NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 29-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
43.29 |
42.60 |
-0.69 |
-1.6% |
45.59 |
High |
43.59 |
43.14 |
-0.45 |
-1.0% |
45.77 |
Low |
42.50 |
42.03 |
-0.47 |
-1.1% |
42.03 |
Close |
42.59 |
43.09 |
0.50 |
1.2% |
43.09 |
Range |
1.09 |
1.11 |
0.02 |
1.8% |
3.74 |
ATR |
1.51 |
1.48 |
-0.03 |
-1.9% |
0.00 |
Volume |
29,934 |
37,543 |
7,609 |
25.4% |
194,865 |
|
Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.08 |
45.70 |
43.70 |
|
R3 |
44.97 |
44.59 |
43.40 |
|
R2 |
43.86 |
43.86 |
43.29 |
|
R1 |
43.48 |
43.48 |
43.19 |
43.67 |
PP |
42.75 |
42.75 |
42.75 |
42.85 |
S1 |
42.37 |
42.37 |
42.99 |
42.56 |
S2 |
41.64 |
41.64 |
42.89 |
|
S3 |
40.53 |
41.26 |
42.78 |
|
S4 |
39.42 |
40.15 |
42.48 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.85 |
52.71 |
45.15 |
|
R3 |
51.11 |
48.97 |
44.12 |
|
R2 |
47.37 |
47.37 |
43.78 |
|
R1 |
45.23 |
45.23 |
43.43 |
44.43 |
PP |
43.63 |
43.63 |
43.63 |
43.23 |
S1 |
41.49 |
41.49 |
42.75 |
40.69 |
S2 |
39.89 |
39.89 |
42.40 |
|
S3 |
36.15 |
37.75 |
42.06 |
|
S4 |
32.41 |
34.01 |
41.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.77 |
42.03 |
3.74 |
8.7% |
1.20 |
2.8% |
28% |
False |
True |
38,973 |
10 |
48.08 |
42.03 |
6.05 |
14.0% |
1.25 |
2.9% |
18% |
False |
True |
34,157 |
20 |
51.20 |
42.03 |
9.17 |
21.3% |
1.55 |
3.6% |
12% |
False |
True |
35,923 |
40 |
53.39 |
42.03 |
11.36 |
26.4% |
1.53 |
3.6% |
9% |
False |
True |
28,375 |
60 |
53.39 |
42.03 |
11.36 |
26.4% |
1.45 |
3.4% |
9% |
False |
True |
24,214 |
80 |
53.39 |
40.64 |
12.75 |
29.6% |
1.43 |
3.3% |
19% |
False |
False |
21,504 |
100 |
53.39 |
39.40 |
13.99 |
32.5% |
1.35 |
3.1% |
26% |
False |
False |
19,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.86 |
2.618 |
46.05 |
1.618 |
44.94 |
1.000 |
44.25 |
0.618 |
43.83 |
HIGH |
43.14 |
0.618 |
42.72 |
0.500 |
42.59 |
0.382 |
42.45 |
LOW |
42.03 |
0.618 |
41.34 |
1.000 |
40.92 |
1.618 |
40.23 |
2.618 |
39.12 |
4.250 |
37.31 |
|
|
Fisher Pivots for day following 29-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
42.92 |
43.34 |
PP |
42.75 |
43.26 |
S1 |
42.59 |
43.17 |
|