NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 29-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
42.61 |
41.83 |
-0.78 |
-1.8% |
44.88 |
High |
42.90 |
42.39 |
-0.51 |
-1.2% |
45.05 |
Low |
41.76 |
41.30 |
-0.46 |
-1.1% |
41.30 |
Close |
41.86 |
42.33 |
0.47 |
1.1% |
42.33 |
Range |
1.14 |
1.09 |
-0.05 |
-4.4% |
3.75 |
ATR |
1.53 |
1.50 |
-0.03 |
-2.1% |
0.00 |
Volume |
94,814 |
115,016 |
20,202 |
21.3% |
518,386 |
|
Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.28 |
44.89 |
42.93 |
|
R3 |
44.19 |
43.80 |
42.63 |
|
R2 |
43.10 |
43.10 |
42.53 |
|
R1 |
42.71 |
42.71 |
42.43 |
42.91 |
PP |
42.01 |
42.01 |
42.01 |
42.10 |
S1 |
41.62 |
41.62 |
42.23 |
41.82 |
S2 |
40.92 |
40.92 |
42.13 |
|
S3 |
39.83 |
40.53 |
42.03 |
|
S4 |
38.74 |
39.44 |
41.73 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.14 |
51.99 |
44.39 |
|
R3 |
50.39 |
48.24 |
43.36 |
|
R2 |
46.64 |
46.64 |
43.02 |
|
R1 |
44.49 |
44.49 |
42.67 |
43.69 |
PP |
42.89 |
42.89 |
42.89 |
42.50 |
S1 |
40.74 |
40.74 |
41.99 |
39.94 |
S2 |
39.14 |
39.14 |
41.64 |
|
S3 |
35.39 |
36.99 |
41.30 |
|
S4 |
31.64 |
33.24 |
40.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.05 |
41.30 |
3.75 |
8.9% |
1.22 |
2.9% |
27% |
False |
True |
103,677 |
10 |
47.41 |
41.30 |
6.11 |
14.4% |
1.27 |
3.0% |
17% |
False |
True |
88,001 |
20 |
50.62 |
41.30 |
9.32 |
22.0% |
1.57 |
3.7% |
11% |
False |
True |
75,886 |
40 |
53.02 |
41.30 |
11.72 |
27.7% |
1.56 |
3.7% |
9% |
False |
True |
54,944 |
60 |
53.02 |
41.30 |
11.72 |
27.7% |
1.50 |
3.5% |
9% |
False |
True |
43,602 |
80 |
53.02 |
40.34 |
12.68 |
30.0% |
1.50 |
3.5% |
16% |
False |
False |
37,086 |
100 |
53.02 |
39.08 |
13.94 |
32.9% |
1.43 |
3.4% |
23% |
False |
False |
32,198 |
120 |
53.02 |
35.44 |
17.58 |
41.5% |
1.46 |
3.5% |
39% |
False |
False |
28,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.02 |
2.618 |
45.24 |
1.618 |
44.15 |
1.000 |
43.48 |
0.618 |
43.06 |
HIGH |
42.39 |
0.618 |
41.97 |
0.500 |
41.85 |
0.382 |
41.72 |
LOW |
41.30 |
0.618 |
40.63 |
1.000 |
40.21 |
1.618 |
39.54 |
2.618 |
38.45 |
4.250 |
36.67 |
|
|
Fisher Pivots for day following 29-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
42.17 |
42.61 |
PP |
42.01 |
42.52 |
S1 |
41.85 |
42.42 |
|