NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 27-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
43.07 |
42.66 |
-0.41 |
-1.0% |
46.83 |
High |
43.39 |
43.20 |
-0.19 |
-0.4% |
46.84 |
Low |
42.36 |
41.68 |
-0.68 |
-1.6% |
43.74 |
Close |
42.92 |
41.92 |
-1.00 |
-2.3% |
44.19 |
Range |
1.03 |
1.52 |
0.49 |
47.6% |
3.10 |
ATR |
1.60 |
1.60 |
-0.01 |
-0.4% |
0.00 |
Volume |
461,324 |
537,390 |
76,066 |
16.5% |
2,218,670 |
|
Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.83 |
45.89 |
42.76 |
|
R3 |
45.31 |
44.37 |
42.34 |
|
R2 |
43.79 |
43.79 |
42.20 |
|
R1 |
42.85 |
42.85 |
42.06 |
42.56 |
PP |
42.27 |
42.27 |
42.27 |
42.12 |
S1 |
41.33 |
41.33 |
41.78 |
41.04 |
S2 |
40.75 |
40.75 |
41.64 |
|
S3 |
39.23 |
39.81 |
41.50 |
|
S4 |
37.71 |
38.29 |
41.08 |
|
|
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 |
46.09 |
41.68 |
4.41 |
10.5% |
1.35 |
3.2% |
5% |
False |
True |
449,986 |
10 |
47.05 |
41.68 |
5.37 |
12.8% |
1.29 |
3.1% |
4% |
False |
True |
418,502 |
20 |
50.70 |
41.68 |
9.02 |
21.5% |
1.66 |
4.0% |
3% |
False |
True |
317,525 |
40 |
52.73 |
41.68 |
11.05 |
26.4% |
1.63 |
3.9% |
2% |
False |
True |
203,748 |
60 |
52.73 |
41.68 |
11.05 |
26.4% |
1.57 |
3.7% |
2% |
False |
True |
150,513 |
80 |
52.73 |
38.67 |
14.06 |
33.5% |
1.58 |
3.8% |
23% |
False |
False |
122,191 |
100 |
52.73 |
38.67 |
14.06 |
33.5% |
1.54 |
3.7% |
23% |
False |
False |
103,579 |
120 |
52.73 |
34.69 |
18.04 |
43.0% |
1.56 |
3.7% |
40% |
False |
False |
90,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.66 |
2.618 |
47.18 |
1.618 |
45.66 |
1.000 |
44.72 |
0.618 |
44.14 |
HIGH |
43.20 |
0.618 |
42.62 |
0.500 |
42.44 |
0.382 |
42.26 |
LOW |
41.68 |
0.618 |
40.74 |
1.000 |
40.16 |
1.618 |
39.22 |
2.618 |
37.70 |
4.250 |
35.22 |
|
|
Fisher Pivots for day following 27-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
42.44 |
43.03 |
PP |
42.27 |
42.66 |
S1 |
42.09 |
42.29 |
|