NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 14-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
47.99 |
46.44 |
-1.55 |
-3.2% |
50.45 |
High |
48.06 |
47.14 |
-0.92 |
-1.9% |
50.62 |
Low |
45.89 |
46.26 |
0.37 |
0.8% |
46.11 |
Close |
46.07 |
47.06 |
0.99 |
2.1% |
46.75 |
Range |
2.17 |
0.88 |
-1.29 |
-59.4% |
4.51 |
ATR |
1.86 |
1.80 |
-0.06 |
-3.0% |
0.00 |
Volume |
106,724 |
57,303 |
-49,421 |
-46.3% |
217,855 |
|
Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.46 |
49.14 |
47.54 |
|
R3 |
48.58 |
48.26 |
47.30 |
|
R2 |
47.70 |
47.70 |
47.22 |
|
R1 |
47.38 |
47.38 |
47.14 |
47.54 |
PP |
46.82 |
46.82 |
46.82 |
46.90 |
S1 |
46.50 |
46.50 |
46.98 |
46.66 |
S2 |
45.94 |
45.94 |
46.90 |
|
S3 |
45.06 |
45.62 |
46.82 |
|
S4 |
44.18 |
44.74 |
46.58 |
|
|
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 |
48.37 |
45.89 |
2.48 |
5.3% |
1.55 |
3.3% |
47% |
False |
False |
76,855 |
10 |
50.85 |
45.89 |
4.96 |
10.5% |
1.89 |
4.0% |
24% |
False |
False |
66,189 |
20 |
51.53 |
45.89 |
5.64 |
12.0% |
1.90 |
4.0% |
21% |
False |
False |
52,828 |
40 |
53.02 |
45.89 |
7.13 |
15.2% |
1.53 |
3.3% |
16% |
False |
False |
36,652 |
60 |
53.02 |
43.37 |
9.65 |
20.5% |
1.54 |
3.3% |
38% |
False |
False |
31,348 |
80 |
53.02 |
39.08 |
13.94 |
29.6% |
1.49 |
3.2% |
57% |
False |
False |
27,170 |
100 |
53.02 |
36.98 |
16.04 |
34.1% |
1.45 |
3.1% |
63% |
False |
False |
23,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.88 |
2.618 |
49.44 |
1.618 |
48.56 |
1.000 |
48.02 |
0.618 |
47.68 |
HIGH |
47.14 |
0.618 |
46.80 |
0.500 |
46.70 |
0.382 |
46.60 |
LOW |
46.26 |
0.618 |
45.72 |
1.000 |
45.38 |
1.618 |
44.84 |
2.618 |
43.96 |
4.250 |
42.52 |
|
|
Fisher Pivots for day following 14-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
46.94 |
47.13 |
PP |
46.82 |
47.11 |
S1 |
46.70 |
47.08 |
|