NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 09-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
47.43 |
48.61 |
1.18 |
2.5% |
45.37 |
High |
49.02 |
48.63 |
-0.39 |
-0.8% |
49.02 |
Low |
47.07 |
46.77 |
-0.30 |
-0.6% |
45.09 |
Close |
48.91 |
47.07 |
-1.84 |
-3.8% |
47.07 |
Range |
1.95 |
1.86 |
-0.09 |
-4.6% |
3.93 |
ATR |
1.66 |
1.69 |
0.03 |
2.1% |
0.00 |
Volume |
125,241 |
101,382 |
-23,859 |
-19.1% |
423,484 |
|
Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.07 |
51.93 |
48.09 |
|
R3 |
51.21 |
50.07 |
47.58 |
|
R2 |
49.35 |
49.35 |
47.41 |
|
R1 |
48.21 |
48.21 |
47.24 |
47.85 |
PP |
47.49 |
47.49 |
47.49 |
47.31 |
S1 |
46.35 |
46.35 |
46.90 |
45.99 |
S2 |
45.63 |
45.63 |
46.73 |
|
S3 |
43.77 |
44.49 |
46.56 |
|
S4 |
41.91 |
42.63 |
46.05 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.85 |
56.89 |
49.23 |
|
R3 |
54.92 |
52.96 |
48.15 |
|
R2 |
50.99 |
50.99 |
47.79 |
|
R1 |
49.03 |
49.03 |
47.43 |
50.01 |
PP |
47.06 |
47.06 |
47.06 |
47.55 |
S1 |
45.10 |
45.10 |
46.71 |
46.08 |
S2 |
43.13 |
43.13 |
46.35 |
|
S3 |
39.20 |
41.17 |
45.99 |
|
S4 |
35.27 |
37.24 |
44.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.02 |
44.35 |
4.67 |
9.9% |
1.94 |
4.1% |
58% |
False |
False |
101,579 |
10 |
49.79 |
44.19 |
5.60 |
11.9% |
1.72 |
3.6% |
51% |
False |
False |
94,102 |
20 |
50.59 |
44.19 |
6.40 |
13.6% |
1.54 |
3.3% |
45% |
False |
False |
87,378 |
40 |
50.59 |
41.58 |
9.01 |
19.1% |
1.49 |
3.2% |
61% |
False |
False |
77,542 |
60 |
52.40 |
41.58 |
10.82 |
23.0% |
1.63 |
3.5% |
51% |
False |
False |
78,217 |
80 |
53.62 |
41.58 |
12.04 |
25.6% |
1.52 |
3.2% |
46% |
False |
False |
71,595 |
100 |
53.62 |
41.58 |
12.04 |
25.6% |
1.52 |
3.2% |
46% |
False |
False |
69,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.54 |
2.618 |
53.50 |
1.618 |
51.64 |
1.000 |
50.49 |
0.618 |
49.78 |
HIGH |
48.63 |
0.618 |
47.92 |
0.500 |
47.70 |
0.382 |
47.48 |
LOW |
46.77 |
0.618 |
45.62 |
1.000 |
44.91 |
1.618 |
43.76 |
2.618 |
41.90 |
4.250 |
38.87 |
|
|
Fisher Pivots for day following 09-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
47.70 |
47.42 |
PP |
47.49 |
47.30 |
S1 |
47.28 |
47.19 |
|