NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 08-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
46.14 |
47.43 |
1.29 |
2.8% |
48.60 |
High |
47.46 |
49.02 |
1.56 |
3.3% |
48.73 |
Low |
45.82 |
47.07 |
1.25 |
2.7% |
44.19 |
Close |
46.81 |
48.91 |
2.10 |
4.5% |
45.64 |
Range |
1.64 |
1.95 |
0.31 |
18.9% |
4.54 |
ATR |
1.61 |
1.66 |
0.04 |
2.6% |
0.00 |
Volume |
74,209 |
125,241 |
51,032 |
68.8% |
441,926 |
|
Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.18 |
53.50 |
49.98 |
|
R3 |
52.23 |
51.55 |
49.45 |
|
R2 |
50.28 |
50.28 |
49.27 |
|
R1 |
49.60 |
49.60 |
49.09 |
49.94 |
PP |
48.33 |
48.33 |
48.33 |
48.51 |
S1 |
47.65 |
47.65 |
48.73 |
47.99 |
S2 |
46.38 |
46.38 |
48.55 |
|
S3 |
44.43 |
45.70 |
48.37 |
|
S4 |
42.48 |
43.75 |
47.84 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.81 |
57.26 |
48.14 |
|
R3 |
55.27 |
52.72 |
46.89 |
|
R2 |
50.73 |
50.73 |
46.47 |
|
R1 |
48.18 |
48.18 |
46.06 |
47.19 |
PP |
46.19 |
46.19 |
46.19 |
45.69 |
S1 |
43.64 |
43.64 |
45.22 |
42.65 |
S2 |
41.65 |
41.65 |
44.81 |
|
S3 |
37.11 |
39.10 |
44.39 |
|
S4 |
32.57 |
34.56 |
43.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.02 |
44.19 |
4.83 |
9.9% |
1.98 |
4.1% |
98% |
True |
False |
103,772 |
10 |
49.79 |
44.19 |
5.60 |
11.4% |
1.64 |
3.3% |
84% |
False |
False |
90,534 |
20 |
50.59 |
43.38 |
7.21 |
14.7% |
1.58 |
3.2% |
77% |
False |
False |
86,485 |
40 |
50.59 |
41.58 |
9.01 |
18.4% |
1.47 |
3.0% |
81% |
False |
False |
76,990 |
60 |
52.40 |
41.58 |
10.82 |
22.1% |
1.62 |
3.3% |
68% |
False |
False |
77,626 |
80 |
53.62 |
41.58 |
12.04 |
24.6% |
1.51 |
3.1% |
61% |
False |
False |
71,086 |
100 |
53.62 |
41.58 |
12.04 |
24.6% |
1.52 |
3.1% |
61% |
False |
False |
69,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.31 |
2.618 |
54.13 |
1.618 |
52.18 |
1.000 |
50.97 |
0.618 |
50.23 |
HIGH |
49.02 |
0.618 |
48.28 |
0.500 |
48.05 |
0.382 |
47.81 |
LOW |
47.07 |
0.618 |
45.86 |
1.000 |
45.12 |
1.618 |
43.91 |
2.618 |
41.96 |
4.250 |
38.78 |
|
|
Fisher Pivots for day following 08-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
48.62 |
48.29 |
PP |
48.33 |
47.67 |
S1 |
48.05 |
47.06 |
|