NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 04-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
42.79 |
44.01 |
1.22 |
2.9% |
46.83 |
High |
44.09 |
44.86 |
0.77 |
1.7% |
47.07 |
Low |
42.34 |
43.27 |
0.93 |
2.2% |
43.35 |
Close |
43.77 |
44.82 |
1.05 |
2.4% |
44.51 |
Range |
1.75 |
1.59 |
-0.16 |
-9.1% |
3.72 |
ATR |
1.49 |
1.50 |
0.01 |
0.5% |
0.00 |
Volume |
14,616 |
18,654 |
4,038 |
27.6% |
78,602 |
|
Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.09 |
48.54 |
45.69 |
|
R3 |
47.50 |
46.95 |
45.26 |
|
R2 |
45.91 |
45.91 |
45.11 |
|
R1 |
45.36 |
45.36 |
44.97 |
45.64 |
PP |
44.32 |
44.32 |
44.32 |
44.45 |
S1 |
43.77 |
43.77 |
44.67 |
44.05 |
S2 |
42.73 |
42.73 |
44.53 |
|
S3 |
41.14 |
42.18 |
44.38 |
|
S4 |
39.55 |
40.59 |
43.95 |
|
|
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 |
44.86 |
42.34 |
2.52 |
5.6% |
1.62 |
3.6% |
98% |
True |
False |
15,840 |
10 |
47.61 |
42.34 |
5.27 |
11.8% |
1.40 |
3.1% |
47% |
False |
False |
15,285 |
20 |
50.24 |
42.34 |
7.90 |
17.6% |
1.38 |
3.1% |
31% |
False |
False |
17,166 |
40 |
53.72 |
42.34 |
11.38 |
25.4% |
1.50 |
3.4% |
22% |
False |
False |
14,380 |
60 |
53.72 |
42.34 |
11.38 |
25.4% |
1.34 |
3.0% |
22% |
False |
False |
11,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.62 |
2.618 |
49.02 |
1.618 |
47.43 |
1.000 |
46.45 |
0.618 |
45.84 |
HIGH |
44.86 |
0.618 |
44.25 |
0.500 |
44.07 |
0.382 |
43.88 |
LOW |
43.27 |
0.618 |
42.29 |
1.000 |
41.68 |
1.618 |
40.70 |
2.618 |
39.11 |
4.250 |
36.51 |
|
|
Fisher Pivots for day following 04-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
44.57 |
44.41 |
PP |
44.32 |
44.01 |
S1 |
44.07 |
43.60 |
|