NYMEX Light Sweet Crude Oil Future October 2016
| 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 |
42.70 |
43.48 |
0.78 |
1.8% |
42.07 |
| High |
44.12 |
44.21 |
0.09 |
0.2% |
42.85 |
| Low |
42.58 |
43.21 |
0.63 |
1.5% |
39.96 |
| Close |
43.76 |
43.50 |
-0.26 |
-0.6% |
42.57 |
| Range |
1.54 |
1.00 |
-0.54 |
-35.1% |
2.89 |
| ATR |
1.54 |
1.50 |
-0.04 |
-2.5% |
0.00 |
| Volume |
250,452 |
243,534 |
-6,918 |
-2.8% |
892,181 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.64 |
46.07 |
44.05 |
|
| R3 |
45.64 |
45.07 |
43.78 |
|
| R2 |
44.64 |
44.64 |
43.68 |
|
| R1 |
44.07 |
44.07 |
43.59 |
44.36 |
| PP |
43.64 |
43.64 |
43.64 |
43.78 |
| S1 |
43.07 |
43.07 |
43.41 |
43.36 |
| S2 |
42.64 |
42.64 |
43.32 |
|
| S3 |
41.64 |
42.07 |
43.23 |
|
| S4 |
40.64 |
41.07 |
42.95 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.46 |
49.41 |
44.16 |
|
| R3 |
47.57 |
46.52 |
43.36 |
|
| R2 |
44.68 |
44.68 |
43.10 |
|
| R1 |
43.63 |
43.63 |
42.83 |
44.16 |
| PP |
41.79 |
41.79 |
41.79 |
42.06 |
| S1 |
40.74 |
40.74 |
42.31 |
41.27 |
| S2 |
38.90 |
38.90 |
42.04 |
|
| S3 |
36.01 |
37.85 |
41.78 |
|
| S4 |
33.12 |
34.96 |
40.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
44.21 |
39.96 |
4.25 |
9.8% |
1.44 |
3.3% |
83% |
True |
False |
216,297 |
| 10 |
44.21 |
39.96 |
4.25 |
9.8% |
1.46 |
3.4% |
83% |
True |
False |
172,881 |
| 20 |
48.06 |
39.96 |
8.10 |
18.6% |
1.39 |
3.2% |
44% |
False |
False |
123,779 |
| 40 |
51.53 |
39.96 |
11.57 |
26.6% |
1.62 |
3.7% |
31% |
False |
False |
85,451 |
| 60 |
53.02 |
39.96 |
13.06 |
30.0% |
1.48 |
3.4% |
27% |
False |
False |
63,776 |
| 80 |
53.02 |
39.96 |
13.06 |
30.0% |
1.52 |
3.5% |
27% |
False |
False |
52,870 |
| 100 |
53.02 |
39.08 |
13.94 |
32.0% |
1.46 |
3.4% |
32% |
False |
False |
45,203 |
| 120 |
53.02 |
36.98 |
16.04 |
36.9% |
1.43 |
3.3% |
41% |
False |
False |
39,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.46 |
|
2.618 |
46.83 |
|
1.618 |
45.83 |
|
1.000 |
45.21 |
|
0.618 |
44.83 |
|
HIGH |
44.21 |
|
0.618 |
43.83 |
|
0.500 |
43.71 |
|
0.382 |
43.59 |
|
LOW |
43.21 |
|
0.618 |
42.59 |
|
1.000 |
42.21 |
|
1.618 |
41.59 |
|
2.618 |
40.59 |
|
4.250 |
38.96 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
43.71 |
43.34 |
| PP |
43.64 |
43.17 |
| S1 |
43.57 |
43.01 |
|