NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 08-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
49.63 |
47.08 |
-2.55 |
-5.1% |
50.92 |
High |
50.10 |
47.83 |
-2.27 |
-4.5% |
51.20 |
Low |
46.77 |
46.75 |
-0.02 |
0.0% |
46.75 |
Close |
47.07 |
47.37 |
0.30 |
0.6% |
47.37 |
Range |
3.33 |
1.08 |
-2.25 |
-67.6% |
4.45 |
ATR |
1.85 |
1.79 |
-0.05 |
-3.0% |
0.00 |
Volume |
26,050 |
23,656 |
-2,394 |
-9.2% |
120,838 |
|
Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.56 |
50.04 |
47.96 |
|
R3 |
49.48 |
48.96 |
47.67 |
|
R2 |
48.40 |
48.40 |
47.57 |
|
R1 |
47.88 |
47.88 |
47.47 |
48.14 |
PP |
47.32 |
47.32 |
47.32 |
47.45 |
S1 |
46.80 |
46.80 |
47.27 |
47.06 |
S2 |
46.24 |
46.24 |
47.17 |
|
S3 |
45.16 |
45.72 |
47.07 |
|
S4 |
44.08 |
44.64 |
46.78 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.79 |
59.03 |
49.82 |
|
R3 |
57.34 |
54.58 |
48.59 |
|
R2 |
52.89 |
52.89 |
48.19 |
|
R1 |
50.13 |
50.13 |
47.78 |
49.29 |
PP |
48.44 |
48.44 |
48.44 |
48.02 |
S1 |
45.68 |
45.68 |
46.96 |
44.84 |
S2 |
43.99 |
43.99 |
46.55 |
|
S3 |
39.54 |
41.23 |
46.15 |
|
S4 |
35.09 |
36.78 |
44.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.20 |
46.75 |
4.45 |
9.4% |
2.15 |
4.5% |
14% |
False |
True |
28,799 |
10 |
52.00 |
46.75 |
5.25 |
11.1% |
2.11 |
4.4% |
12% |
False |
True |
27,905 |
20 |
52.49 |
46.75 |
5.74 |
12.1% |
1.77 |
3.7% |
11% |
False |
True |
24,106 |
40 |
53.39 |
46.75 |
6.64 |
14.0% |
1.43 |
3.0% |
9% |
False |
True |
19,255 |
60 |
53.39 |
41.29 |
12.10 |
25.5% |
1.47 |
3.1% |
50% |
False |
False |
17,600 |
80 |
53.39 |
39.40 |
13.99 |
29.5% |
1.38 |
2.9% |
57% |
False |
False |
16,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.42 |
2.618 |
50.66 |
1.618 |
49.58 |
1.000 |
48.91 |
0.618 |
48.50 |
HIGH |
47.83 |
0.618 |
47.42 |
0.500 |
47.29 |
0.382 |
47.16 |
LOW |
46.75 |
0.618 |
46.08 |
1.000 |
45.67 |
1.618 |
45.00 |
2.618 |
43.92 |
4.250 |
42.16 |
|
|
Fisher Pivots for day following 08-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
47.34 |
48.43 |
PP |
47.32 |
48.07 |
S1 |
47.29 |
47.72 |
|