NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 18-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
47.35 |
47.97 |
0.62 |
1.3% |
47.05 |
High |
48.35 |
48.08 |
-0.27 |
-0.6% |
49.06 |
Low |
47.11 |
46.81 |
-0.30 |
-0.6% |
46.54 |
Close |
47.89 |
47.22 |
-0.67 |
-1.4% |
47.89 |
Range |
1.24 |
1.27 |
0.03 |
2.4% |
2.52 |
ATR |
1.74 |
1.71 |
-0.03 |
-1.9% |
0.00 |
Volume |
29,452 |
20,202 |
-9,250 |
-31.4% |
232,903 |
|
Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.18 |
50.47 |
47.92 |
|
R3 |
49.91 |
49.20 |
47.57 |
|
R2 |
48.64 |
48.64 |
47.45 |
|
R1 |
47.93 |
47.93 |
47.34 |
47.65 |
PP |
47.37 |
47.37 |
47.37 |
47.23 |
S1 |
46.66 |
46.66 |
47.10 |
46.38 |
S2 |
46.10 |
46.10 |
46.99 |
|
S3 |
44.83 |
45.39 |
46.87 |
|
S4 |
43.56 |
44.12 |
46.52 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.39 |
54.16 |
49.28 |
|
R3 |
52.87 |
51.64 |
48.58 |
|
R2 |
50.35 |
50.35 |
48.35 |
|
R1 |
49.12 |
49.12 |
48.12 |
49.74 |
PP |
47.83 |
47.83 |
47.83 |
48.14 |
S1 |
46.60 |
46.60 |
47.66 |
47.22 |
S2 |
45.31 |
45.31 |
47.43 |
|
S3 |
42.79 |
44.08 |
47.20 |
|
S4 |
40.27 |
41.56 |
46.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.06 |
46.57 |
2.49 |
5.3% |
1.57 |
3.3% |
26% |
False |
False |
40,883 |
10 |
51.20 |
46.54 |
4.66 |
9.9% |
1.84 |
3.9% |
15% |
False |
False |
37,394 |
20 |
52.00 |
46.54 |
5.46 |
11.6% |
1.79 |
3.8% |
12% |
False |
False |
30,959 |
40 |
53.39 |
46.54 |
6.85 |
14.5% |
1.50 |
3.2% |
10% |
False |
False |
23,417 |
60 |
53.39 |
45.25 |
8.14 |
17.2% |
1.45 |
3.1% |
24% |
False |
False |
20,549 |
80 |
53.39 |
39.40 |
13.99 |
29.6% |
1.42 |
3.0% |
56% |
False |
False |
18,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.48 |
2.618 |
51.40 |
1.618 |
50.13 |
1.000 |
49.35 |
0.618 |
48.86 |
HIGH |
48.08 |
0.618 |
47.59 |
0.500 |
47.45 |
0.382 |
47.30 |
LOW |
46.81 |
0.618 |
46.03 |
1.000 |
45.54 |
1.618 |
44.76 |
2.618 |
43.49 |
4.250 |
41.41 |
|
|
Fisher Pivots for day following 18-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
47.45 |
47.58 |
PP |
47.37 |
47.46 |
S1 |
47.30 |
47.34 |
|