NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 28-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
43.41 |
42.61 |
-0.80 |
-1.8% |
47.23 |
High |
43.92 |
42.90 |
-1.02 |
-2.3% |
47.41 |
Low |
42.39 |
41.76 |
-0.63 |
-1.5% |
44.42 |
Close |
42.61 |
41.86 |
-0.75 |
-1.8% |
44.88 |
Range |
1.53 |
1.14 |
-0.39 |
-25.5% |
2.99 |
ATR |
1.56 |
1.53 |
-0.03 |
-1.9% |
0.00 |
Volume |
132,822 |
94,814 |
-38,008 |
-28.6% |
361,628 |
|
Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.59 |
44.87 |
42.49 |
|
R3 |
44.45 |
43.73 |
42.17 |
|
R2 |
43.31 |
43.31 |
42.07 |
|
R1 |
42.59 |
42.59 |
41.96 |
42.38 |
PP |
42.17 |
42.17 |
42.17 |
42.07 |
S1 |
41.45 |
41.45 |
41.76 |
41.24 |
S2 |
41.03 |
41.03 |
41.65 |
|
S3 |
39.89 |
40.31 |
41.55 |
|
S4 |
38.75 |
39.17 |
41.23 |
|
|
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 |
45.64 |
41.76 |
3.88 |
9.3% |
1.25 |
3.0% |
3% |
False |
True |
94,282 |
10 |
47.67 |
41.76 |
5.91 |
14.1% |
1.29 |
3.1% |
2% |
False |
True |
81,037 |
20 |
50.85 |
41.76 |
9.09 |
21.7% |
1.59 |
3.8% |
1% |
False |
True |
73,613 |
40 |
53.02 |
41.76 |
11.26 |
26.9% |
1.57 |
3.8% |
1% |
False |
True |
52,569 |
60 |
53.02 |
41.76 |
11.26 |
26.9% |
1.50 |
3.6% |
1% |
False |
True |
41,983 |
80 |
53.02 |
40.02 |
13.00 |
31.1% |
1.50 |
3.6% |
14% |
False |
False |
35,826 |
100 |
53.02 |
39.08 |
13.94 |
33.3% |
1.44 |
3.4% |
20% |
False |
False |
31,147 |
120 |
53.02 |
35.44 |
17.58 |
42.0% |
1.46 |
3.5% |
37% |
False |
False |
27,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.75 |
2.618 |
45.88 |
1.618 |
44.74 |
1.000 |
44.04 |
0.618 |
43.60 |
HIGH |
42.90 |
0.618 |
42.46 |
0.500 |
42.33 |
0.382 |
42.20 |
LOW |
41.76 |
0.618 |
41.06 |
1.000 |
40.62 |
1.618 |
39.92 |
2.618 |
38.78 |
4.250 |
36.92 |
|
|
Fisher Pivots for day following 28-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
42.33 |
42.94 |
PP |
42.17 |
42.58 |
S1 |
42.02 |
42.22 |
|