NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
46.24 |
44.85 |
-1.39 |
-3.0% |
49.02 |
| High |
46.41 |
45.08 |
-1.33 |
-2.9% |
49.08 |
| Low |
44.51 |
43.00 |
-1.51 |
-3.4% |
46.42 |
| Close |
44.70 |
43.16 |
-1.54 |
-3.4% |
47.64 |
| Range |
1.90 |
2.08 |
0.18 |
9.5% |
2.66 |
| ATR |
1.50 |
1.54 |
0.04 |
2.8% |
0.00 |
| Volume |
549,007 |
605,003 |
55,996 |
10.2% |
2,759,815 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.99 |
48.65 |
44.30 |
|
| R3 |
47.91 |
46.57 |
43.73 |
|
| R2 |
45.83 |
45.83 |
43.54 |
|
| R1 |
44.49 |
44.49 |
43.35 |
44.12 |
| PP |
43.75 |
43.75 |
43.75 |
43.56 |
| S1 |
42.41 |
42.41 |
42.97 |
42.04 |
| S2 |
41.67 |
41.67 |
42.78 |
|
| S3 |
39.59 |
40.33 |
42.59 |
|
| S4 |
37.51 |
38.25 |
42.02 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.69 |
54.33 |
49.10 |
|
| R3 |
53.03 |
51.67 |
48.37 |
|
| R2 |
50.37 |
50.37 |
48.13 |
|
| R1 |
49.01 |
49.01 |
47.88 |
48.36 |
| PP |
47.71 |
47.71 |
47.71 |
47.39 |
| S1 |
46.35 |
46.35 |
47.40 |
45.70 |
| S2 |
45.05 |
45.05 |
47.15 |
|
| S3 |
42.39 |
43.69 |
46.91 |
|
| S4 |
39.73 |
41.03 |
46.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.46 |
43.00 |
5.46 |
12.7% |
1.49 |
3.4% |
3% |
False |
True |
497,211 |
| 10 |
49.36 |
43.00 |
6.36 |
14.7% |
1.41 |
3.3% |
3% |
False |
True |
524,310 |
| 20 |
49.36 |
41.81 |
7.55 |
17.5% |
1.48 |
3.4% |
18% |
False |
False |
402,394 |
| 40 |
49.36 |
39.96 |
9.40 |
21.8% |
1.47 |
3.4% |
34% |
False |
False |
250,847 |
| 60 |
53.01 |
39.96 |
13.05 |
30.2% |
1.58 |
3.7% |
25% |
False |
False |
180,635 |
| 80 |
53.02 |
39.96 |
13.06 |
30.3% |
1.49 |
3.4% |
25% |
False |
False |
140,439 |
| 100 |
53.02 |
39.96 |
13.06 |
30.3% |
1.51 |
3.5% |
25% |
False |
False |
116,176 |
| 120 |
53.02 |
39.08 |
13.94 |
32.3% |
1.47 |
3.4% |
29% |
False |
False |
99,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.92 |
|
2.618 |
50.53 |
|
1.618 |
48.45 |
|
1.000 |
47.16 |
|
0.618 |
46.37 |
|
HIGH |
45.08 |
|
0.618 |
44.29 |
|
0.500 |
44.04 |
|
0.382 |
43.79 |
|
LOW |
43.00 |
|
0.618 |
41.71 |
|
1.000 |
40.92 |
|
1.618 |
39.63 |
|
2.618 |
37.55 |
|
4.250 |
34.16 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
44.04 |
45.25 |
| PP |
43.75 |
44.55 |
| S1 |
43.45 |
43.86 |
|