NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 09-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
44.80 |
45.63 |
0.83 |
1.9% |
44.30 |
High |
46.20 |
46.24 |
0.04 |
0.1% |
44.90 |
Low |
44.74 |
45.29 |
0.55 |
1.2% |
42.34 |
Close |
45.84 |
45.56 |
-0.28 |
-0.6% |
44.75 |
Range |
1.46 |
0.95 |
-0.51 |
-34.9% |
2.56 |
ATR |
1.45 |
1.42 |
-0.04 |
-2.5% |
0.00 |
Volume |
30,614 |
20,701 |
-9,913 |
-32.4% |
89,727 |
|
Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.55 |
48.00 |
46.08 |
|
R3 |
47.60 |
47.05 |
45.82 |
|
R2 |
46.65 |
46.65 |
45.73 |
|
R1 |
46.10 |
46.10 |
45.65 |
45.90 |
PP |
45.70 |
45.70 |
45.70 |
45.60 |
S1 |
45.15 |
45.15 |
45.47 |
44.95 |
S2 |
44.75 |
44.75 |
45.39 |
|
S3 |
43.80 |
44.20 |
45.30 |
|
S4 |
42.85 |
43.25 |
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 |
46.24 |
42.34 |
3.90 |
8.6% |
1.33 |
2.9% |
83% |
True |
False |
21,993 |
10 |
46.24 |
42.34 |
3.90 |
8.6% |
1.40 |
3.1% |
83% |
True |
False |
18,430 |
20 |
49.84 |
42.34 |
7.50 |
16.5% |
1.32 |
2.9% |
43% |
False |
False |
17,306 |
40 |
52.66 |
42.34 |
10.32 |
22.7% |
1.50 |
3.3% |
31% |
False |
False |
15,513 |
60 |
53.72 |
42.34 |
11.38 |
25.0% |
1.33 |
2.9% |
28% |
False |
False |
12,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.28 |
2.618 |
48.73 |
1.618 |
47.78 |
1.000 |
47.19 |
0.618 |
46.83 |
HIGH |
46.24 |
0.618 |
45.88 |
0.500 |
45.77 |
0.382 |
45.65 |
LOW |
45.29 |
0.618 |
44.70 |
1.000 |
44.34 |
1.618 |
43.75 |
2.618 |
42.80 |
4.250 |
41.25 |
|
|
Fisher Pivots for day following 09-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
45.77 |
45.42 |
PP |
45.70 |
45.27 |
S1 |
45.63 |
45.13 |
|