NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 07-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
48.71 |
49.63 |
0.92 |
1.9% |
49.14 |
High |
49.80 |
50.10 |
0.30 |
0.6% |
51.81 |
Low |
47.86 |
46.77 |
-1.09 |
-2.3% |
47.61 |
Close |
49.34 |
47.07 |
-2.27 |
-4.6% |
50.82 |
Range |
1.94 |
3.33 |
1.39 |
71.6% |
4.20 |
ATR |
1.74 |
1.85 |
0.11 |
6.6% |
0.00 |
Volume |
40,563 |
26,050 |
-14,513 |
-35.8% |
129,328 |
|
Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.97 |
55.85 |
48.90 |
|
R3 |
54.64 |
52.52 |
47.99 |
|
R2 |
51.31 |
51.31 |
47.68 |
|
R1 |
49.19 |
49.19 |
47.38 |
48.59 |
PP |
47.98 |
47.98 |
47.98 |
47.68 |
S1 |
45.86 |
45.86 |
46.76 |
45.26 |
S2 |
44.65 |
44.65 |
46.46 |
|
S3 |
41.32 |
42.53 |
46.15 |
|
S4 |
37.99 |
39.20 |
45.24 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.68 |
60.95 |
53.13 |
|
R3 |
58.48 |
56.75 |
51.98 |
|
R2 |
54.28 |
54.28 |
51.59 |
|
R1 |
52.55 |
52.55 |
51.21 |
53.42 |
PP |
50.08 |
50.08 |
50.08 |
50.51 |
S1 |
48.35 |
48.35 |
50.44 |
49.22 |
S2 |
45.88 |
45.88 |
50.05 |
|
S3 |
41.68 |
44.15 |
49.67 |
|
S4 |
37.48 |
39.95 |
48.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.39 |
46.77 |
4.62 |
9.8% |
2.22 |
4.7% |
6% |
False |
True |
29,551 |
10 |
52.00 |
46.77 |
5.23 |
11.1% |
2.09 |
4.4% |
6% |
False |
True |
27,352 |
20 |
53.39 |
46.77 |
6.62 |
14.1% |
1.78 |
3.8% |
5% |
False |
True |
23,940 |
40 |
53.39 |
46.32 |
7.07 |
15.0% |
1.46 |
3.1% |
11% |
False |
False |
19,389 |
60 |
53.39 |
41.29 |
12.10 |
25.7% |
1.46 |
3.1% |
48% |
False |
False |
17,585 |
80 |
53.39 |
39.40 |
13.99 |
29.7% |
1.37 |
2.9% |
55% |
False |
False |
15,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.25 |
2.618 |
58.82 |
1.618 |
55.49 |
1.000 |
53.43 |
0.618 |
52.16 |
HIGH |
50.10 |
0.618 |
48.83 |
0.500 |
48.44 |
0.382 |
48.04 |
LOW |
46.77 |
0.618 |
44.71 |
1.000 |
43.44 |
1.618 |
41.38 |
2.618 |
38.05 |
4.250 |
32.62 |
|
|
Fisher Pivots for day following 07-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
48.44 |
48.99 |
PP |
47.98 |
48.35 |
S1 |
47.53 |
47.71 |
|