NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 11-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
47.08 |
47.05 |
-0.03 |
-0.1% |
50.92 |
High |
47.83 |
47.76 |
-0.07 |
-0.1% |
51.20 |
Low |
46.75 |
46.54 |
-0.21 |
-0.4% |
46.75 |
Close |
47.37 |
46.93 |
-0.44 |
-0.9% |
47.37 |
Range |
1.08 |
1.22 |
0.14 |
13.0% |
4.45 |
ATR |
1.79 |
1.75 |
-0.04 |
-2.3% |
0.00 |
Volume |
23,656 |
48,690 |
25,034 |
105.8% |
120,838 |
|
Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.74 |
50.05 |
47.60 |
|
R3 |
49.52 |
48.83 |
47.27 |
|
R2 |
48.30 |
48.30 |
47.15 |
|
R1 |
47.61 |
47.61 |
47.04 |
47.35 |
PP |
47.08 |
47.08 |
47.08 |
46.94 |
S1 |
46.39 |
46.39 |
46.82 |
46.13 |
S2 |
45.86 |
45.86 |
46.71 |
|
S3 |
44.64 |
45.17 |
46.59 |
|
S4 |
43.42 |
43.95 |
46.26 |
|
|
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 |
46.54 |
4.66 |
9.9% |
2.11 |
4.5% |
8% |
False |
True |
33,905 |
10 |
51.81 |
46.54 |
5.27 |
11.2% |
1.88 |
4.0% |
7% |
False |
True |
29,885 |
20 |
52.00 |
46.54 |
5.46 |
11.6% |
1.74 |
3.7% |
7% |
False |
True |
25,550 |
40 |
53.39 |
46.54 |
6.85 |
14.6% |
1.43 |
3.1% |
6% |
False |
True |
20,063 |
60 |
53.39 |
41.29 |
12.10 |
25.8% |
1.48 |
3.2% |
47% |
False |
False |
18,249 |
80 |
53.39 |
39.40 |
13.99 |
29.8% |
1.38 |
2.9% |
54% |
False |
False |
16,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.95 |
2.618 |
50.95 |
1.618 |
49.73 |
1.000 |
48.98 |
0.618 |
48.51 |
HIGH |
47.76 |
0.618 |
47.29 |
0.500 |
47.15 |
0.382 |
47.01 |
LOW |
46.54 |
0.618 |
45.79 |
1.000 |
45.32 |
1.618 |
44.57 |
2.618 |
43.35 |
4.250 |
41.36 |
|
|
Fisher Pivots for day following 11-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
47.15 |
48.32 |
PP |
47.08 |
47.86 |
S1 |
47.00 |
47.39 |
|