NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 13-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
46.06 |
47.99 |
1.93 |
4.2% |
50.45 |
High |
48.37 |
48.06 |
-0.31 |
-0.6% |
50.62 |
Low |
46.05 |
45.89 |
-0.16 |
-0.3% |
46.11 |
Close |
48.24 |
46.07 |
-2.17 |
-4.5% |
46.75 |
Range |
2.32 |
2.17 |
-0.15 |
-6.5% |
4.51 |
ATR |
1.82 |
1.86 |
0.04 |
2.1% |
0.00 |
Volume |
94,782 |
106,724 |
11,942 |
12.6% |
217,855 |
|
Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.18 |
51.80 |
47.26 |
|
R3 |
51.01 |
49.63 |
46.67 |
|
R2 |
48.84 |
48.84 |
46.47 |
|
R1 |
47.46 |
47.46 |
46.27 |
47.07 |
PP |
46.67 |
46.67 |
46.67 |
46.48 |
S1 |
45.29 |
45.29 |
45.87 |
44.90 |
S2 |
44.50 |
44.50 |
45.67 |
|
S3 |
42.33 |
43.12 |
45.47 |
|
S4 |
40.16 |
40.95 |
44.88 |
|
|
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 |
49.53 |
45.89 |
3.64 |
7.9% |
2.05 |
4.4% |
5% |
False |
True |
73,713 |
10 |
51.27 |
45.89 |
5.38 |
11.7% |
2.01 |
4.4% |
3% |
False |
True |
65,827 |
20 |
51.53 |
45.89 |
5.64 |
12.2% |
1.92 |
4.2% |
3% |
False |
True |
51,390 |
40 |
53.02 |
45.89 |
7.13 |
15.5% |
1.54 |
3.3% |
3% |
False |
True |
35,778 |
60 |
53.02 |
43.00 |
10.02 |
21.7% |
1.55 |
3.4% |
31% |
False |
False |
30,697 |
80 |
53.02 |
39.08 |
13.94 |
30.3% |
1.49 |
3.2% |
50% |
False |
False |
26,571 |
100 |
53.02 |
36.98 |
16.04 |
34.8% |
1.45 |
3.2% |
57% |
False |
False |
23,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.28 |
2.618 |
53.74 |
1.618 |
51.57 |
1.000 |
50.23 |
0.618 |
49.40 |
HIGH |
48.06 |
0.618 |
47.23 |
0.500 |
46.98 |
0.382 |
46.72 |
LOW |
45.89 |
0.618 |
44.55 |
1.000 |
43.72 |
1.618 |
42.38 |
2.618 |
40.21 |
4.250 |
36.67 |
|
|
Fisher Pivots for day following 13-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
46.98 |
47.13 |
PP |
46.67 |
46.78 |
S1 |
46.37 |
46.42 |
|