NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 22-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
47.11 |
46.00 |
-1.11 |
-2.4% |
47.97 |
High |
47.53 |
46.34 |
-1.19 |
-2.5% |
48.08 |
Low |
45.93 |
45.13 |
-0.80 |
-1.7% |
45.13 |
Close |
46.18 |
45.59 |
-0.59 |
-1.3% |
45.59 |
Range |
1.60 |
1.21 |
-0.39 |
-24.4% |
2.95 |
ATR |
1.64 |
1.61 |
-0.03 |
-1.9% |
0.00 |
Volume |
29,372 |
24,538 |
-4,834 |
-16.5% |
146,707 |
|
Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.32 |
48.66 |
46.26 |
|
R3 |
48.11 |
47.45 |
45.92 |
|
R2 |
46.90 |
46.90 |
45.81 |
|
R1 |
46.24 |
46.24 |
45.70 |
45.97 |
PP |
45.69 |
45.69 |
45.69 |
45.55 |
S1 |
45.03 |
45.03 |
45.48 |
44.76 |
S2 |
44.48 |
44.48 |
45.37 |
|
S3 |
43.27 |
43.82 |
45.26 |
|
S4 |
42.06 |
42.61 |
44.92 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.12 |
53.30 |
47.21 |
|
R3 |
52.17 |
50.35 |
46.40 |
|
R2 |
49.22 |
49.22 |
46.13 |
|
R1 |
47.40 |
47.40 |
45.86 |
46.84 |
PP |
46.27 |
46.27 |
46.27 |
45.98 |
S1 |
44.45 |
44.45 |
45.32 |
43.89 |
S2 |
43.32 |
43.32 |
45.05 |
|
S3 |
40.37 |
41.50 |
44.78 |
|
S4 |
37.42 |
38.55 |
43.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.08 |
45.13 |
2.95 |
6.5% |
1.30 |
2.9% |
16% |
False |
True |
29,341 |
10 |
49.06 |
45.13 |
3.93 |
8.6% |
1.43 |
3.1% |
12% |
False |
True |
37,961 |
20 |
52.00 |
45.13 |
6.87 |
15.1% |
1.77 |
3.9% |
7% |
False |
True |
32,933 |
40 |
53.39 |
45.13 |
8.26 |
18.1% |
1.52 |
3.3% |
6% |
False |
True |
25,063 |
60 |
53.39 |
45.13 |
8.26 |
18.1% |
1.46 |
3.2% |
6% |
False |
True |
21,971 |
80 |
53.39 |
39.40 |
13.99 |
30.7% |
1.44 |
3.2% |
44% |
False |
False |
19,609 |
100 |
53.39 |
39.40 |
13.99 |
30.7% |
1.36 |
3.0% |
44% |
False |
False |
17,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.48 |
2.618 |
49.51 |
1.618 |
48.30 |
1.000 |
47.55 |
0.618 |
47.09 |
HIGH |
46.34 |
0.618 |
45.88 |
0.500 |
45.74 |
0.382 |
45.59 |
LOW |
45.13 |
0.618 |
44.38 |
1.000 |
43.92 |
1.618 |
43.17 |
2.618 |
41.96 |
4.250 |
39.99 |
|
|
Fisher Pivots for day following 22-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
45.74 |
46.34 |
PP |
45.69 |
46.09 |
S1 |
45.64 |
45.84 |
|