NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 18-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
45.52 |
46.12 |
0.60 |
1.3% |
45.07 |
High |
46.33 |
46.14 |
-0.19 |
-0.4% |
46.93 |
Low |
45.05 |
44.86 |
-0.19 |
-0.4% |
44.42 |
Close |
45.95 |
45.24 |
-0.71 |
-1.5% |
45.95 |
Range |
1.28 |
1.28 |
0.00 |
0.0% |
2.51 |
ATR |
1.82 |
1.78 |
-0.04 |
-2.1% |
0.00 |
Volume |
430,256 |
211,393 |
-218,863 |
-50.9% |
2,882,176 |
|
Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.25 |
48.53 |
45.94 |
|
R3 |
47.97 |
47.25 |
45.59 |
|
R2 |
46.69 |
46.69 |
45.47 |
|
R1 |
45.97 |
45.97 |
45.36 |
45.69 |
PP |
45.41 |
45.41 |
45.41 |
45.28 |
S1 |
44.69 |
44.69 |
45.12 |
44.41 |
S2 |
44.13 |
44.13 |
45.01 |
|
S3 |
42.85 |
43.41 |
44.89 |
|
S4 |
41.57 |
42.13 |
44.54 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.30 |
52.13 |
47.33 |
|
R3 |
50.79 |
49.62 |
46.64 |
|
R2 |
48.28 |
48.28 |
46.41 |
|
R1 |
47.11 |
47.11 |
46.18 |
47.70 |
PP |
45.77 |
45.77 |
45.77 |
46.06 |
S1 |
44.60 |
44.60 |
45.72 |
45.19 |
S2 |
43.26 |
43.26 |
45.49 |
|
S3 |
40.75 |
42.09 |
45.26 |
|
S4 |
38.24 |
39.58 |
44.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.93 |
44.51 |
2.42 |
5.3% |
1.60 |
3.5% |
30% |
False |
False |
511,982 |
10 |
49.35 |
44.42 |
4.93 |
10.9% |
1.90 |
4.2% |
17% |
False |
False |
560,439 |
20 |
50.54 |
44.42 |
6.12 |
13.5% |
1.87 |
4.1% |
13% |
False |
False |
529,177 |
40 |
52.28 |
44.42 |
7.86 |
17.4% |
1.61 |
3.6% |
10% |
False |
False |
353,053 |
60 |
52.28 |
44.00 |
8.28 |
18.3% |
1.61 |
3.6% |
15% |
False |
False |
254,613 |
80 |
52.28 |
38.14 |
14.14 |
31.3% |
1.61 |
3.6% |
50% |
False |
False |
198,997 |
100 |
52.28 |
36.23 |
16.05 |
35.5% |
1.57 |
3.5% |
56% |
False |
False |
164,115 |
120 |
52.28 |
33.98 |
18.30 |
40.5% |
1.62 |
3.6% |
62% |
False |
False |
140,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.58 |
2.618 |
49.49 |
1.618 |
48.21 |
1.000 |
47.42 |
0.618 |
46.93 |
HIGH |
46.14 |
0.618 |
45.65 |
0.500 |
45.50 |
0.382 |
45.35 |
LOW |
44.86 |
0.618 |
44.07 |
1.000 |
43.58 |
1.618 |
42.79 |
2.618 |
41.51 |
4.250 |
39.42 |
|
|
Fisher Pivots for day following 18-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
45.50 |
45.60 |
PP |
45.41 |
45.48 |
S1 |
45.33 |
45.36 |
|