NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 22-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
47.92 |
46.67 |
-1.25 |
-2.6% |
48.72 |
High |
48.28 |
47.03 |
-1.25 |
-2.6% |
48.76 |
Low |
46.63 |
45.80 |
-0.83 |
-1.8% |
45.80 |
Close |
46.89 |
46.27 |
-0.62 |
-1.3% |
46.27 |
Range |
1.65 |
1.23 |
-0.42 |
-25.5% |
2.96 |
ATR |
1.65 |
1.62 |
-0.03 |
-1.8% |
0.00 |
Volume |
53,170 |
38,855 |
-14,315 |
-26.9% |
272,805 |
|
Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.06 |
49.39 |
46.95 |
|
R3 |
48.83 |
48.16 |
46.61 |
|
R2 |
47.60 |
47.60 |
46.50 |
|
R1 |
46.93 |
46.93 |
46.38 |
46.65 |
PP |
46.37 |
46.37 |
46.37 |
46.23 |
S1 |
45.70 |
45.70 |
46.16 |
45.42 |
S2 |
45.14 |
45.14 |
46.04 |
|
S3 |
43.91 |
44.47 |
45.93 |
|
S4 |
42.68 |
43.24 |
45.59 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.82 |
54.01 |
47.90 |
|
R3 |
52.86 |
51.05 |
47.08 |
|
R2 |
49.90 |
49.90 |
46.81 |
|
R1 |
48.09 |
48.09 |
46.54 |
47.52 |
PP |
46.94 |
46.94 |
46.94 |
46.66 |
S1 |
45.13 |
45.13 |
46.00 |
44.56 |
S2 |
43.98 |
43.98 |
45.73 |
|
S3 |
41.02 |
42.17 |
45.46 |
|
S4 |
38.06 |
39.21 |
44.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.76 |
45.80 |
2.96 |
6.4% |
1.31 |
2.8% |
16% |
False |
True |
54,561 |
10 |
49.72 |
45.80 |
3.92 |
8.5% |
1.44 |
3.1% |
12% |
False |
True |
68,679 |
20 |
52.40 |
45.80 |
6.60 |
14.3% |
1.79 |
3.9% |
7% |
False |
True |
75,434 |
40 |
53.62 |
45.80 |
7.82 |
16.9% |
1.56 |
3.4% |
6% |
False |
True |
66,460 |
60 |
53.62 |
45.53 |
8.09 |
17.5% |
1.51 |
3.3% |
9% |
False |
False |
64,110 |
80 |
53.62 |
39.70 |
13.92 |
30.1% |
1.53 |
3.3% |
47% |
False |
False |
62,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.26 |
2.618 |
50.25 |
1.618 |
49.02 |
1.000 |
48.26 |
0.618 |
47.79 |
HIGH |
47.03 |
0.618 |
46.56 |
0.500 |
46.42 |
0.382 |
46.27 |
LOW |
45.80 |
0.618 |
45.04 |
1.000 |
44.57 |
1.618 |
43.81 |
2.618 |
42.58 |
4.250 |
40.57 |
|
|
Fisher Pivots for day following 22-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
46.42 |
47.04 |
PP |
46.37 |
46.78 |
S1 |
46.32 |
46.53 |
|