NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 08-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
47.88 |
45.19 |
-2.69 |
-5.6% |
49.11 |
High |
48.25 |
45.97 |
-2.28 |
-4.7% |
49.35 |
Low |
44.87 |
44.77 |
-0.10 |
-0.2% |
44.77 |
Close |
45.14 |
45.41 |
0.27 |
0.6% |
45.41 |
Range |
3.38 |
1.20 |
-2.18 |
-64.5% |
4.58 |
ATR |
1.95 |
1.89 |
-0.05 |
-2.7% |
0.00 |
Volume |
710,893 |
583,078 |
-127,815 |
-18.0% |
2,510,828 |
|
Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.98 |
48.40 |
46.07 |
|
R3 |
47.78 |
47.20 |
45.74 |
|
R2 |
46.58 |
46.58 |
45.63 |
|
R1 |
46.00 |
46.00 |
45.52 |
46.29 |
PP |
45.38 |
45.38 |
45.38 |
45.53 |
S1 |
44.80 |
44.80 |
45.30 |
45.09 |
S2 |
44.18 |
44.18 |
45.19 |
|
S3 |
42.98 |
43.60 |
45.08 |
|
S4 |
41.78 |
42.40 |
44.75 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.25 |
57.41 |
47.93 |
|
R3 |
55.67 |
52.83 |
46.67 |
|
R2 |
51.09 |
51.09 |
46.25 |
|
R1 |
48.25 |
48.25 |
45.83 |
47.38 |
PP |
46.51 |
46.51 |
46.51 |
46.08 |
S1 |
43.67 |
43.67 |
44.99 |
42.80 |
S2 |
41.93 |
41.93 |
44.57 |
|
S3 |
37.35 |
39.09 |
44.15 |
|
S4 |
32.77 |
34.51 |
42.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.35 |
44.77 |
4.58 |
10.1% |
2.21 |
4.9% |
14% |
False |
True |
583,203 |
10 |
50.45 |
44.77 |
5.68 |
12.5% |
2.20 |
4.8% |
11% |
False |
True |
558,913 |
20 |
51.38 |
44.77 |
6.61 |
14.6% |
1.89 |
4.2% |
10% |
False |
True |
461,707 |
40 |
52.28 |
44.77 |
7.51 |
16.5% |
1.57 |
3.5% |
9% |
False |
True |
285,598 |
60 |
52.28 |
40.29 |
11.99 |
26.4% |
1.66 |
3.6% |
43% |
False |
False |
206,787 |
80 |
52.28 |
38.14 |
14.14 |
31.1% |
1.59 |
3.5% |
51% |
False |
False |
162,285 |
100 |
52.28 |
35.52 |
16.76 |
36.9% |
1.59 |
3.5% |
59% |
False |
False |
134,247 |
120 |
52.28 |
32.22 |
20.06 |
44.2% |
1.65 |
3.6% |
66% |
False |
False |
114,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.07 |
2.618 |
49.11 |
1.618 |
47.91 |
1.000 |
47.17 |
0.618 |
46.71 |
HIGH |
45.97 |
0.618 |
45.51 |
0.500 |
45.37 |
0.382 |
45.23 |
LOW |
44.77 |
0.618 |
44.03 |
1.000 |
43.57 |
1.618 |
42.83 |
2.618 |
41.63 |
4.250 |
39.67 |
|
|
Fisher Pivots for day following 08-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
45.40 |
46.51 |
PP |
45.38 |
46.14 |
S1 |
45.37 |
45.78 |
|