NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 12-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
47.62 |
47.49 |
-0.13 |
-0.3% |
51.59 |
High |
48.34 |
49.72 |
1.38 |
2.9% |
51.75 |
Low |
47.12 |
47.45 |
0.33 |
0.7% |
47.31 |
Close |
47.60 |
49.57 |
1.97 |
4.1% |
47.95 |
Range |
1.22 |
2.27 |
1.05 |
86.1% |
4.44 |
ATR |
1.78 |
1.82 |
0.03 |
2.0% |
0.00 |
Volume |
84,607 |
101,790 |
17,183 |
20.3% |
335,179 |
|
Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.72 |
54.92 |
50.82 |
|
R3 |
53.45 |
52.65 |
50.19 |
|
R2 |
51.18 |
51.18 |
49.99 |
|
R1 |
50.38 |
50.38 |
49.78 |
50.78 |
PP |
48.91 |
48.91 |
48.91 |
49.12 |
S1 |
48.11 |
48.11 |
49.36 |
48.51 |
S2 |
46.64 |
46.64 |
49.15 |
|
S3 |
44.37 |
45.84 |
48.95 |
|
S4 |
42.10 |
43.57 |
48.32 |
|
|
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 |
50.63 |
47.12 |
3.51 |
7.1% |
1.97 |
4.0% |
70% |
False |
False |
88,719 |
10 |
52.30 |
47.12 |
5.18 |
10.4% |
1.95 |
3.9% |
47% |
False |
False |
82,279 |
20 |
52.40 |
47.12 |
5.28 |
10.7% |
1.85 |
3.7% |
46% |
False |
False |
77,219 |
40 |
53.62 |
47.12 |
6.50 |
13.1% |
1.53 |
3.1% |
38% |
False |
False |
64,848 |
60 |
53.62 |
41.43 |
12.19 |
24.6% |
1.57 |
3.2% |
67% |
False |
False |
63,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.37 |
2.618 |
55.66 |
1.618 |
53.39 |
1.000 |
51.99 |
0.618 |
51.12 |
HIGH |
49.72 |
0.618 |
48.85 |
0.500 |
48.59 |
0.382 |
48.32 |
LOW |
47.45 |
0.618 |
46.05 |
1.000 |
45.18 |
1.618 |
43.78 |
2.618 |
41.51 |
4.250 |
37.80 |
|
|
Fisher Pivots for day following 12-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
49.24 |
49.19 |
PP |
48.91 |
48.80 |
S1 |
48.59 |
48.42 |
|