NYMEX Light Sweet Crude Oil Future December 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 |
44.73 |
45.37 |
0.64 |
1.4% |
48.60 |
| High |
45.85 |
47.85 |
2.00 |
4.4% |
48.73 |
| Low |
44.35 |
45.09 |
0.74 |
1.7% |
44.19 |
| Close |
45.64 |
46.10 |
0.46 |
1.0% |
45.64 |
| Range |
1.50 |
2.76 |
1.26 |
84.0% |
4.54 |
| ATR |
1.52 |
1.61 |
0.09 |
5.8% |
0.00 |
| Volume |
84,411 |
122,652 |
38,241 |
45.3% |
441,926 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.63 |
53.12 |
47.62 |
|
| R3 |
51.87 |
50.36 |
46.86 |
|
| R2 |
49.11 |
49.11 |
46.61 |
|
| R1 |
47.60 |
47.60 |
46.35 |
48.36 |
| PP |
46.35 |
46.35 |
46.35 |
46.72 |
| S1 |
44.84 |
44.84 |
45.85 |
45.60 |
| S2 |
43.59 |
43.59 |
45.59 |
|
| S3 |
40.83 |
42.08 |
45.34 |
|
| S4 |
38.07 |
39.32 |
44.58 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.81 |
57.26 |
48.14 |
|
| R3 |
55.27 |
52.72 |
46.89 |
|
| R2 |
50.73 |
50.73 |
46.47 |
|
| R1 |
48.18 |
48.18 |
46.06 |
47.19 |
| PP |
46.19 |
46.19 |
46.19 |
45.69 |
| S1 |
43.64 |
43.64 |
45.22 |
42.65 |
| S2 |
41.65 |
41.65 |
44.81 |
|
| S3 |
37.11 |
39.10 |
44.39 |
|
| S4 |
32.57 |
34.56 |
43.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.73 |
44.19 |
4.54 |
9.8% |
1.91 |
4.1% |
42% |
False |
False |
102,128 |
| 10 |
49.79 |
44.19 |
5.60 |
12.1% |
1.57 |
3.4% |
34% |
False |
False |
89,615 |
| 20 |
50.59 |
43.38 |
7.21 |
15.6% |
1.54 |
3.3% |
38% |
False |
False |
84,365 |
| 40 |
50.59 |
41.58 |
9.01 |
19.5% |
1.49 |
3.2% |
50% |
False |
False |
76,924 |
| 60 |
52.40 |
41.58 |
10.82 |
23.5% |
1.59 |
3.4% |
42% |
False |
False |
76,114 |
| 80 |
53.62 |
41.58 |
12.04 |
26.1% |
1.49 |
3.2% |
38% |
False |
False |
70,277 |
| 100 |
53.62 |
41.43 |
12.19 |
26.4% |
1.53 |
3.3% |
38% |
False |
False |
68,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.58 |
|
2.618 |
55.08 |
|
1.618 |
52.32 |
|
1.000 |
50.61 |
|
0.618 |
49.56 |
|
HIGH |
47.85 |
|
0.618 |
46.80 |
|
0.500 |
46.47 |
|
0.382 |
46.14 |
|
LOW |
45.09 |
|
0.618 |
43.38 |
|
1.000 |
42.33 |
|
1.618 |
40.62 |
|
2.618 |
37.86 |
|
4.250 |
33.36 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.47 |
46.07 |
| PP |
46.35 |
46.05 |
| S1 |
46.22 |
46.02 |
|