NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 01-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
49.55 |
48.38 |
-1.17 |
-2.4% |
47.81 |
High |
49.62 |
49.30 |
-0.32 |
-0.6% |
50.00 |
Low |
48.17 |
47.90 |
-0.27 |
-0.6% |
45.83 |
Close |
48.33 |
48.99 |
0.66 |
1.4% |
48.99 |
Range |
1.45 |
1.40 |
-0.05 |
-3.4% |
4.17 |
ATR |
1.75 |
1.73 |
-0.03 |
-1.4% |
0.00 |
Volume |
508,736 |
405,187 |
-103,549 |
-20.4% |
2,428,863 |
|
Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.93 |
52.36 |
49.76 |
|
R3 |
51.53 |
50.96 |
49.38 |
|
R2 |
50.13 |
50.13 |
49.25 |
|
R1 |
49.56 |
49.56 |
49.12 |
49.85 |
PP |
48.73 |
48.73 |
48.73 |
48.87 |
S1 |
48.16 |
48.16 |
48.86 |
48.45 |
S2 |
47.33 |
47.33 |
48.73 |
|
S3 |
45.93 |
46.76 |
48.61 |
|
S4 |
44.53 |
45.36 |
48.22 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.78 |
59.06 |
51.28 |
|
R3 |
56.61 |
54.89 |
50.14 |
|
R2 |
52.44 |
52.44 |
49.75 |
|
R1 |
50.72 |
50.72 |
49.37 |
51.58 |
PP |
48.27 |
48.27 |
48.27 |
48.71 |
S1 |
46.55 |
46.55 |
48.61 |
47.41 |
S2 |
44.10 |
44.10 |
48.23 |
|
S3 |
39.93 |
42.38 |
47.84 |
|
S4 |
35.76 |
38.21 |
46.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.00 |
45.83 |
4.17 |
8.5% |
1.73 |
3.5% |
76% |
False |
False |
485,772 |
10 |
50.54 |
45.83 |
4.71 |
9.6% |
1.85 |
3.8% |
67% |
False |
False |
497,915 |
20 |
52.28 |
45.83 |
6.45 |
13.2% |
1.67 |
3.4% |
49% |
False |
False |
377,692 |
40 |
52.28 |
44.12 |
8.16 |
16.7% |
1.55 |
3.2% |
60% |
False |
False |
230,141 |
60 |
52.28 |
40.13 |
12.15 |
24.8% |
1.61 |
3.3% |
73% |
False |
False |
167,911 |
80 |
52.28 |
38.14 |
14.14 |
28.9% |
1.53 |
3.1% |
77% |
False |
False |
132,205 |
100 |
52.28 |
33.98 |
18.30 |
37.4% |
1.57 |
3.2% |
82% |
False |
False |
109,961 |
120 |
52.28 |
32.22 |
20.06 |
40.9% |
1.62 |
3.3% |
84% |
False |
False |
94,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.25 |
2.618 |
52.97 |
1.618 |
51.57 |
1.000 |
50.70 |
0.618 |
50.17 |
HIGH |
49.30 |
0.618 |
48.77 |
0.500 |
48.60 |
0.382 |
48.43 |
LOW |
47.90 |
0.618 |
47.03 |
1.000 |
46.50 |
1.618 |
45.63 |
2.618 |
44.23 |
4.250 |
41.95 |
|
|
Fisher Pivots for day following 01-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
48.86 |
48.98 |
PP |
48.73 |
48.96 |
S1 |
48.60 |
48.95 |
|