NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 02-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
44.30 |
43.25 |
-1.05 |
-2.4% |
46.83 |
High |
44.85 |
43.92 |
-0.93 |
-2.1% |
47.07 |
Low |
42.84 |
42.39 |
-0.45 |
-1.1% |
43.35 |
Close |
43.08 |
42.62 |
-0.46 |
-1.1% |
44.51 |
Range |
2.01 |
1.53 |
-0.48 |
-23.9% |
3.72 |
ATR |
1.46 |
1.47 |
0.00 |
0.3% |
0.00 |
Volume |
18,997 |
12,077 |
-6,920 |
-36.4% |
78,602 |
|
Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.57 |
46.62 |
43.46 |
|
R3 |
46.04 |
45.09 |
43.04 |
|
R2 |
44.51 |
44.51 |
42.90 |
|
R1 |
43.56 |
43.56 |
42.76 |
43.27 |
PP |
42.98 |
42.98 |
42.98 |
42.83 |
S1 |
42.03 |
42.03 |
42.48 |
41.74 |
S2 |
41.45 |
41.45 |
42.34 |
|
S3 |
39.92 |
40.50 |
42.20 |
|
S4 |
38.39 |
38.97 |
41.78 |
|
|
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 |
45.97 |
42.39 |
3.58 |
8.4% |
1.46 |
3.4% |
6% |
False |
True |
14,867 |
10 |
48.82 |
42.39 |
6.43 |
15.1% |
1.37 |
3.2% |
4% |
False |
True |
15,273 |
20 |
51.07 |
42.39 |
8.68 |
20.4% |
1.45 |
3.4% |
3% |
False |
True |
16,921 |
40 |
53.72 |
42.39 |
11.33 |
26.6% |
1.47 |
3.5% |
2% |
False |
True |
14,036 |
60 |
53.72 |
42.39 |
11.33 |
26.6% |
1.35 |
3.2% |
2% |
False |
True |
11,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.42 |
2.618 |
47.93 |
1.618 |
46.40 |
1.000 |
45.45 |
0.618 |
44.87 |
HIGH |
43.92 |
0.618 |
43.34 |
0.500 |
43.16 |
0.382 |
42.97 |
LOW |
42.39 |
0.618 |
41.44 |
1.000 |
40.86 |
1.618 |
39.91 |
2.618 |
38.38 |
4.250 |
35.89 |
|
|
Fisher Pivots for day following 02-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
43.16 |
43.62 |
PP |
42.98 |
43.29 |
S1 |
42.80 |
42.95 |
|