NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 03-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
43.25 |
42.79 |
-0.46 |
-1.1% |
46.83 |
High |
43.92 |
44.09 |
0.17 |
0.4% |
47.07 |
Low |
42.39 |
42.34 |
-0.05 |
-0.1% |
43.35 |
Close |
42.62 |
43.77 |
1.15 |
2.7% |
44.51 |
Range |
1.53 |
1.75 |
0.22 |
14.4% |
3.72 |
ATR |
1.47 |
1.49 |
0.02 |
1.4% |
0.00 |
Volume |
12,077 |
14,616 |
2,539 |
21.0% |
78,602 |
|
Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.65 |
47.96 |
44.73 |
|
R3 |
46.90 |
46.21 |
44.25 |
|
R2 |
45.15 |
45.15 |
44.09 |
|
R1 |
44.46 |
44.46 |
43.93 |
44.81 |
PP |
43.40 |
43.40 |
43.40 |
43.57 |
S1 |
42.71 |
42.71 |
43.61 |
43.06 |
S2 |
41.65 |
41.65 |
43.45 |
|
S3 |
39.90 |
40.96 |
43.29 |
|
S4 |
38.15 |
39.21 |
42.81 |
|
|
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 |
44.90 |
42.34 |
2.56 |
5.8% |
1.51 |
3.4% |
56% |
False |
True |
14,744 |
10 |
48.81 |
42.34 |
6.47 |
14.8% |
1.40 |
3.2% |
22% |
False |
True |
14,824 |
20 |
51.07 |
42.34 |
8.73 |
19.9% |
1.46 |
3.3% |
16% |
False |
True |
16,968 |
40 |
53.72 |
42.34 |
11.38 |
26.0% |
1.49 |
3.4% |
13% |
False |
True |
14,212 |
60 |
53.72 |
42.34 |
11.38 |
26.0% |
1.34 |
3.1% |
13% |
False |
True |
11,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.53 |
2.618 |
48.67 |
1.618 |
46.92 |
1.000 |
45.84 |
0.618 |
45.17 |
HIGH |
44.09 |
0.618 |
43.42 |
0.500 |
43.22 |
0.382 |
43.01 |
LOW |
42.34 |
0.618 |
41.26 |
1.000 |
40.59 |
1.618 |
39.51 |
2.618 |
37.76 |
4.250 |
34.90 |
|
|
Fisher Pivots for day following 03-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
43.59 |
43.71 |
PP |
43.40 |
43.65 |
S1 |
43.22 |
43.60 |
|