NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
44.85 |
46.12 |
1.27 |
2.8% |
47.22 |
| High |
46.17 |
47.75 |
1.58 |
3.4% |
47.49 |
| Low |
44.55 |
45.77 |
1.22 |
2.7% |
43.00 |
| Close |
45.50 |
47.62 |
2.12 |
4.7% |
44.44 |
| Range |
1.62 |
1.98 |
0.36 |
22.2% |
4.49 |
| ATR |
1.62 |
1.67 |
0.04 |
2.8% |
0.00 |
| Volume |
572,884 |
761,943 |
189,059 |
33.0% |
2,504,628 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.99 |
52.28 |
48.71 |
|
| R3 |
51.01 |
50.30 |
48.16 |
|
| R2 |
49.03 |
49.03 |
47.98 |
|
| R1 |
48.32 |
48.32 |
47.80 |
48.68 |
| PP |
47.05 |
47.05 |
47.05 |
47.22 |
| S1 |
46.34 |
46.34 |
47.44 |
46.70 |
| S2 |
45.07 |
45.07 |
47.26 |
|
| S3 |
43.09 |
44.36 |
47.08 |
|
| S4 |
41.11 |
42.38 |
46.53 |
|
|
| 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 |
47.75 |
43.00 |
4.75 |
10.0% |
1.98 |
4.1% |
97% |
True |
False |
689,778 |
| 10 |
48.46 |
43.00 |
5.46 |
11.5% |
1.63 |
3.4% |
85% |
False |
False |
578,876 |
| 20 |
49.36 |
41.85 |
7.51 |
15.8% |
1.59 |
3.3% |
77% |
False |
False |
496,310 |
| 40 |
49.36 |
39.96 |
9.40 |
19.7% |
1.49 |
3.1% |
81% |
False |
False |
313,769 |
| 60 |
51.53 |
39.96 |
11.57 |
24.3% |
1.63 |
3.4% |
66% |
False |
False |
226,310 |
| 80 |
53.02 |
39.96 |
13.06 |
27.4% |
1.51 |
3.2% |
59% |
False |
False |
174,774 |
| 100 |
53.02 |
39.96 |
13.06 |
27.4% |
1.53 |
3.2% |
59% |
False |
False |
143,926 |
| 120 |
53.02 |
39.08 |
13.94 |
29.3% |
1.49 |
3.1% |
61% |
False |
False |
122,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.17 |
|
2.618 |
52.93 |
|
1.618 |
50.95 |
|
1.000 |
49.73 |
|
0.618 |
48.97 |
|
HIGH |
47.75 |
|
0.618 |
46.99 |
|
0.500 |
46.76 |
|
0.382 |
46.53 |
|
LOW |
45.77 |
|
0.618 |
44.55 |
|
1.000 |
43.79 |
|
1.618 |
42.57 |
|
2.618 |
40.59 |
|
4.250 |
37.36 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
47.33 |
47.01 |
| PP |
47.05 |
46.40 |
| S1 |
46.76 |
45.80 |
|