NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 25-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
45.30 |
44.88 |
-0.42 |
-0.9% |
47.23 |
High |
45.64 |
45.05 |
-0.59 |
-1.3% |
47.41 |
Low |
44.42 |
43.69 |
-0.73 |
-1.6% |
44.42 |
Close |
44.88 |
43.87 |
-1.01 |
-2.3% |
44.88 |
Range |
1.22 |
1.36 |
0.14 |
11.5% |
2.99 |
ATR |
1.63 |
1.61 |
-0.02 |
-1.2% |
0.00 |
Volume |
68,040 |
71,819 |
3,779 |
5.6% |
361,628 |
|
Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.28 |
47.44 |
44.62 |
|
R3 |
46.92 |
46.08 |
44.24 |
|
R2 |
45.56 |
45.56 |
44.12 |
|
R1 |
44.72 |
44.72 |
43.99 |
44.46 |
PP |
44.20 |
44.20 |
44.20 |
44.08 |
S1 |
43.36 |
43.36 |
43.75 |
43.10 |
S2 |
42.84 |
42.84 |
43.62 |
|
S3 |
41.48 |
42.00 |
43.50 |
|
S4 |
40.12 |
40.64 |
43.12 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.54 |
52.70 |
46.52 |
|
R3 |
51.55 |
49.71 |
45.70 |
|
R2 |
48.56 |
48.56 |
45.43 |
|
R1 |
46.72 |
46.72 |
45.15 |
46.15 |
PP |
45.57 |
45.57 |
45.57 |
45.28 |
S1 |
43.73 |
43.73 |
44.61 |
43.16 |
S2 |
42.58 |
42.58 |
44.33 |
|
S3 |
39.59 |
40.74 |
44.06 |
|
S4 |
36.60 |
37.75 |
43.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.99 |
43.69 |
3.30 |
7.5% |
1.34 |
3.0% |
5% |
False |
True |
78,701 |
10 |
48.37 |
43.69 |
4.68 |
10.7% |
1.46 |
3.3% |
4% |
False |
True |
73,763 |
20 |
51.27 |
43.69 |
7.58 |
17.3% |
1.69 |
3.9% |
2% |
False |
True |
63,213 |
40 |
53.02 |
43.69 |
9.33 |
21.3% |
1.57 |
3.6% |
2% |
False |
True |
45,548 |
60 |
53.02 |
43.69 |
9.33 |
21.3% |
1.51 |
3.5% |
2% |
False |
True |
37,329 |
80 |
53.02 |
39.08 |
13.94 |
31.8% |
1.51 |
3.4% |
34% |
False |
False |
32,206 |
100 |
53.02 |
39.08 |
13.94 |
31.8% |
1.45 |
3.3% |
34% |
False |
False |
28,152 |
120 |
53.02 |
35.44 |
17.58 |
40.1% |
1.47 |
3.3% |
48% |
False |
False |
25,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.83 |
2.618 |
48.61 |
1.618 |
47.25 |
1.000 |
46.41 |
0.618 |
45.89 |
HIGH |
45.05 |
0.618 |
44.53 |
0.500 |
44.37 |
0.382 |
44.21 |
LOW |
43.69 |
0.618 |
42.85 |
1.000 |
42.33 |
1.618 |
41.49 |
2.618 |
40.13 |
4.250 |
37.91 |
|
|
Fisher Pivots for day following 25-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
44.37 |
45.25 |
PP |
44.20 |
44.79 |
S1 |
44.04 |
44.33 |
|