NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 19-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
46.83 |
45.93 |
-0.90 |
-1.9% |
45.77 |
High |
46.84 |
46.38 |
-0.46 |
-1.0% |
47.69 |
Low |
45.54 |
45.28 |
-0.26 |
-0.6% |
45.20 |
Close |
45.94 |
45.45 |
-0.49 |
-1.1% |
46.65 |
Range |
1.30 |
1.10 |
-0.20 |
-15.4% |
2.49 |
ATR |
1.77 |
1.72 |
-0.05 |
-2.7% |
0.00 |
Volume |
334,568 |
481,709 |
147,141 |
44.0% |
1,508,229 |
|
Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.00 |
48.33 |
46.06 |
|
R3 |
47.90 |
47.23 |
45.75 |
|
R2 |
46.80 |
46.80 |
45.65 |
|
R1 |
46.13 |
46.13 |
45.55 |
45.92 |
PP |
45.70 |
45.70 |
45.70 |
45.60 |
S1 |
45.03 |
45.03 |
45.35 |
44.82 |
S2 |
44.60 |
44.60 |
45.25 |
|
S3 |
43.50 |
43.93 |
45.15 |
|
S4 |
42.40 |
42.83 |
44.85 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.98 |
52.81 |
48.02 |
|
R3 |
51.49 |
50.32 |
47.33 |
|
R2 |
49.00 |
49.00 |
47.11 |
|
R1 |
47.83 |
47.83 |
46.88 |
48.42 |
PP |
46.51 |
46.51 |
46.51 |
46.81 |
S1 |
45.34 |
45.34 |
46.42 |
45.93 |
S2 |
44.02 |
44.02 |
46.19 |
|
S3 |
41.53 |
42.85 |
45.97 |
|
S4 |
39.04 |
40.36 |
45.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.41 |
45.25 |
2.16 |
4.8% |
1.34 |
2.9% |
9% |
False |
False |
354,186 |
10 |
48.94 |
45.20 |
3.74 |
8.2% |
1.70 |
3.7% |
7% |
False |
False |
298,503 |
20 |
51.11 |
45.20 |
5.91 |
13.0% |
1.85 |
4.1% |
4% |
False |
False |
213,901 |
40 |
52.73 |
45.20 |
7.53 |
16.6% |
1.59 |
3.5% |
3% |
False |
False |
140,507 |
60 |
52.73 |
44.51 |
8.22 |
18.1% |
1.58 |
3.5% |
11% |
False |
False |
107,311 |
80 |
52.73 |
38.67 |
14.06 |
30.9% |
1.58 |
3.5% |
48% |
False |
False |
89,018 |
100 |
52.73 |
37.78 |
14.95 |
32.9% |
1.54 |
3.4% |
51% |
False |
False |
77,330 |
120 |
52.73 |
34.69 |
18.04 |
39.7% |
1.58 |
3.5% |
60% |
False |
False |
68,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.06 |
2.618 |
49.26 |
1.618 |
48.16 |
1.000 |
47.48 |
0.618 |
47.06 |
HIGH |
46.38 |
0.618 |
45.96 |
0.500 |
45.83 |
0.382 |
45.70 |
LOW |
45.28 |
0.618 |
44.60 |
1.000 |
44.18 |
1.618 |
43.50 |
2.618 |
42.40 |
4.250 |
40.61 |
|
|
Fisher Pivots for day following 19-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
45.83 |
46.17 |
PP |
45.70 |
45.93 |
S1 |
45.58 |
45.69 |
|