NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
43.55 |
44.15 |
0.60 |
1.4% |
47.22 |
| High |
44.67 |
46.53 |
1.86 |
4.2% |
47.49 |
| Low |
43.16 |
43.84 |
0.68 |
1.6% |
43.00 |
| Close |
44.44 |
44.83 |
0.39 |
0.9% |
44.44 |
| Range |
1.51 |
2.69 |
1.18 |
78.1% |
4.49 |
| ATR |
1.54 |
1.62 |
0.08 |
5.3% |
0.00 |
| Volume |
576,915 |
932,145 |
355,230 |
61.6% |
2,504,628 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.14 |
51.67 |
46.31 |
|
| R3 |
50.45 |
48.98 |
45.57 |
|
| R2 |
47.76 |
47.76 |
45.32 |
|
| R1 |
46.29 |
46.29 |
45.08 |
47.03 |
| PP |
45.07 |
45.07 |
45.07 |
45.43 |
| S1 |
43.60 |
43.60 |
44.58 |
44.34 |
| S2 |
42.38 |
42.38 |
44.34 |
|
| S3 |
39.69 |
40.91 |
44.09 |
|
| S4 |
37.00 |
38.22 |
43.35 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.45 |
55.93 |
46.91 |
|
| R3 |
53.96 |
51.44 |
45.67 |
|
| R2 |
49.47 |
49.47 |
45.26 |
|
| R1 |
46.95 |
46.95 |
44.85 |
45.97 |
| PP |
44.98 |
44.98 |
44.98 |
44.48 |
| S1 |
42.46 |
42.46 |
44.03 |
41.48 |
| S2 |
40.49 |
40.49 |
43.62 |
|
| S3 |
36.00 |
37.97 |
43.21 |
|
| S4 |
31.51 |
33.48 |
41.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.49 |
43.00 |
4.49 |
10.0% |
1.89 |
4.2% |
41% |
False |
False |
625,503 |
| 10 |
48.46 |
43.00 |
5.46 |
12.2% |
1.57 |
3.5% |
34% |
False |
False |
568,133 |
| 20 |
49.36 |
41.85 |
7.51 |
16.8% |
1.56 |
3.5% |
40% |
False |
False |
454,532 |
| 40 |
49.36 |
39.96 |
9.40 |
21.0% |
1.51 |
3.4% |
52% |
False |
False |
285,436 |
| 60 |
51.53 |
39.96 |
11.57 |
25.8% |
1.60 |
3.6% |
42% |
False |
False |
204,823 |
| 80 |
53.02 |
39.96 |
13.06 |
29.1% |
1.49 |
3.3% |
37% |
False |
False |
158,627 |
| 100 |
53.02 |
39.96 |
13.06 |
29.1% |
1.53 |
3.4% |
37% |
False |
False |
130,913 |
| 120 |
53.02 |
39.08 |
13.94 |
31.1% |
1.48 |
3.3% |
41% |
False |
False |
111,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.96 |
|
2.618 |
53.57 |
|
1.618 |
50.88 |
|
1.000 |
49.22 |
|
0.618 |
48.19 |
|
HIGH |
46.53 |
|
0.618 |
45.50 |
|
0.500 |
45.19 |
|
0.382 |
44.87 |
|
LOW |
43.84 |
|
0.618 |
42.18 |
|
1.000 |
41.15 |
|
1.618 |
39.49 |
|
2.618 |
36.80 |
|
4.250 |
32.41 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.19 |
44.81 |
| PP |
45.07 |
44.79 |
| S1 |
44.95 |
44.77 |
|