NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 26-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
45.59 |
44.55 |
-1.04 |
-2.3% |
47.97 |
High |
45.77 |
44.84 |
-0.93 |
-2.0% |
48.08 |
Low |
44.43 |
43.90 |
-0.53 |
-1.2% |
45.13 |
Close |
44.61 |
44.42 |
-0.19 |
-0.4% |
45.59 |
Range |
1.34 |
0.94 |
-0.40 |
-29.9% |
2.95 |
ATR |
1.59 |
1.54 |
-0.05 |
-2.9% |
0.00 |
Volume |
35,356 |
46,984 |
11,628 |
32.9% |
146,707 |
|
Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.21 |
46.75 |
44.94 |
|
R3 |
46.27 |
45.81 |
44.68 |
|
R2 |
45.33 |
45.33 |
44.59 |
|
R1 |
44.87 |
44.87 |
44.51 |
44.63 |
PP |
44.39 |
44.39 |
44.39 |
44.27 |
S1 |
43.93 |
43.93 |
44.33 |
43.69 |
S2 |
43.45 |
43.45 |
44.25 |
|
S3 |
42.51 |
42.99 |
44.16 |
|
S4 |
41.57 |
42.05 |
43.90 |
|
|
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 |
47.54 |
43.90 |
3.64 |
8.2% |
1.32 |
3.0% |
14% |
False |
True |
35,918 |
10 |
48.71 |
43.90 |
4.81 |
10.8% |
1.31 |
2.9% |
11% |
False |
True |
35,180 |
20 |
51.81 |
43.90 |
7.91 |
17.8% |
1.61 |
3.6% |
7% |
False |
True |
34,572 |
40 |
53.39 |
43.90 |
9.49 |
21.4% |
1.53 |
3.5% |
5% |
False |
True |
26,574 |
60 |
53.39 |
43.90 |
9.49 |
21.4% |
1.46 |
3.3% |
5% |
False |
True |
23,034 |
80 |
53.39 |
39.40 |
13.99 |
31.5% |
1.43 |
3.2% |
36% |
False |
False |
20,424 |
100 |
53.39 |
39.40 |
13.99 |
31.5% |
1.37 |
3.1% |
36% |
False |
False |
18,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.84 |
2.618 |
47.30 |
1.618 |
46.36 |
1.000 |
45.78 |
0.618 |
45.42 |
HIGH |
44.84 |
0.618 |
44.48 |
0.500 |
44.37 |
0.382 |
44.26 |
LOW |
43.90 |
0.618 |
43.32 |
1.000 |
42.96 |
1.618 |
42.38 |
2.618 |
41.44 |
4.250 |
39.91 |
|
|
Fisher Pivots for day following 26-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
44.40 |
45.12 |
PP |
44.39 |
44.89 |
S1 |
44.37 |
44.65 |
|