NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 13-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
47.49 |
49.19 |
1.70 |
3.6% |
51.59 |
High |
49.72 |
49.35 |
-0.37 |
-0.7% |
51.75 |
Low |
47.45 |
47.24 |
-0.21 |
-0.4% |
47.31 |
Close |
49.57 |
47.42 |
-2.15 |
-4.3% |
47.95 |
Range |
2.27 |
2.11 |
-0.16 |
-7.0% |
4.44 |
ATR |
1.82 |
1.85 |
0.04 |
2.0% |
0.00 |
Volume |
101,790 |
95,054 |
-6,736 |
-6.6% |
335,179 |
|
Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.33 |
52.99 |
48.58 |
|
R3 |
52.22 |
50.88 |
48.00 |
|
R2 |
50.11 |
50.11 |
47.81 |
|
R1 |
48.77 |
48.77 |
47.61 |
48.39 |
PP |
48.00 |
48.00 |
48.00 |
47.81 |
S1 |
46.66 |
46.66 |
47.23 |
46.28 |
S2 |
45.89 |
45.89 |
47.03 |
|
S3 |
43.78 |
44.55 |
46.84 |
|
S4 |
41.67 |
42.44 |
46.26 |
|
|
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 |
7.4% |
2.00 |
4.2% |
9% |
False |
False |
87,142 |
10 |
52.30 |
47.12 |
5.18 |
10.9% |
1.99 |
4.2% |
6% |
False |
False |
83,204 |
20 |
52.40 |
47.12 |
5.28 |
11.1% |
1.92 |
4.0% |
6% |
False |
False |
78,900 |
40 |
53.62 |
47.12 |
6.50 |
13.7% |
1.54 |
3.3% |
5% |
False |
False |
65,182 |
60 |
53.62 |
43.53 |
10.09 |
21.3% |
1.56 |
3.3% |
39% |
False |
False |
63,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.32 |
2.618 |
54.87 |
1.618 |
52.76 |
1.000 |
51.46 |
0.618 |
50.65 |
HIGH |
49.35 |
0.618 |
48.54 |
0.500 |
48.30 |
0.382 |
48.05 |
LOW |
47.24 |
0.618 |
45.94 |
1.000 |
45.13 |
1.618 |
43.83 |
2.618 |
41.72 |
4.250 |
38.27 |
|
|
Fisher Pivots for day following 13-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
48.30 |
48.42 |
PP |
48.00 |
48.09 |
S1 |
47.71 |
47.75 |
|