NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 26-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
44.88 |
43.80 |
-1.08 |
-2.4% |
47.23 |
High |
45.05 |
44.11 |
-0.94 |
-2.1% |
47.41 |
Low |
43.69 |
43.13 |
-0.56 |
-1.3% |
44.42 |
Close |
43.87 |
43.68 |
-0.19 |
-0.4% |
44.88 |
Range |
1.36 |
0.98 |
-0.38 |
-27.9% |
2.99 |
ATR |
1.61 |
1.57 |
-0.05 |
-2.8% |
0.00 |
Volume |
71,819 |
103,915 |
32,096 |
44.7% |
361,628 |
|
Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.58 |
46.11 |
44.22 |
|
R3 |
45.60 |
45.13 |
43.95 |
|
R2 |
44.62 |
44.62 |
43.86 |
|
R1 |
44.15 |
44.15 |
43.77 |
43.90 |
PP |
43.64 |
43.64 |
43.64 |
43.51 |
S1 |
43.17 |
43.17 |
43.59 |
42.92 |
S2 |
42.66 |
42.66 |
43.50 |
|
S3 |
41.68 |
42.19 |
43.41 |
|
S4 |
40.70 |
41.21 |
43.14 |
|
|
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 |
46.82 |
43.13 |
3.69 |
8.4% |
1.34 |
3.1% |
15% |
False |
True |
84,037 |
10 |
48.06 |
43.13 |
4.93 |
11.3% |
1.33 |
3.0% |
11% |
False |
True |
74,676 |
20 |
51.27 |
43.13 |
8.14 |
18.6% |
1.64 |
3.8% |
7% |
False |
True |
66,944 |
40 |
53.02 |
43.13 |
9.89 |
22.6% |
1.57 |
3.6% |
6% |
False |
True |
47,788 |
60 |
53.02 |
43.13 |
9.89 |
22.6% |
1.51 |
3.5% |
6% |
False |
True |
38,768 |
80 |
53.02 |
39.08 |
13.94 |
31.9% |
1.50 |
3.4% |
33% |
False |
False |
33,282 |
100 |
53.02 |
39.08 |
13.94 |
31.9% |
1.45 |
3.3% |
33% |
False |
False |
29,069 |
120 |
53.02 |
35.44 |
17.58 |
40.2% |
1.46 |
3.3% |
47% |
False |
False |
26,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.28 |
2.618 |
46.68 |
1.618 |
45.70 |
1.000 |
45.09 |
0.618 |
44.72 |
HIGH |
44.11 |
0.618 |
43.74 |
0.500 |
43.62 |
0.382 |
43.50 |
LOW |
43.13 |
0.618 |
42.52 |
1.000 |
42.15 |
1.618 |
41.54 |
2.618 |
40.56 |
4.250 |
38.97 |
|
|
Fisher Pivots for day following 26-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
43.66 |
44.39 |
PP |
43.64 |
44.15 |
S1 |
43.62 |
43.92 |
|