NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
50.45 |
48.15 |
-2.30 |
-4.6% |
48.92 |
| High |
50.62 |
49.22 |
-1.40 |
-2.8% |
51.27 |
| Low |
47.61 |
47.25 |
-0.36 |
-0.8% |
47.10 |
| Close |
47.91 |
48.75 |
0.84 |
1.8% |
50.25 |
| Range |
3.01 |
1.97 |
-1.04 |
-34.6% |
4.17 |
| ATR |
1.75 |
1.77 |
0.02 |
0.9% |
0.00 |
| Volume |
61,867 |
66,017 |
4,150 |
6.7% |
231,702 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.32 |
53.50 |
49.83 |
|
| R3 |
52.35 |
51.53 |
49.29 |
|
| R2 |
50.38 |
50.38 |
49.11 |
|
| R1 |
49.56 |
49.56 |
48.93 |
49.97 |
| PP |
48.41 |
48.41 |
48.41 |
48.61 |
| S1 |
47.59 |
47.59 |
48.57 |
48.00 |
| S2 |
46.44 |
46.44 |
48.39 |
|
| S3 |
44.47 |
45.62 |
48.21 |
|
| S4 |
42.50 |
43.65 |
47.67 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.05 |
60.32 |
52.54 |
|
| R3 |
57.88 |
56.15 |
51.40 |
|
| R2 |
53.71 |
53.71 |
51.01 |
|
| R1 |
51.98 |
51.98 |
50.63 |
52.85 |
| PP |
49.54 |
49.54 |
49.54 |
49.97 |
| S1 |
47.81 |
47.81 |
49.87 |
48.68 |
| S2 |
45.37 |
45.37 |
49.49 |
|
| S3 |
41.20 |
43.64 |
49.10 |
|
| S4 |
37.03 |
39.47 |
47.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.27 |
47.25 |
4.02 |
8.2% |
1.97 |
4.0% |
37% |
False |
True |
57,942 |
| 10 |
51.53 |
47.10 |
4.43 |
9.1% |
2.02 |
4.1% |
37% |
False |
False |
51,941 |
| 20 |
53.02 |
47.10 |
5.92 |
12.1% |
1.71 |
3.5% |
28% |
False |
False |
39,651 |
| 40 |
53.02 |
45.03 |
7.99 |
16.4% |
1.47 |
3.0% |
47% |
False |
False |
29,613 |
| 60 |
53.02 |
41.04 |
11.98 |
24.6% |
1.51 |
3.1% |
64% |
False |
False |
26,068 |
| 80 |
53.02 |
39.08 |
13.94 |
28.6% |
1.44 |
3.0% |
69% |
False |
False |
22,935 |
| 100 |
53.02 |
36.48 |
16.54 |
33.9% |
1.45 |
3.0% |
74% |
False |
False |
20,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.59 |
|
2.618 |
54.38 |
|
1.618 |
52.41 |
|
1.000 |
51.19 |
|
0.618 |
50.44 |
|
HIGH |
49.22 |
|
0.618 |
48.47 |
|
0.500 |
48.24 |
|
0.382 |
48.00 |
|
LOW |
47.25 |
|
0.618 |
46.03 |
|
1.000 |
45.28 |
|
1.618 |
44.06 |
|
2.618 |
42.09 |
|
4.250 |
38.88 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.58 |
48.94 |
| PP |
48.41 |
48.87 |
| S1 |
48.24 |
48.81 |
|