NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 08-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
50.37 |
47.69 |
-2.68 |
-5.3% |
51.59 |
High |
50.63 |
48.42 |
-2.21 |
-4.4% |
51.75 |
Low |
47.31 |
47.32 |
0.01 |
0.0% |
47.31 |
Close |
47.64 |
47.95 |
0.31 |
0.7% |
47.95 |
Range |
3.32 |
1.10 |
-2.22 |
-66.9% |
4.44 |
ATR |
1.88 |
1.82 |
-0.06 |
-3.0% |
0.00 |
Volume |
99,158 |
55,104 |
-44,054 |
-44.4% |
335,179 |
|
Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.20 |
50.67 |
48.56 |
|
R3 |
50.10 |
49.57 |
48.25 |
|
R2 |
49.00 |
49.00 |
48.15 |
|
R1 |
48.47 |
48.47 |
48.05 |
48.74 |
PP |
47.90 |
47.90 |
47.90 |
48.03 |
S1 |
47.37 |
47.37 |
47.85 |
47.64 |
S2 |
46.80 |
46.80 |
47.75 |
|
S3 |
45.70 |
46.27 |
47.65 |
|
S4 |
44.60 |
45.17 |
47.35 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.32 |
59.58 |
50.39 |
|
R3 |
57.88 |
55.14 |
49.17 |
|
R2 |
53.44 |
53.44 |
48.76 |
|
R1 |
50.70 |
50.70 |
48.36 |
49.85 |
PP |
49.00 |
49.00 |
49.00 |
48.58 |
S1 |
46.26 |
46.26 |
47.54 |
45.41 |
S2 |
44.56 |
44.56 |
47.14 |
|
S3 |
40.12 |
41.82 |
46.73 |
|
S4 |
35.68 |
37.38 |
45.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.75 |
47.31 |
4.44 |
9.3% |
2.18 |
4.5% |
14% |
False |
False |
80,638 |
10 |
52.40 |
47.31 |
5.09 |
10.6% |
2.15 |
4.5% |
13% |
False |
False |
82,188 |
20 |
52.82 |
47.31 |
5.51 |
11.5% |
1.81 |
3.8% |
12% |
False |
False |
73,073 |
40 |
53.62 |
47.31 |
6.31 |
13.2% |
1.49 |
3.1% |
10% |
False |
False |
63,162 |
60 |
53.62 |
41.43 |
12.19 |
25.4% |
1.56 |
3.3% |
53% |
False |
False |
61,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.10 |
2.618 |
51.30 |
1.618 |
50.20 |
1.000 |
49.52 |
0.618 |
49.10 |
HIGH |
48.42 |
0.618 |
48.00 |
0.500 |
47.87 |
0.382 |
47.74 |
LOW |
47.32 |
0.618 |
46.64 |
1.000 |
46.22 |
1.618 |
45.54 |
2.618 |
44.44 |
4.250 |
42.65 |
|
|
Fisher Pivots for day following 08-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
47.92 |
48.97 |
PP |
47.90 |
48.63 |
S1 |
47.87 |
48.29 |
|