NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
46.75 |
48.03 |
1.28 |
2.7% |
49.16 |
| High |
48.09 |
49.65 |
1.56 |
3.2% |
49.34 |
| Low |
46.49 |
47.73 |
1.24 |
2.7% |
44.80 |
| Close |
47.47 |
49.57 |
2.10 |
4.4% |
46.24 |
| Range |
1.60 |
1.92 |
0.32 |
20.0% |
4.54 |
| ATR |
1.57 |
1.61 |
0.04 |
2.8% |
0.00 |
| Volume |
18,438 |
38,807 |
20,369 |
110.5% |
147,884 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.74 |
54.08 |
50.63 |
|
| R3 |
52.82 |
52.16 |
50.10 |
|
| R2 |
50.90 |
50.90 |
49.92 |
|
| R1 |
50.24 |
50.24 |
49.75 |
50.57 |
| PP |
48.98 |
48.98 |
48.98 |
49.15 |
| S1 |
48.32 |
48.32 |
49.39 |
48.65 |
| S2 |
47.06 |
47.06 |
49.22 |
|
| S3 |
45.14 |
46.40 |
49.04 |
|
| S4 |
43.22 |
44.48 |
48.51 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.41 |
57.87 |
48.74 |
|
| R3 |
55.87 |
53.33 |
47.49 |
|
| R2 |
51.33 |
51.33 |
47.07 |
|
| R1 |
48.79 |
48.79 |
46.66 |
47.79 |
| PP |
46.79 |
46.79 |
46.79 |
46.30 |
| S1 |
44.25 |
44.25 |
45.82 |
43.25 |
| S2 |
42.25 |
42.25 |
45.41 |
|
| S3 |
37.71 |
39.71 |
44.99 |
|
| S4 |
33.17 |
35.17 |
43.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.65 |
44.80 |
4.85 |
9.8% |
1.95 |
3.9% |
98% |
True |
False |
29,697 |
| 10 |
50.43 |
44.80 |
5.63 |
11.4% |
1.62 |
3.3% |
85% |
False |
False |
28,561 |
| 20 |
51.13 |
44.09 |
7.04 |
14.2% |
1.53 |
3.1% |
78% |
False |
False |
27,910 |
| 40 |
51.13 |
42.34 |
8.79 |
17.7% |
1.42 |
2.9% |
82% |
False |
False |
22,889 |
| 60 |
52.66 |
42.34 |
10.32 |
20.8% |
1.53 |
3.1% |
70% |
False |
False |
20,018 |
| 80 |
53.72 |
42.34 |
11.38 |
23.0% |
1.39 |
2.8% |
64% |
False |
False |
16,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.81 |
|
2.618 |
54.68 |
|
1.618 |
52.76 |
|
1.000 |
51.57 |
|
0.618 |
50.84 |
|
HIGH |
49.65 |
|
0.618 |
48.92 |
|
0.500 |
48.69 |
|
0.382 |
48.46 |
|
LOW |
47.73 |
|
0.618 |
46.54 |
|
1.000 |
45.81 |
|
1.618 |
44.62 |
|
2.618 |
42.70 |
|
4.250 |
39.57 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.28 |
48.94 |
| PP |
48.98 |
48.31 |
| S1 |
48.69 |
47.68 |
|