NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 19-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
48.72 |
47.92 |
-0.80 |
-1.6% |
47.62 |
High |
48.76 |
48.33 |
-0.43 |
-0.9% |
49.72 |
Low |
47.44 |
47.47 |
0.03 |
0.1% |
47.12 |
Close |
47.88 |
47.60 |
-0.28 |
-0.6% |
48.54 |
Range |
1.32 |
0.86 |
-0.46 |
-34.8% |
2.60 |
ATR |
1.73 |
1.67 |
-0.06 |
-3.6% |
0.00 |
Volume |
48,147 |
54,977 |
6,830 |
14.2% |
413,990 |
|
Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.38 |
49.85 |
48.07 |
|
R3 |
49.52 |
48.99 |
47.84 |
|
R2 |
48.66 |
48.66 |
47.76 |
|
R1 |
48.13 |
48.13 |
47.68 |
47.97 |
PP |
47.80 |
47.80 |
47.80 |
47.72 |
S1 |
47.27 |
47.27 |
47.52 |
47.11 |
S2 |
46.94 |
46.94 |
47.44 |
|
S3 |
46.08 |
46.41 |
47.36 |
|
S4 |
45.22 |
45.55 |
47.13 |
|
|
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 |
49.35 |
47.24 |
2.11 |
4.4% |
1.30 |
2.7% |
17% |
False |
False |
66,143 |
10 |
50.63 |
47.12 |
3.51 |
7.4% |
1.64 |
3.4% |
14% |
False |
False |
77,431 |
20 |
52.40 |
47.12 |
5.28 |
11.1% |
1.80 |
3.8% |
9% |
False |
False |
78,433 |
40 |
53.62 |
47.12 |
6.50 |
13.7% |
1.53 |
3.2% |
7% |
False |
False |
65,986 |
60 |
53.62 |
45.41 |
8.21 |
17.2% |
1.52 |
3.2% |
27% |
False |
False |
63,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.99 |
2.618 |
50.58 |
1.618 |
49.72 |
1.000 |
49.19 |
0.618 |
48.86 |
HIGH |
48.33 |
0.618 |
48.00 |
0.500 |
47.90 |
0.382 |
47.80 |
LOW |
47.47 |
0.618 |
46.94 |
1.000 |
46.61 |
1.618 |
46.08 |
2.618 |
45.22 |
4.250 |
43.82 |
|
|
Fisher Pivots for day following 19-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
47.90 |
48.22 |
PP |
47.80 |
48.01 |
S1 |
47.70 |
47.81 |
|