NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 18-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
48.22 |
48.72 |
0.50 |
1.0% |
47.62 |
High |
49.00 |
48.76 |
-0.24 |
-0.5% |
49.72 |
Low |
47.77 |
47.44 |
-0.33 |
-0.7% |
47.12 |
Close |
48.54 |
47.88 |
-0.66 |
-1.4% |
48.54 |
Range |
1.23 |
1.32 |
0.09 |
7.3% |
2.60 |
ATR |
1.76 |
1.73 |
-0.03 |
-1.8% |
0.00 |
Volume |
53,249 |
48,147 |
-5,102 |
-9.6% |
413,990 |
|
Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.99 |
51.25 |
48.61 |
|
R3 |
50.67 |
49.93 |
48.24 |
|
R2 |
49.35 |
49.35 |
48.12 |
|
R1 |
48.61 |
48.61 |
48.00 |
48.32 |
PP |
48.03 |
48.03 |
48.03 |
47.88 |
S1 |
47.29 |
47.29 |
47.76 |
47.00 |
S2 |
46.71 |
46.71 |
47.64 |
|
S3 |
45.39 |
45.97 |
47.52 |
|
S4 |
44.07 |
44.65 |
47.15 |
|
|
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 |
47.24 |
2.48 |
5.2% |
1.58 |
3.3% |
26% |
False |
False |
75,506 |
10 |
51.75 |
47.12 |
4.63 |
9.7% |
1.85 |
3.9% |
16% |
False |
False |
79,731 |
20 |
52.40 |
47.12 |
5.28 |
11.0% |
1.83 |
3.8% |
14% |
False |
False |
78,088 |
40 |
53.62 |
47.12 |
6.50 |
13.6% |
1.54 |
3.2% |
12% |
False |
False |
65,432 |
60 |
53.62 |
45.41 |
8.21 |
17.1% |
1.52 |
3.2% |
30% |
False |
False |
63,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.37 |
2.618 |
52.22 |
1.618 |
50.90 |
1.000 |
50.08 |
0.618 |
49.58 |
HIGH |
48.76 |
0.618 |
48.26 |
0.500 |
48.10 |
0.382 |
47.94 |
LOW |
47.44 |
0.618 |
46.62 |
1.000 |
46.12 |
1.618 |
45.30 |
2.618 |
43.98 |
4.250 |
41.83 |
|
|
Fisher Pivots for day following 18-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
48.10 |
48.22 |
PP |
48.03 |
48.11 |
S1 |
47.95 |
47.99 |
|