NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 28-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
42.66 |
41.93 |
-0.73 |
-1.7% |
46.83 |
High |
43.20 |
42.22 |
-0.98 |
-2.3% |
46.84 |
Low |
41.68 |
41.04 |
-0.64 |
-1.5% |
43.74 |
Close |
41.92 |
41.14 |
-0.78 |
-1.9% |
44.19 |
Range |
1.52 |
1.18 |
-0.34 |
-22.4% |
3.10 |
ATR |
1.60 |
1.57 |
-0.03 |
-1.9% |
0.00 |
Volume |
537,390 |
447,913 |
-89,477 |
-16.7% |
2,218,670 |
|
Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.01 |
44.25 |
41.79 |
|
R3 |
43.83 |
43.07 |
41.46 |
|
R2 |
42.65 |
42.65 |
41.36 |
|
R1 |
41.89 |
41.89 |
41.25 |
41.68 |
PP |
41.47 |
41.47 |
41.47 |
41.36 |
S1 |
40.71 |
40.71 |
41.03 |
40.50 |
S2 |
40.29 |
40.29 |
40.92 |
|
S3 |
39.11 |
39.53 |
40.82 |
|
S4 |
37.93 |
38.35 |
40.49 |
|
|
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 |
44.97 |
41.04 |
3.93 |
9.6% |
1.27 |
3.1% |
3% |
False |
True |
452,974 |
10 |
47.05 |
41.04 |
6.01 |
14.6% |
1.32 |
3.2% |
2% |
False |
True |
432,014 |
20 |
50.30 |
41.04 |
9.26 |
22.5% |
1.62 |
3.9% |
1% |
False |
True |
332,303 |
40 |
52.73 |
41.04 |
11.69 |
28.4% |
1.62 |
3.9% |
1% |
False |
True |
213,398 |
60 |
52.73 |
41.04 |
11.69 |
28.4% |
1.56 |
3.8% |
1% |
False |
True |
157,326 |
80 |
52.73 |
39.49 |
13.24 |
32.2% |
1.58 |
3.8% |
12% |
False |
False |
127,446 |
100 |
52.73 |
38.67 |
14.06 |
34.2% |
1.53 |
3.7% |
18% |
False |
False |
107,695 |
120 |
52.73 |
34.69 |
18.04 |
43.9% |
1.56 |
3.8% |
36% |
False |
False |
94,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.24 |
2.618 |
45.31 |
1.618 |
44.13 |
1.000 |
43.40 |
0.618 |
42.95 |
HIGH |
42.22 |
0.618 |
41.77 |
0.500 |
41.63 |
0.382 |
41.49 |
LOW |
41.04 |
0.618 |
40.31 |
1.000 |
39.86 |
1.618 |
39.13 |
2.618 |
37.95 |
4.250 |
36.03 |
|
|
Fisher Pivots for day following 28-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
41.63 |
42.22 |
PP |
41.47 |
41.86 |
S1 |
41.30 |
41.50 |
|