NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 10-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
44.95 |
44.93 |
-0.02 |
0.0% |
43.67 |
High |
45.66 |
45.60 |
-0.06 |
-0.1% |
44.35 |
Low |
44.65 |
43.72 |
-0.93 |
-2.1% |
41.58 |
Close |
44.95 |
44.00 |
-0.95 |
-2.1% |
44.12 |
Range |
1.01 |
1.88 |
0.87 |
86.1% |
2.77 |
ATR |
1.48 |
1.51 |
0.03 |
1.9% |
0.00 |
Volume |
67,882 |
89,173 |
21,291 |
31.4% |
366,266 |
|
Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.08 |
48.92 |
45.03 |
|
R3 |
48.20 |
47.04 |
44.52 |
|
R2 |
46.32 |
46.32 |
44.34 |
|
R1 |
45.16 |
45.16 |
44.17 |
44.80 |
PP |
44.44 |
44.44 |
44.44 |
44.26 |
S1 |
43.28 |
43.28 |
43.83 |
42.92 |
S2 |
42.56 |
42.56 |
43.66 |
|
S3 |
40.68 |
41.40 |
43.48 |
|
S4 |
38.80 |
39.52 |
42.97 |
|
|
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 |
42.61 |
3.05 |
6.9% |
1.41 |
3.2% |
46% |
False |
False |
85,486 |
10 |
45.66 |
41.58 |
4.08 |
9.3% |
1.47 |
3.3% |
59% |
False |
False |
74,649 |
20 |
49.00 |
41.58 |
7.42 |
16.9% |
1.36 |
3.1% |
33% |
False |
False |
67,494 |
40 |
52.40 |
41.58 |
10.82 |
24.6% |
1.64 |
3.7% |
22% |
False |
False |
73,197 |
60 |
53.62 |
41.58 |
12.04 |
27.4% |
1.48 |
3.4% |
20% |
False |
False |
65,953 |
80 |
53.62 |
41.58 |
12.04 |
27.4% |
1.51 |
3.4% |
20% |
False |
False |
64,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.59 |
2.618 |
50.52 |
1.618 |
48.64 |
1.000 |
47.48 |
0.618 |
46.76 |
HIGH |
45.60 |
0.618 |
44.88 |
0.500 |
44.66 |
0.382 |
44.44 |
LOW |
43.72 |
0.618 |
42.56 |
1.000 |
41.84 |
1.618 |
40.68 |
2.618 |
38.80 |
4.250 |
35.73 |
|
|
Fisher Pivots for day following 10-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
44.66 |
44.69 |
PP |
44.44 |
44.46 |
S1 |
44.22 |
44.23 |
|