NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
44.15 |
44.85 |
0.70 |
1.6% |
47.22 |
| High |
46.53 |
46.17 |
-0.36 |
-0.8% |
47.49 |
| Low |
43.84 |
44.55 |
0.71 |
1.6% |
43.00 |
| Close |
44.83 |
45.50 |
0.67 |
1.5% |
44.44 |
| Range |
2.69 |
1.62 |
-1.07 |
-39.8% |
4.49 |
| ATR |
1.62 |
1.62 |
0.00 |
0.0% |
0.00 |
| Volume |
932,145 |
572,884 |
-359,261 |
-38.5% |
2,504,628 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.27 |
49.50 |
46.39 |
|
| R3 |
48.65 |
47.88 |
45.95 |
|
| R2 |
47.03 |
47.03 |
45.80 |
|
| R1 |
46.26 |
46.26 |
45.65 |
46.65 |
| PP |
45.41 |
45.41 |
45.41 |
45.60 |
| S1 |
44.64 |
44.64 |
45.35 |
45.03 |
| S2 |
43.79 |
43.79 |
45.20 |
|
| S3 |
42.17 |
43.02 |
45.05 |
|
| S4 |
40.55 |
41.40 |
44.61 |
|
|
| 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 |
46.53 |
43.00 |
3.53 |
7.8% |
1.96 |
4.3% |
71% |
False |
False |
647,190 |
| 10 |
48.46 |
43.00 |
5.46 |
12.0% |
1.56 |
3.4% |
46% |
False |
False |
563,031 |
| 20 |
49.36 |
41.85 |
7.51 |
16.5% |
1.59 |
3.5% |
49% |
False |
False |
470,999 |
| 40 |
49.36 |
39.96 |
9.40 |
20.7% |
1.49 |
3.3% |
59% |
False |
False |
297,389 |
| 60 |
51.53 |
39.96 |
11.57 |
25.4% |
1.61 |
3.5% |
48% |
False |
False |
213,967 |
| 80 |
53.02 |
39.96 |
13.06 |
28.7% |
1.51 |
3.3% |
42% |
False |
False |
165,582 |
| 100 |
53.02 |
39.96 |
13.06 |
28.7% |
1.53 |
3.4% |
42% |
False |
False |
136,496 |
| 120 |
53.02 |
39.08 |
13.94 |
30.6% |
1.48 |
3.3% |
46% |
False |
False |
116,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.06 |
|
2.618 |
50.41 |
|
1.618 |
48.79 |
|
1.000 |
47.79 |
|
0.618 |
47.17 |
|
HIGH |
46.17 |
|
0.618 |
45.55 |
|
0.500 |
45.36 |
|
0.382 |
45.17 |
|
LOW |
44.55 |
|
0.618 |
43.55 |
|
1.000 |
42.93 |
|
1.618 |
41.93 |
|
2.618 |
40.31 |
|
4.250 |
37.67 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.45 |
45.28 |
| PP |
45.41 |
45.06 |
| S1 |
45.36 |
44.85 |
|