NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 08-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
44.59 |
44.80 |
0.21 |
0.5% |
44.30 |
High |
44.90 |
46.20 |
1.30 |
2.9% |
44.90 |
Low |
44.02 |
44.74 |
0.72 |
1.6% |
42.34 |
Close |
44.75 |
45.84 |
1.09 |
2.4% |
44.75 |
Range |
0.88 |
1.46 |
0.58 |
65.9% |
2.56 |
ATR |
1.45 |
1.45 |
0.00 |
0.0% |
0.00 |
Volume |
25,383 |
30,614 |
5,231 |
20.6% |
89,727 |
|
Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.97 |
49.37 |
46.64 |
|
R3 |
48.51 |
47.91 |
46.24 |
|
R2 |
47.05 |
47.05 |
46.11 |
|
R1 |
46.45 |
46.45 |
45.97 |
46.75 |
PP |
45.59 |
45.59 |
45.59 |
45.75 |
S1 |
44.99 |
44.99 |
45.71 |
45.29 |
S2 |
44.13 |
44.13 |
45.57 |
|
S3 |
42.67 |
43.53 |
45.44 |
|
S4 |
41.21 |
42.07 |
45.04 |
|
|
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 |
46.20 |
42.34 |
3.86 |
8.4% |
1.44 |
3.1% |
91% |
True |
False |
20,268 |
10 |
46.20 |
42.34 |
3.86 |
8.4% |
1.39 |
3.0% |
91% |
True |
False |
18,322 |
20 |
50.24 |
42.34 |
7.90 |
17.2% |
1.38 |
3.0% |
44% |
False |
False |
17,764 |
40 |
52.66 |
42.34 |
10.32 |
22.5% |
1.51 |
3.3% |
34% |
False |
False |
15,206 |
60 |
53.72 |
42.34 |
11.38 |
24.8% |
1.32 |
2.9% |
31% |
False |
False |
12,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.41 |
2.618 |
50.02 |
1.618 |
48.56 |
1.000 |
47.66 |
0.618 |
47.10 |
HIGH |
46.20 |
0.618 |
45.64 |
0.500 |
45.47 |
0.382 |
45.30 |
LOW |
44.74 |
0.618 |
43.84 |
1.000 |
43.28 |
1.618 |
42.38 |
2.618 |
40.92 |
4.250 |
38.54 |
|
|
Fisher Pivots for day following 08-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
45.72 |
45.47 |
PP |
45.59 |
45.10 |
S1 |
45.47 |
44.74 |
|