NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 13-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
46.92 |
48.35 |
1.43 |
3.0% |
50.92 |
High |
49.06 |
48.71 |
-0.35 |
-0.7% |
51.20 |
Low |
46.81 |
46.57 |
-0.24 |
-0.5% |
46.75 |
Close |
48.92 |
46.76 |
-2.16 |
-4.4% |
47.37 |
Range |
2.25 |
2.14 |
-0.11 |
-4.9% |
4.45 |
ATR |
1.79 |
1.83 |
0.04 |
2.2% |
0.00 |
Volume |
61,452 |
57,485 |
-3,967 |
-6.5% |
120,838 |
|
Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.77 |
52.40 |
47.94 |
|
R3 |
51.63 |
50.26 |
47.35 |
|
R2 |
49.49 |
49.49 |
47.15 |
|
R1 |
48.12 |
48.12 |
46.96 |
47.74 |
PP |
47.35 |
47.35 |
47.35 |
47.15 |
S1 |
45.98 |
45.98 |
46.56 |
45.60 |
S2 |
45.21 |
45.21 |
46.37 |
|
S3 |
43.07 |
43.84 |
46.17 |
|
S4 |
40.93 |
41.70 |
45.58 |
|
|
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 |
50.10 |
46.54 |
3.56 |
7.6% |
2.00 |
4.3% |
6% |
False |
False |
43,466 |
10 |
51.81 |
46.54 |
5.27 |
11.3% |
1.97 |
4.2% |
4% |
False |
False |
36,779 |
20 |
52.00 |
46.54 |
5.46 |
11.7% |
1.87 |
4.0% |
4% |
False |
False |
29,679 |
40 |
53.39 |
46.54 |
6.85 |
14.6% |
1.50 |
3.2% |
3% |
False |
False |
22,186 |
60 |
53.39 |
43.52 |
9.87 |
21.1% |
1.48 |
3.2% |
33% |
False |
False |
19,844 |
80 |
53.39 |
39.40 |
13.99 |
29.9% |
1.41 |
3.0% |
53% |
False |
False |
17,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.81 |
2.618 |
54.31 |
1.618 |
52.17 |
1.000 |
50.85 |
0.618 |
50.03 |
HIGH |
48.71 |
0.618 |
47.89 |
0.500 |
47.64 |
0.382 |
47.39 |
LOW |
46.57 |
0.618 |
45.25 |
1.000 |
44.43 |
1.618 |
43.11 |
2.618 |
40.97 |
4.250 |
37.48 |
|
|
Fisher Pivots for day following 13-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
47.64 |
47.80 |
PP |
47.35 |
47.45 |
S1 |
47.05 |
47.11 |
|