NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 01-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
43.97 |
44.30 |
0.33 |
0.8% |
46.83 |
High |
44.56 |
44.85 |
0.29 |
0.7% |
47.07 |
Low |
43.35 |
42.84 |
-0.51 |
-1.2% |
43.35 |
Close |
44.51 |
43.08 |
-1.43 |
-3.2% |
44.51 |
Range |
1.21 |
2.01 |
0.80 |
66.1% |
3.72 |
ATR |
1.42 |
1.46 |
0.04 |
2.9% |
0.00 |
Volume |
14,857 |
18,997 |
4,140 |
27.9% |
78,602 |
|
Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.62 |
48.36 |
44.19 |
|
R3 |
47.61 |
46.35 |
43.63 |
|
R2 |
45.60 |
45.60 |
43.45 |
|
R1 |
44.34 |
44.34 |
43.26 |
43.97 |
PP |
43.59 |
43.59 |
43.59 |
43.40 |
S1 |
42.33 |
42.33 |
42.90 |
41.96 |
S2 |
41.58 |
41.58 |
42.71 |
|
S3 |
39.57 |
40.32 |
42.53 |
|
S4 |
37.56 |
38.31 |
41.97 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.14 |
54.04 |
46.56 |
|
R3 |
52.42 |
50.32 |
45.53 |
|
R2 |
48.70 |
48.70 |
45.19 |
|
R1 |
46.60 |
46.60 |
44.85 |
45.79 |
PP |
44.98 |
44.98 |
44.98 |
44.57 |
S1 |
42.88 |
42.88 |
44.17 |
42.07 |
S2 |
41.26 |
41.26 |
43.83 |
|
S3 |
37.54 |
39.16 |
43.49 |
|
S4 |
33.82 |
35.44 |
42.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.17 |
42.84 |
3.33 |
7.7% |
1.33 |
3.1% |
7% |
False |
True |
16,376 |
10 |
48.88 |
42.84 |
6.04 |
14.0% |
1.29 |
3.0% |
4% |
False |
True |
15,521 |
20 |
52.11 |
42.84 |
9.27 |
21.5% |
1.51 |
3.5% |
3% |
False |
True |
17,007 |
40 |
53.72 |
42.84 |
10.88 |
25.3% |
1.45 |
3.4% |
2% |
False |
True |
13,874 |
60 |
53.72 |
42.84 |
10.88 |
25.3% |
1.35 |
3.1% |
2% |
False |
True |
11,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.39 |
2.618 |
50.11 |
1.618 |
48.10 |
1.000 |
46.86 |
0.618 |
46.09 |
HIGH |
44.85 |
0.618 |
44.08 |
0.500 |
43.85 |
0.382 |
43.61 |
LOW |
42.84 |
0.618 |
41.60 |
1.000 |
40.83 |
1.618 |
39.59 |
2.618 |
37.58 |
4.250 |
34.30 |
|
|
Fisher Pivots for day following 01-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
43.85 |
43.87 |
PP |
43.59 |
43.61 |
S1 |
43.34 |
43.34 |
|