NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 08-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
49.09 |
46.50 |
-2.59 |
-5.3% |
50.45 |
High |
49.53 |
47.27 |
-2.26 |
-4.6% |
50.62 |
Low |
46.17 |
46.11 |
-0.06 |
-0.1% |
46.11 |
Close |
46.46 |
46.75 |
0.29 |
0.6% |
46.75 |
Range |
3.36 |
1.16 |
-2.20 |
-65.5% |
4.51 |
ATR |
1.88 |
1.83 |
-0.05 |
-2.7% |
0.00 |
Volume |
41,596 |
48,375 |
6,779 |
16.3% |
217,855 |
|
Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.19 |
49.63 |
47.39 |
|
R3 |
49.03 |
48.47 |
47.07 |
|
R2 |
47.87 |
47.87 |
46.96 |
|
R1 |
47.31 |
47.31 |
46.86 |
47.59 |
PP |
46.71 |
46.71 |
46.71 |
46.85 |
S1 |
46.15 |
46.15 |
46.64 |
46.43 |
S2 |
45.55 |
45.55 |
46.54 |
|
S3 |
44.39 |
44.99 |
46.43 |
|
S4 |
43.23 |
43.83 |
46.11 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.36 |
58.56 |
49.23 |
|
R3 |
56.85 |
54.05 |
47.99 |
|
R2 |
52.34 |
52.34 |
47.58 |
|
R1 |
49.54 |
49.54 |
47.16 |
48.69 |
PP |
47.83 |
47.83 |
47.83 |
47.40 |
S1 |
45.03 |
45.03 |
46.34 |
44.18 |
S2 |
43.32 |
43.32 |
45.92 |
|
S3 |
38.81 |
40.52 |
45.51 |
|
S4 |
34.30 |
36.01 |
44.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.62 |
46.11 |
4.51 |
9.6% |
2.19 |
4.7% |
14% |
False |
True |
51,286 |
10 |
51.53 |
46.11 |
5.42 |
11.6% |
2.16 |
4.6% |
12% |
False |
True |
50,989 |
20 |
52.09 |
46.11 |
5.98 |
12.8% |
1.81 |
3.9% |
11% |
False |
True |
41,201 |
40 |
53.02 |
46.11 |
6.91 |
14.8% |
1.48 |
3.2% |
9% |
False |
True |
30,467 |
60 |
53.02 |
41.04 |
11.98 |
25.6% |
1.54 |
3.3% |
48% |
False |
False |
26,804 |
80 |
53.02 |
39.08 |
13.94 |
29.8% |
1.47 |
3.1% |
55% |
False |
False |
23,854 |
100 |
53.02 |
36.98 |
16.04 |
34.3% |
1.45 |
3.1% |
61% |
False |
False |
20,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.20 |
2.618 |
50.31 |
1.618 |
49.15 |
1.000 |
48.43 |
0.618 |
47.99 |
HIGH |
47.27 |
0.618 |
46.83 |
0.500 |
46.69 |
0.382 |
46.55 |
LOW |
46.11 |
0.618 |
45.39 |
1.000 |
44.95 |
1.618 |
44.23 |
2.618 |
43.07 |
4.250 |
41.18 |
|
|
Fisher Pivots for day following 08-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
46.73 |
47.82 |
PP |
46.71 |
47.46 |
S1 |
46.69 |
47.11 |
|