NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 10-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
45.63 |
45.53 |
-0.10 |
-0.2% |
44.30 |
High |
46.24 |
46.19 |
-0.05 |
-0.1% |
44.90 |
Low |
45.29 |
44.40 |
-0.89 |
-2.0% |
42.34 |
Close |
45.56 |
44.69 |
-0.87 |
-1.9% |
44.75 |
Range |
0.95 |
1.79 |
0.84 |
88.4% |
2.56 |
ATR |
1.42 |
1.44 |
0.03 |
1.9% |
0.00 |
Volume |
20,701 |
30,644 |
9,943 |
48.0% |
89,727 |
|
Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.46 |
49.37 |
45.67 |
|
R3 |
48.67 |
47.58 |
45.18 |
|
R2 |
46.88 |
46.88 |
45.02 |
|
R1 |
45.79 |
45.79 |
44.85 |
45.44 |
PP |
45.09 |
45.09 |
45.09 |
44.92 |
S1 |
44.00 |
44.00 |
44.53 |
43.65 |
S2 |
43.30 |
43.30 |
44.36 |
|
S3 |
41.51 |
42.21 |
44.20 |
|
S4 |
39.72 |
40.42 |
43.71 |
|
|
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 |
43.27 |
2.97 |
6.6% |
1.33 |
3.0% |
48% |
False |
False |
25,199 |
10 |
46.24 |
42.34 |
3.90 |
8.7% |
1.42 |
3.2% |
60% |
False |
False |
19,971 |
20 |
49.52 |
42.34 |
7.18 |
16.1% |
1.31 |
2.9% |
33% |
False |
False |
17,869 |
40 |
52.66 |
42.34 |
10.32 |
23.1% |
1.53 |
3.4% |
23% |
False |
False |
16,073 |
60 |
53.72 |
42.34 |
11.38 |
25.5% |
1.35 |
3.0% |
21% |
False |
False |
12,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.80 |
2.618 |
50.88 |
1.618 |
49.09 |
1.000 |
47.98 |
0.618 |
47.30 |
HIGH |
46.19 |
0.618 |
45.51 |
0.500 |
45.30 |
0.382 |
45.08 |
LOW |
44.40 |
0.618 |
43.29 |
1.000 |
42.61 |
1.618 |
41.50 |
2.618 |
39.71 |
4.250 |
36.79 |
|
|
Fisher Pivots for day following 10-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
45.30 |
45.32 |
PP |
45.09 |
45.11 |
S1 |
44.89 |
44.90 |
|