NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 09-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
48.03 |
49.13 |
1.10 |
2.3% |
45.93 |
High |
49.65 |
49.28 |
-0.37 |
-0.7% |
49.65 |
Low |
47.73 |
47.38 |
-0.35 |
-0.7% |
45.71 |
Close |
49.57 |
47.69 |
-1.88 |
-3.8% |
47.69 |
Range |
1.92 |
1.90 |
-0.02 |
-1.0% |
3.94 |
ATR |
1.61 |
1.66 |
0.04 |
2.5% |
0.00 |
Volume |
38,807 |
37,689 |
-1,118 |
-2.9% |
122,246 |
|
Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.82 |
52.65 |
48.74 |
|
R3 |
51.92 |
50.75 |
48.21 |
|
R2 |
50.02 |
50.02 |
48.04 |
|
R1 |
48.85 |
48.85 |
47.86 |
48.49 |
PP |
48.12 |
48.12 |
48.12 |
47.93 |
S1 |
46.95 |
46.95 |
47.52 |
46.59 |
S2 |
46.22 |
46.22 |
47.34 |
|
S3 |
44.32 |
45.05 |
47.17 |
|
S4 |
42.42 |
43.15 |
46.65 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.50 |
57.54 |
49.86 |
|
R3 |
55.56 |
53.60 |
48.77 |
|
R2 |
51.62 |
51.62 |
48.41 |
|
R1 |
49.66 |
49.66 |
48.05 |
50.64 |
PP |
47.68 |
47.68 |
47.68 |
48.18 |
S1 |
45.72 |
45.72 |
47.33 |
46.70 |
S2 |
43.74 |
43.74 |
46.97 |
|
S3 |
39.80 |
41.78 |
46.61 |
|
S4 |
35.86 |
37.84 |
45.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.65 |
44.96 |
4.69 |
9.8% |
1.93 |
4.0% |
58% |
False |
False |
29,909 |
10 |
50.43 |
44.80 |
5.63 |
11.8% |
1.70 |
3.6% |
51% |
False |
False |
29,891 |
20 |
51.13 |
44.80 |
6.33 |
13.3% |
1.49 |
3.1% |
46% |
False |
False |
28,612 |
40 |
51.13 |
42.34 |
8.79 |
18.4% |
1.44 |
3.0% |
61% |
False |
False |
23,261 |
60 |
52.66 |
42.34 |
10.32 |
21.6% |
1.54 |
3.2% |
52% |
False |
False |
20,545 |
80 |
53.72 |
42.34 |
11.38 |
23.9% |
1.41 |
2.9% |
47% |
False |
False |
17,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.36 |
2.618 |
54.25 |
1.618 |
52.35 |
1.000 |
51.18 |
0.618 |
50.45 |
HIGH |
49.28 |
0.618 |
48.55 |
0.500 |
48.33 |
0.382 |
48.11 |
LOW |
47.38 |
0.618 |
46.21 |
1.000 |
45.48 |
1.618 |
44.31 |
2.618 |
42.41 |
4.250 |
39.31 |
|
|
Fisher Pivots for day following 09-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
48.33 |
48.07 |
PP |
48.12 |
47.94 |
S1 |
47.90 |
47.82 |
|