NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 18-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
46.84 |
47.23 |
0.39 |
0.8% |
46.46 |
High |
47.67 |
47.41 |
-0.26 |
-0.5% |
48.37 |
Low |
46.41 |
46.14 |
-0.27 |
-0.6% |
45.89 |
Close |
47.23 |
46.54 |
-0.69 |
-1.5% |
47.23 |
Range |
1.26 |
1.27 |
0.01 |
0.8% |
2.48 |
ATR |
1.77 |
1.73 |
-0.04 |
-2.0% |
0.00 |
Volume |
45,374 |
39,942 |
-5,432 |
-12.0% |
381,275 |
|
Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.51 |
49.79 |
47.24 |
|
R3 |
49.24 |
48.52 |
46.89 |
|
R2 |
47.97 |
47.97 |
46.77 |
|
R1 |
47.25 |
47.25 |
46.66 |
46.98 |
PP |
46.70 |
46.70 |
46.70 |
46.56 |
S1 |
45.98 |
45.98 |
46.42 |
45.71 |
S2 |
45.43 |
45.43 |
46.31 |
|
S3 |
44.16 |
44.71 |
46.19 |
|
S4 |
42.89 |
43.44 |
45.84 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.60 |
53.40 |
48.59 |
|
R3 |
52.12 |
50.92 |
47.91 |
|
R2 |
49.64 |
49.64 |
47.68 |
|
R1 |
48.44 |
48.44 |
47.46 |
49.04 |
PP |
47.16 |
47.16 |
47.16 |
47.47 |
S1 |
45.96 |
45.96 |
47.00 |
46.56 |
S2 |
44.68 |
44.68 |
46.78 |
|
S3 |
42.20 |
43.48 |
46.55 |
|
S4 |
39.72 |
41.00 |
45.87 |
|
|
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% |
1.58 |
3.4% |
26% |
False |
False |
68,825 |
10 |
50.62 |
45.89 |
4.73 |
10.2% |
1.86 |
4.0% |
14% |
False |
False |
63,907 |
20 |
51.53 |
45.89 |
5.64 |
12.1% |
1.83 |
3.9% |
12% |
False |
False |
54,256 |
40 |
53.02 |
45.89 |
7.13 |
15.3% |
1.53 |
3.3% |
9% |
False |
False |
37,967 |
60 |
53.02 |
44.86 |
8.16 |
17.5% |
1.51 |
3.3% |
21% |
False |
False |
31,998 |
80 |
53.02 |
39.08 |
13.94 |
30.0% |
1.50 |
3.2% |
54% |
False |
False |
27,830 |
100 |
53.02 |
37.52 |
15.50 |
33.3% |
1.44 |
3.1% |
58% |
False |
False |
24,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.81 |
2.618 |
50.73 |
1.618 |
49.46 |
1.000 |
48.68 |
0.618 |
48.19 |
HIGH |
47.41 |
0.618 |
46.92 |
0.500 |
46.78 |
0.382 |
46.63 |
LOW |
46.14 |
0.618 |
45.36 |
1.000 |
44.87 |
1.618 |
44.09 |
2.618 |
42.82 |
4.250 |
40.74 |
|
|
Fisher Pivots for day following 18-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
46.78 |
46.91 |
PP |
46.70 |
46.78 |
S1 |
46.62 |
46.66 |
|