NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 25-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
46.00 |
45.59 |
-0.41 |
-0.9% |
47.97 |
High |
46.34 |
45.77 |
-0.57 |
-1.2% |
48.08 |
Low |
45.13 |
44.43 |
-0.70 |
-1.6% |
45.13 |
Close |
45.59 |
44.61 |
-0.98 |
-2.1% |
45.59 |
Range |
1.21 |
1.34 |
0.13 |
10.7% |
2.95 |
ATR |
1.61 |
1.59 |
-0.02 |
-1.2% |
0.00 |
Volume |
24,538 |
35,356 |
10,818 |
44.1% |
146,707 |
|
Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.96 |
48.12 |
45.35 |
|
R3 |
47.62 |
46.78 |
44.98 |
|
R2 |
46.28 |
46.28 |
44.86 |
|
R1 |
45.44 |
45.44 |
44.73 |
45.19 |
PP |
44.94 |
44.94 |
44.94 |
44.81 |
S1 |
44.10 |
44.10 |
44.49 |
43.85 |
S2 |
43.60 |
43.60 |
44.36 |
|
S3 |
42.26 |
42.76 |
44.24 |
|
S4 |
40.92 |
41.42 |
43.87 |
|
|
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 |
47.66 |
44.43 |
3.23 |
7.2% |
1.32 |
3.0% |
6% |
False |
True |
32,372 |
10 |
49.06 |
44.43 |
4.63 |
10.4% |
1.44 |
3.2% |
4% |
False |
True |
36,627 |
20 |
51.81 |
44.43 |
7.38 |
16.5% |
1.66 |
3.7% |
2% |
False |
True |
33,256 |
40 |
53.39 |
44.43 |
8.96 |
20.1% |
1.53 |
3.4% |
2% |
False |
True |
25,579 |
60 |
53.39 |
44.43 |
8.96 |
20.1% |
1.47 |
3.3% |
2% |
False |
True |
22,452 |
80 |
53.39 |
39.40 |
13.99 |
31.4% |
1.44 |
3.2% |
37% |
False |
False |
19,969 |
100 |
53.39 |
39.40 |
13.99 |
31.4% |
1.36 |
3.1% |
37% |
False |
False |
17,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.47 |
2.618 |
49.28 |
1.618 |
47.94 |
1.000 |
47.11 |
0.618 |
46.60 |
HIGH |
45.77 |
0.618 |
45.26 |
0.500 |
45.10 |
0.382 |
44.94 |
LOW |
44.43 |
0.618 |
43.60 |
1.000 |
43.09 |
1.618 |
42.26 |
2.618 |
40.92 |
4.250 |
38.74 |
|
|
Fisher Pivots for day following 25-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
45.10 |
45.98 |
PP |
44.94 |
45.52 |
S1 |
44.77 |
45.07 |
|