NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 19-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
47.97 |
47.20 |
-0.77 |
-1.6% |
47.05 |
High |
48.08 |
47.66 |
-0.42 |
-0.9% |
49.06 |
Low |
46.81 |
46.75 |
-0.06 |
-0.1% |
46.54 |
Close |
47.22 |
46.88 |
-0.34 |
-0.7% |
47.89 |
Range |
1.27 |
0.91 |
-0.36 |
-28.3% |
2.52 |
ATR |
1.71 |
1.65 |
-0.06 |
-3.3% |
0.00 |
Volume |
20,202 |
29,254 |
9,052 |
44.8% |
232,903 |
|
Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.83 |
49.26 |
47.38 |
|
R3 |
48.92 |
48.35 |
47.13 |
|
R2 |
48.01 |
48.01 |
47.05 |
|
R1 |
47.44 |
47.44 |
46.96 |
47.27 |
PP |
47.10 |
47.10 |
47.10 |
47.01 |
S1 |
46.53 |
46.53 |
46.80 |
46.36 |
S2 |
46.19 |
46.19 |
46.71 |
|
S3 |
45.28 |
45.62 |
46.63 |
|
S4 |
44.37 |
44.71 |
46.38 |
|
|
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 |
48.71 |
46.57 |
2.14 |
4.6% |
1.30 |
2.8% |
14% |
False |
False |
34,443 |
10 |
50.10 |
46.54 |
3.56 |
7.6% |
1.63 |
3.5% |
10% |
False |
False |
37,262 |
20 |
52.00 |
46.54 |
5.46 |
11.6% |
1.77 |
3.8% |
6% |
False |
False |
31,618 |
40 |
53.39 |
46.54 |
6.85 |
14.6% |
1.49 |
3.2% |
5% |
False |
False |
23,871 |
60 |
53.39 |
45.25 |
8.14 |
17.4% |
1.45 |
3.1% |
20% |
False |
False |
20,887 |
80 |
53.39 |
39.40 |
13.99 |
29.8% |
1.42 |
3.0% |
53% |
False |
False |
18,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.53 |
2.618 |
50.04 |
1.618 |
49.13 |
1.000 |
48.57 |
0.618 |
48.22 |
HIGH |
47.66 |
0.618 |
47.31 |
0.500 |
47.21 |
0.382 |
47.10 |
LOW |
46.75 |
0.618 |
46.19 |
1.000 |
45.84 |
1.618 |
45.28 |
2.618 |
44.37 |
4.250 |
42.88 |
|
|
Fisher Pivots for day following 19-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
47.21 |
47.55 |
PP |
47.10 |
47.33 |
S1 |
46.99 |
47.10 |
|