44.97 |
44.97 |
44.97 |
45.13 |
S1 |
44.35 |
44.35 |
45.08 |
44.66 |
S2 |
43.48 |
43.48 |
44.95 |
|
S3 |
41.99 |
42.86 |
44.81 |
|
S4 |
40.50 |
41.37 |
44.40 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.66 |
50.66 |
45.64 |
|
R3 |
48.89 |
47.89 |
44.88 |
|
R2 |
46.12 |
46.12 |
44.63 |
|
R1 |
45.12 |
45.12 |
44.37 |
45.62 |
PP |
43.35 |
43.35 |
43.35 |
43.60 |
S1 |
42.35 |
42.35 |
43.87 |
42.85 |
S2 |
40.58 |
40.58 |
43.61 |
|
S3 |
37.81 |
39.58 |
43.36 |
|
S4 |
35.04 |
36.81 |
42.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.59 |
41.58 |
4.01 |
8.9% |
1.52 |
3.4% |
91% |
True |
False |
79,806 |
10 |
45.59 |
41.58 |
4.01 |
8.9% |
1.42 |
3.1% |
91% |
True |
False |
73,105 |
20 |
49.72 |
41.58 |
8.14 |
18.0% |
1.44 |
3.2% |
45% |
False |
False |
69,484 |
40 |
52.40 |
41.58 |
10.82 |
23.9% |
1.61 |
3.6% |
34% |
False |
False |
71,989 |
60 |
53.62 |
41.58 |
12.04 |
26.6% |
1.47 |
3.3% |
30% |
False |
False |
65,581 |
80 |
53.62 |
41.43 |
12.19 |
27.0% |
1.53 |
3.4% |
31% |
False |
False |
64,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.92 |
2.618 |
49.49 |
1.618 |
48.00 |
1.000 |
47.08 |
0.618 |
46.51 |
HIGH |
45.59 |
0.618 |
45.02 |
0.500 |
44.85 |
0.382 |
44.67 |
LOW |
44.10 |
0.618 |
43.18 |
1.000 |
42.61 |
1.618 |
41.69 |
2.618 |
40.20 |
4.250 |
37.77 |
|
|
Fisher Pivots for day following 08-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
45.10 |
44.85 |
PP |
44.97 |
44.47 |
S1 |
44.85 |
44.10 |
|