NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 15-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
47.77 |
48.22 |
0.45 |
0.9% |
47.62 |
High |
48.53 |
49.00 |
0.47 |
1.0% |
49.72 |
Low |
47.54 |
47.77 |
0.23 |
0.5% |
47.12 |
Close |
48.47 |
48.54 |
0.07 |
0.1% |
48.54 |
Range |
0.99 |
1.23 |
0.24 |
24.2% |
2.60 |
ATR |
1.80 |
1.76 |
-0.04 |
-2.3% |
0.00 |
Volume |
79,290 |
53,249 |
-26,041 |
-32.8% |
413,990 |
|
Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.13 |
51.56 |
49.22 |
|
R3 |
50.90 |
50.33 |
48.88 |
|
R2 |
49.67 |
49.67 |
48.77 |
|
R1 |
49.10 |
49.10 |
48.65 |
49.39 |
PP |
48.44 |
48.44 |
48.44 |
48.58 |
S1 |
47.87 |
47.87 |
48.43 |
48.16 |
S2 |
47.21 |
47.21 |
48.31 |
|
S3 |
45.98 |
46.64 |
48.20 |
|
S4 |
44.75 |
45.41 |
47.86 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.26 |
55.00 |
49.97 |
|
R3 |
53.66 |
52.40 |
49.26 |
|
R2 |
51.06 |
51.06 |
49.02 |
|
R1 |
49.80 |
49.80 |
48.78 |
50.43 |
PP |
48.46 |
48.46 |
48.46 |
48.78 |
S1 |
47.20 |
47.20 |
48.30 |
47.83 |
S2 |
45.86 |
45.86 |
48.06 |
|
S3 |
43.26 |
44.60 |
47.83 |
|
S4 |
40.66 |
42.00 |
47.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.72 |
47.12 |
2.60 |
5.4% |
1.56 |
3.2% |
55% |
False |
False |
82,798 |
10 |
51.75 |
47.12 |
4.63 |
9.5% |
1.87 |
3.9% |
31% |
False |
False |
81,718 |
20 |
52.40 |
47.12 |
5.28 |
10.9% |
1.88 |
3.9% |
27% |
False |
False |
78,529 |
40 |
53.62 |
47.12 |
6.50 |
13.4% |
1.54 |
3.2% |
22% |
False |
False |
65,273 |
60 |
53.62 |
45.41 |
8.21 |
16.9% |
1.52 |
3.1% |
38% |
False |
False |
63,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.23 |
2.618 |
52.22 |
1.618 |
50.99 |
1.000 |
50.23 |
0.618 |
49.76 |
HIGH |
49.00 |
0.618 |
48.53 |
0.500 |
48.39 |
0.382 |
48.24 |
LOW |
47.77 |
0.618 |
47.01 |
1.000 |
46.54 |
1.618 |
45.78 |
2.618 |
44.55 |
4.250 |
42.54 |
|
|
Fisher Pivots for day following 15-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
48.49 |
48.46 |
PP |
48.44 |
48.38 |
S1 |
48.39 |
48.30 |
|