NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 09-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
44.23 |
44.95 |
0.72 |
1.6% |
43.67 |
High |
45.59 |
45.66 |
0.07 |
0.2% |
44.35 |
Low |
44.10 |
44.65 |
0.55 |
1.2% |
41.58 |
Close |
45.22 |
44.95 |
-0.27 |
-0.6% |
44.12 |
Range |
1.49 |
1.01 |
-0.48 |
-32.2% |
2.77 |
ATR |
1.52 |
1.48 |
-0.04 |
-2.4% |
0.00 |
Volume |
99,747 |
67,882 |
-31,865 |
-31.9% |
366,266 |
|
Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.12 |
47.54 |
45.51 |
|
R3 |
47.11 |
46.53 |
45.23 |
|
R2 |
46.10 |
46.10 |
45.14 |
|
R1 |
45.52 |
45.52 |
45.04 |
45.46 |
PP |
45.09 |
45.09 |
45.09 |
45.05 |
S1 |
44.51 |
44.51 |
44.86 |
44.45 |
S2 |
44.08 |
44.08 |
44.76 |
|
S3 |
43.07 |
43.50 |
44.67 |
|
S4 |
42.06 |
42.49 |
44.39 |
|
|
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 |
45.66 |
41.58 |
4.08 |
9.1% |
1.40 |
3.1% |
83% |
True |
False |
81,685 |
10 |
45.66 |
41.58 |
4.08 |
9.1% |
1.44 |
3.2% |
83% |
True |
False |
72,435 |
20 |
49.35 |
41.58 |
7.77 |
17.3% |
1.37 |
3.1% |
43% |
False |
False |
67,788 |
40 |
52.40 |
41.58 |
10.82 |
24.1% |
1.61 |
3.6% |
31% |
False |
False |
72,504 |
60 |
53.62 |
41.58 |
12.04 |
26.8% |
1.48 |
3.3% |
28% |
False |
False |
65,828 |
80 |
53.62 |
41.43 |
12.19 |
27.1% |
1.52 |
3.4% |
29% |
False |
False |
64,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.95 |
2.618 |
48.30 |
1.618 |
47.29 |
1.000 |
46.67 |
0.618 |
46.28 |
HIGH |
45.66 |
0.618 |
45.27 |
0.500 |
45.16 |
0.382 |
45.04 |
LOW |
44.65 |
0.618 |
44.03 |
1.000 |
43.64 |
1.618 |
43.02 |
2.618 |
42.01 |
4.250 |
40.36 |
|
|
Fisher Pivots for day following 09-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
45.16 |
44.81 |
PP |
45.09 |
44.66 |
S1 |
45.02 |
44.52 |
|