NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 05-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
44.01 |
44.59 |
0.58 |
1.3% |
44.30 |
High |
44.86 |
44.90 |
0.04 |
0.1% |
44.90 |
Low |
43.27 |
44.02 |
0.75 |
1.7% |
42.34 |
Close |
44.82 |
44.75 |
-0.07 |
-0.2% |
44.75 |
Range |
1.59 |
0.88 |
-0.71 |
-44.7% |
2.56 |
ATR |
1.50 |
1.45 |
-0.04 |
-2.9% |
0.00 |
Volume |
18,654 |
25,383 |
6,729 |
36.1% |
89,727 |
|
Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.20 |
46.85 |
45.23 |
|
R3 |
46.32 |
45.97 |
44.99 |
|
R2 |
45.44 |
45.44 |
44.91 |
|
R1 |
45.09 |
45.09 |
44.83 |
45.27 |
PP |
44.56 |
44.56 |
44.56 |
44.64 |
S1 |
44.21 |
44.21 |
44.67 |
44.39 |
S2 |
43.68 |
43.68 |
44.59 |
|
S3 |
42.80 |
43.33 |
44.51 |
|
S4 |
41.92 |
42.45 |
44.27 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.68 |
50.77 |
46.16 |
|
R3 |
49.12 |
48.21 |
45.45 |
|
R2 |
46.56 |
46.56 |
45.22 |
|
R1 |
45.65 |
45.65 |
44.98 |
46.11 |
PP |
44.00 |
44.00 |
44.00 |
44.22 |
S1 |
43.09 |
43.09 |
44.52 |
43.55 |
S2 |
41.44 |
41.44 |
44.28 |
|
S3 |
38.88 |
40.53 |
44.05 |
|
S4 |
36.32 |
37.97 |
43.34 |
|
|
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 |
5.7% |
1.55 |
3.5% |
94% |
True |
False |
17,945 |
10 |
47.07 |
42.34 |
4.73 |
10.6% |
1.37 |
3.1% |
51% |
False |
False |
16,832 |
20 |
50.24 |
42.34 |
7.90 |
17.7% |
1.37 |
3.1% |
31% |
False |
False |
17,464 |
40 |
52.66 |
42.34 |
10.32 |
23.1% |
1.50 |
3.3% |
23% |
False |
False |
14,721 |
60 |
53.72 |
42.34 |
11.38 |
25.4% |
1.32 |
2.9% |
21% |
False |
False |
11,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.64 |
2.618 |
47.20 |
1.618 |
46.32 |
1.000 |
45.78 |
0.618 |
45.44 |
HIGH |
44.90 |
0.618 |
44.56 |
0.500 |
44.46 |
0.382 |
44.36 |
LOW |
44.02 |
0.618 |
43.48 |
1.000 |
43.14 |
1.618 |
42.60 |
2.618 |
41.72 |
4.250 |
40.28 |
|
|
Fisher Pivots for day following 05-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
44.65 |
44.37 |
PP |
44.56 |
44.00 |
S1 |
44.46 |
43.62 |
|