NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 19-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
47.23 |
46.44 |
-0.79 |
-1.7% |
46.46 |
High |
47.41 |
46.99 |
-0.42 |
-0.9% |
48.37 |
Low |
46.14 |
46.01 |
-0.13 |
-0.3% |
45.89 |
Close |
46.54 |
46.14 |
-0.40 |
-0.9% |
47.23 |
Range |
1.27 |
0.98 |
-0.29 |
-22.8% |
2.48 |
ATR |
1.73 |
1.68 |
-0.05 |
-3.1% |
0.00 |
Volume |
39,942 |
77,233 |
37,291 |
93.4% |
381,275 |
|
Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.32 |
48.71 |
46.68 |
|
R3 |
48.34 |
47.73 |
46.41 |
|
R2 |
47.36 |
47.36 |
46.32 |
|
R1 |
46.75 |
46.75 |
46.23 |
46.57 |
PP |
46.38 |
46.38 |
46.38 |
46.29 |
S1 |
45.77 |
45.77 |
46.05 |
45.59 |
S2 |
45.40 |
45.40 |
45.96 |
|
S3 |
44.42 |
44.79 |
45.87 |
|
S4 |
43.44 |
43.81 |
45.60 |
|
|
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 |
48.06 |
45.89 |
2.17 |
4.7% |
1.31 |
2.8% |
12% |
False |
False |
65,315 |
10 |
49.53 |
45.89 |
3.64 |
7.9% |
1.66 |
3.6% |
7% |
False |
False |
65,443 |
20 |
51.53 |
45.89 |
5.64 |
12.2% |
1.81 |
3.9% |
4% |
False |
False |
57,122 |
40 |
53.02 |
45.89 |
7.13 |
15.5% |
1.52 |
3.3% |
4% |
False |
False |
39,572 |
60 |
53.02 |
44.86 |
8.16 |
17.7% |
1.51 |
3.3% |
16% |
False |
False |
33,045 |
80 |
53.02 |
39.08 |
13.94 |
30.2% |
1.49 |
3.2% |
51% |
False |
False |
28,672 |
100 |
53.02 |
38.56 |
14.46 |
31.3% |
1.43 |
3.1% |
52% |
False |
False |
25,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.16 |
2.618 |
49.56 |
1.618 |
48.58 |
1.000 |
47.97 |
0.618 |
47.60 |
HIGH |
46.99 |
0.618 |
46.62 |
0.500 |
46.50 |
0.382 |
46.38 |
LOW |
46.01 |
0.618 |
45.40 |
1.000 |
45.03 |
1.618 |
44.42 |
2.618 |
43.44 |
4.250 |
41.85 |
|
|
Fisher Pivots for day following 19-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
46.50 |
46.84 |
PP |
46.38 |
46.61 |
S1 |
46.26 |
46.37 |
|