NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 25-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
44.60 |
44.20 |
-0.40 |
-0.9% |
46.83 |
High |
44.97 |
44.37 |
-0.60 |
-1.3% |
46.84 |
Low |
43.74 |
42.97 |
-0.77 |
-1.8% |
43.74 |
Close |
44.19 |
43.13 |
-1.06 |
-2.4% |
44.19 |
Range |
1.23 |
1.40 |
0.17 |
13.8% |
3.10 |
ATR |
1.67 |
1.65 |
-0.02 |
-1.1% |
0.00 |
Volume |
428,407 |
389,837 |
-38,570 |
-9.0% |
2,218,670 |
|
Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.69 |
46.81 |
43.90 |
|
R3 |
46.29 |
45.41 |
43.52 |
|
R2 |
44.89 |
44.89 |
43.39 |
|
R1 |
44.01 |
44.01 |
43.26 |
43.75 |
PP |
43.49 |
43.49 |
43.49 |
43.36 |
S1 |
42.61 |
42.61 |
43.00 |
42.35 |
S2 |
42.09 |
42.09 |
42.87 |
|
S3 |
40.69 |
41.21 |
42.75 |
|
S4 |
39.29 |
39.81 |
42.36 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.22 |
52.31 |
45.90 |
|
R3 |
51.12 |
49.21 |
45.04 |
|
R2 |
48.02 |
48.02 |
44.76 |
|
R1 |
46.11 |
46.11 |
44.47 |
45.52 |
PP |
44.92 |
44.92 |
44.92 |
44.63 |
S1 |
43.01 |
43.01 |
43.91 |
42.42 |
S2 |
41.82 |
41.82 |
43.62 |
|
S3 |
38.72 |
39.91 |
43.34 |
|
S4 |
35.62 |
36.81 |
42.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.38 |
42.97 |
3.41 |
7.9% |
1.38 |
3.2% |
5% |
False |
True |
454,787 |
10 |
47.69 |
42.97 |
4.72 |
10.9% |
1.49 |
3.4% |
3% |
False |
True |
386,682 |
20 |
50.70 |
42.97 |
7.73 |
17.9% |
1.72 |
4.0% |
2% |
False |
True |
279,421 |
40 |
52.73 |
42.97 |
9.76 |
22.6% |
1.62 |
3.7% |
2% |
False |
True |
180,669 |
60 |
52.73 |
42.97 |
9.76 |
22.6% |
1.57 |
3.6% |
2% |
False |
True |
135,035 |
80 |
52.73 |
38.67 |
14.06 |
32.6% |
1.59 |
3.7% |
32% |
False |
False |
110,472 |
100 |
52.73 |
38.67 |
14.06 |
32.6% |
1.54 |
3.6% |
32% |
False |
False |
94,083 |
120 |
52.73 |
34.69 |
18.04 |
41.8% |
1.57 |
3.6% |
47% |
False |
False |
82,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.32 |
2.618 |
48.04 |
1.618 |
46.64 |
1.000 |
45.77 |
0.618 |
45.24 |
HIGH |
44.37 |
0.618 |
43.84 |
0.500 |
43.67 |
0.382 |
43.50 |
LOW |
42.97 |
0.618 |
42.10 |
1.000 |
41.57 |
1.618 |
40.70 |
2.618 |
39.30 |
4.250 |
37.02 |
|
|
Fisher Pivots for day following 25-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
43.67 |
44.53 |
PP |
43.49 |
44.06 |
S1 |
43.31 |
43.60 |
|