NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 26-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
44.20 |
43.07 |
-1.13 |
-2.6% |
46.83 |
High |
44.37 |
43.39 |
-0.98 |
-2.2% |
46.84 |
Low |
42.97 |
42.36 |
-0.61 |
-1.4% |
43.74 |
Close |
43.13 |
42.92 |
-0.21 |
-0.5% |
44.19 |
Range |
1.40 |
1.03 |
-0.37 |
-26.4% |
3.10 |
ATR |
1.65 |
1.60 |
-0.04 |
-2.7% |
0.00 |
Volume |
389,837 |
461,324 |
71,487 |
18.3% |
2,218,670 |
|
Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.98 |
45.48 |
43.49 |
|
R3 |
44.95 |
44.45 |
43.20 |
|
R2 |
43.92 |
43.92 |
43.11 |
|
R1 |
43.42 |
43.42 |
43.01 |
43.16 |
PP |
42.89 |
42.89 |
42.89 |
42.76 |
S1 |
42.39 |
42.39 |
42.83 |
42.13 |
S2 |
41.86 |
41.86 |
42.73 |
|
S3 |
40.83 |
41.36 |
42.64 |
|
S4 |
39.80 |
40.33 |
42.35 |
|
|
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 |
46.13 |
42.36 |
3.77 |
8.8% |
1.36 |
3.2% |
15% |
False |
True |
450,710 |
10 |
47.41 |
42.36 |
5.05 |
11.8% |
1.35 |
3.1% |
11% |
False |
True |
402,448 |
20 |
50.70 |
42.36 |
8.34 |
19.4% |
1.67 |
3.9% |
7% |
False |
True |
297,223 |
40 |
52.73 |
42.36 |
10.37 |
24.2% |
1.62 |
3.8% |
5% |
False |
True |
191,267 |
60 |
52.73 |
42.36 |
10.37 |
24.2% |
1.57 |
3.7% |
5% |
False |
True |
142,044 |
80 |
52.73 |
38.67 |
14.06 |
32.8% |
1.58 |
3.7% |
30% |
False |
False |
115,887 |
100 |
52.73 |
38.67 |
14.06 |
32.8% |
1.54 |
3.6% |
30% |
False |
False |
98,399 |
120 |
52.73 |
34.69 |
18.04 |
42.0% |
1.56 |
3.6% |
46% |
False |
False |
86,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.77 |
2.618 |
46.09 |
1.618 |
45.06 |
1.000 |
44.42 |
0.618 |
44.03 |
HIGH |
43.39 |
0.618 |
43.00 |
0.500 |
42.88 |
0.382 |
42.75 |
LOW |
42.36 |
0.618 |
41.72 |
1.000 |
41.33 |
1.618 |
40.69 |
2.618 |
39.66 |
4.250 |
37.98 |
|
|
Fisher Pivots for day following 26-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
42.91 |
43.67 |
PP |
42.89 |
43.42 |
S1 |
42.88 |
43.17 |
|