NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
44.22 |
43.01 |
-1.21 |
-2.7% |
42.77 |
| High |
44.86 |
45.35 |
0.49 |
1.1% |
43.63 |
| Low |
42.97 |
42.64 |
-0.33 |
-0.8% |
40.77 |
| Close |
43.25 |
44.99 |
1.74 |
4.0% |
43.38 |
| Range |
1.89 |
2.71 |
0.82 |
43.4% |
2.86 |
| ATR |
1.51 |
1.60 |
0.09 |
5.7% |
0.00 |
| Volume |
109,371 |
97,100 |
-12,271 |
-11.2% |
330,189 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.46 |
51.43 |
46.48 |
|
| R3 |
49.75 |
48.72 |
45.74 |
|
| R2 |
47.04 |
47.04 |
45.49 |
|
| R1 |
46.01 |
46.01 |
45.24 |
46.53 |
| PP |
44.33 |
44.33 |
44.33 |
44.58 |
| S1 |
43.30 |
43.30 |
44.74 |
43.82 |
| S2 |
41.62 |
41.62 |
44.49 |
|
| S3 |
38.91 |
40.59 |
44.24 |
|
| S4 |
36.20 |
37.88 |
43.50 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.17 |
50.14 |
44.95 |
|
| R3 |
48.31 |
47.28 |
44.17 |
|
| R2 |
45.45 |
45.45 |
43.90 |
|
| R1 |
44.42 |
44.42 |
43.64 |
44.94 |
| PP |
42.59 |
42.59 |
42.59 |
42.85 |
| S1 |
41.56 |
41.56 |
43.12 |
42.08 |
| S2 |
39.73 |
39.73 |
42.86 |
|
| S3 |
36.87 |
38.70 |
42.59 |
|
| S4 |
34.01 |
35.84 |
41.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
45.35 |
42.63 |
2.72 |
6.0% |
1.62 |
3.6% |
87% |
True |
False |
105,473 |
| 10 |
45.35 |
40.77 |
4.58 |
10.2% |
1.64 |
3.6% |
92% |
True |
False |
80,106 |
| 20 |
48.35 |
40.77 |
7.58 |
16.8% |
1.45 |
3.2% |
56% |
False |
False |
56,727 |
| 40 |
52.00 |
40.77 |
11.23 |
25.0% |
1.65 |
3.7% |
38% |
False |
False |
43,571 |
| 60 |
53.39 |
40.77 |
12.62 |
28.1% |
1.48 |
3.3% |
33% |
False |
False |
34,057 |
| 80 |
53.39 |
40.77 |
12.62 |
28.1% |
1.47 |
3.3% |
33% |
False |
False |
29,362 |
| 100 |
53.39 |
39.40 |
13.99 |
31.1% |
1.42 |
3.2% |
40% |
False |
False |
25,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.87 |
|
2.618 |
52.44 |
|
1.618 |
49.73 |
|
1.000 |
48.06 |
|
0.618 |
47.02 |
|
HIGH |
45.35 |
|
0.618 |
44.31 |
|
0.500 |
44.00 |
|
0.382 |
43.68 |
|
LOW |
42.64 |
|
0.618 |
40.97 |
|
1.000 |
39.93 |
|
1.618 |
38.26 |
|
2.618 |
35.55 |
|
4.250 |
31.12 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
44.66 |
44.66 |
| PP |
44.33 |
44.33 |
| S1 |
44.00 |
44.00 |
|