NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 28-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
44.17 |
43.29 |
-0.88 |
-2.0% |
47.97 |
High |
44.65 |
43.59 |
-1.06 |
-2.4% |
48.08 |
Low |
43.12 |
42.50 |
-0.62 |
-1.4% |
45.13 |
Close |
43.32 |
42.59 |
-0.73 |
-1.7% |
45.59 |
Range |
1.53 |
1.09 |
-0.44 |
-28.8% |
2.95 |
ATR |
1.54 |
1.51 |
-0.03 |
-2.1% |
0.00 |
Volume |
45,048 |
29,934 |
-15,114 |
-33.6% |
146,707 |
|
Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.16 |
45.47 |
43.19 |
|
R3 |
45.07 |
44.38 |
42.89 |
|
R2 |
43.98 |
43.98 |
42.79 |
|
R1 |
43.29 |
43.29 |
42.69 |
43.09 |
PP |
42.89 |
42.89 |
42.89 |
42.80 |
S1 |
42.20 |
42.20 |
42.49 |
42.00 |
S2 |
41.80 |
41.80 |
42.39 |
|
S3 |
40.71 |
41.11 |
42.29 |
|
S4 |
39.62 |
40.02 |
41.99 |
|
|
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 |
46.34 |
42.50 |
3.84 |
9.0% |
1.22 |
2.9% |
2% |
False |
True |
36,372 |
10 |
48.35 |
42.50 |
5.85 |
13.7% |
1.27 |
3.0% |
2% |
False |
True |
33,348 |
20 |
51.39 |
42.50 |
8.89 |
20.9% |
1.57 |
3.7% |
1% |
False |
True |
35,417 |
40 |
53.39 |
42.50 |
10.89 |
25.6% |
1.54 |
3.6% |
1% |
False |
True |
27,771 |
60 |
53.39 |
42.50 |
10.89 |
25.6% |
1.46 |
3.4% |
1% |
False |
True |
23,819 |
80 |
53.39 |
40.20 |
13.19 |
31.0% |
1.44 |
3.4% |
18% |
False |
False |
21,144 |
100 |
53.39 |
39.40 |
13.99 |
32.8% |
1.36 |
3.2% |
23% |
False |
False |
18,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.22 |
2.618 |
46.44 |
1.618 |
45.35 |
1.000 |
44.68 |
0.618 |
44.26 |
HIGH |
43.59 |
0.618 |
43.17 |
0.500 |
43.05 |
0.382 |
42.92 |
LOW |
42.50 |
0.618 |
41.83 |
1.000 |
41.41 |
1.618 |
40.74 |
2.618 |
39.65 |
4.250 |
37.87 |
|
|
Fisher Pivots for day following 28-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
43.05 |
43.67 |
PP |
42.89 |
43.31 |
S1 |
42.74 |
42.95 |
|