NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 27-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
43.80 |
43.41 |
-0.39 |
-0.9% |
47.23 |
High |
44.11 |
43.92 |
-0.19 |
-0.4% |
47.41 |
Low |
43.13 |
42.39 |
-0.74 |
-1.7% |
44.42 |
Close |
43.68 |
42.61 |
-1.07 |
-2.4% |
44.88 |
Range |
0.98 |
1.53 |
0.55 |
56.1% |
2.99 |
ATR |
1.57 |
1.56 |
0.00 |
-0.2% |
0.00 |
Volume |
103,915 |
132,822 |
28,907 |
27.8% |
361,628 |
|
Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.56 |
46.62 |
43.45 |
|
R3 |
46.03 |
45.09 |
43.03 |
|
R2 |
44.50 |
44.50 |
42.89 |
|
R1 |
43.56 |
43.56 |
42.75 |
43.27 |
PP |
42.97 |
42.97 |
42.97 |
42.83 |
S1 |
42.03 |
42.03 |
42.47 |
41.74 |
S2 |
41.44 |
41.44 |
42.33 |
|
S3 |
39.91 |
40.50 |
42.19 |
|
S4 |
38.38 |
38.97 |
41.77 |
|
|
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 |
46.80 |
42.39 |
4.41 |
10.3% |
1.33 |
3.1% |
5% |
False |
True |
90,874 |
10 |
47.67 |
42.39 |
5.28 |
12.4% |
1.26 |
3.0% |
4% |
False |
True |
77,286 |
20 |
51.27 |
42.39 |
8.88 |
20.8% |
1.63 |
3.8% |
2% |
False |
True |
71,557 |
40 |
53.02 |
42.39 |
10.63 |
24.9% |
1.58 |
3.7% |
2% |
False |
True |
50,788 |
60 |
53.02 |
42.39 |
10.63 |
24.9% |
1.51 |
3.5% |
2% |
False |
True |
40,695 |
80 |
53.02 |
39.08 |
13.94 |
32.7% |
1.50 |
3.5% |
25% |
False |
False |
34,767 |
100 |
53.02 |
39.08 |
13.94 |
32.7% |
1.45 |
3.4% |
25% |
False |
False |
30,331 |
120 |
53.02 |
35.44 |
17.58 |
41.3% |
1.46 |
3.4% |
41% |
False |
False |
27,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.42 |
2.618 |
47.93 |
1.618 |
46.40 |
1.000 |
45.45 |
0.618 |
44.87 |
HIGH |
43.92 |
0.618 |
43.34 |
0.500 |
43.16 |
0.382 |
42.97 |
LOW |
42.39 |
0.618 |
41.44 |
1.000 |
40.86 |
1.618 |
39.91 |
2.618 |
38.38 |
4.250 |
35.89 |
|
|
Fisher Pivots for day following 27-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
43.16 |
43.72 |
PP |
42.97 |
43.35 |
S1 |
42.79 |
42.98 |
|