NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 14-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
46.58 |
45.14 |
-1.44 |
-3.1% |
49.11 |
High |
46.71 |
45.80 |
-0.91 |
-1.9% |
49.35 |
Low |
44.56 |
44.95 |
0.39 |
0.9% |
44.77 |
Close |
44.75 |
45.68 |
0.93 |
2.1% |
45.41 |
Range |
2.15 |
0.85 |
-1.30 |
-60.5% |
4.58 |
ATR |
1.92 |
1.86 |
-0.06 |
-3.2% |
0.00 |
Volume |
686,245 |
573,761 |
-112,484 |
-16.4% |
2,510,828 |
|
Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.03 |
47.70 |
46.15 |
|
R3 |
47.18 |
46.85 |
45.91 |
|
R2 |
46.33 |
46.33 |
45.84 |
|
R1 |
46.00 |
46.00 |
45.76 |
46.17 |
PP |
45.48 |
45.48 |
45.48 |
45.56 |
S1 |
45.15 |
45.15 |
45.60 |
45.32 |
S2 |
44.63 |
44.63 |
45.52 |
|
S3 |
43.78 |
44.30 |
45.45 |
|
S4 |
42.93 |
43.45 |
45.21 |
|
|
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 |
46.93 |
44.42 |
2.51 |
5.5% |
1.59 |
3.5% |
50% |
False |
False |
606,999 |
10 |
49.62 |
44.42 |
5.20 |
11.4% |
1.93 |
4.2% |
24% |
False |
False |
587,667 |
20 |
50.54 |
44.42 |
6.12 |
13.4% |
1.96 |
4.3% |
21% |
False |
False |
536,500 |
40 |
52.28 |
44.42 |
7.86 |
17.2% |
1.62 |
3.5% |
16% |
False |
False |
340,747 |
60 |
52.28 |
42.70 |
9.58 |
21.0% |
1.64 |
3.6% |
31% |
False |
False |
245,175 |
80 |
52.28 |
38.14 |
14.14 |
31.0% |
1.61 |
3.5% |
53% |
False |
False |
191,595 |
100 |
52.28 |
35.52 |
16.76 |
36.7% |
1.59 |
3.5% |
61% |
False |
False |
158,027 |
120 |
52.28 |
33.98 |
18.30 |
40.1% |
1.64 |
3.6% |
64% |
False |
False |
134,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.41 |
2.618 |
48.03 |
1.618 |
47.18 |
1.000 |
46.65 |
0.618 |
46.33 |
HIGH |
45.80 |
0.618 |
45.48 |
0.500 |
45.38 |
0.382 |
45.27 |
LOW |
44.95 |
0.618 |
44.42 |
1.000 |
44.10 |
1.618 |
43.57 |
2.618 |
42.72 |
4.250 |
41.34 |
|
|
Fisher Pivots for day following 14-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
45.58 |
45.72 |
PP |
45.48 |
45.71 |
S1 |
45.38 |
45.69 |
|