NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 25-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
46.67 |
46.28 |
-0.39 |
-0.8% |
48.72 |
High |
47.03 |
46.46 |
-0.57 |
-1.2% |
48.76 |
Low |
45.80 |
45.13 |
-0.67 |
-1.5% |
45.80 |
Close |
46.27 |
45.33 |
-0.94 |
-2.0% |
46.27 |
Range |
1.23 |
1.33 |
0.10 |
8.1% |
2.96 |
ATR |
1.62 |
1.60 |
-0.02 |
-1.3% |
0.00 |
Volume |
38,855 |
56,441 |
17,586 |
45.3% |
272,805 |
|
Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.63 |
48.81 |
46.06 |
|
R3 |
48.30 |
47.48 |
45.70 |
|
R2 |
46.97 |
46.97 |
45.57 |
|
R1 |
46.15 |
46.15 |
45.45 |
45.90 |
PP |
45.64 |
45.64 |
45.64 |
45.51 |
S1 |
44.82 |
44.82 |
45.21 |
44.57 |
S2 |
44.31 |
44.31 |
45.09 |
|
S3 |
42.98 |
43.49 |
44.96 |
|
S4 |
41.65 |
42.16 |
44.60 |
|
|
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 |
48.33 |
45.13 |
3.20 |
7.1% |
1.31 |
2.9% |
6% |
False |
True |
56,219 |
10 |
49.72 |
45.13 |
4.59 |
10.1% |
1.45 |
3.2% |
4% |
False |
True |
65,862 |
20 |
52.30 |
45.13 |
7.17 |
15.8% |
1.68 |
3.7% |
3% |
False |
True |
72,745 |
40 |
53.62 |
45.13 |
8.49 |
18.7% |
1.57 |
3.5% |
2% |
False |
True |
66,392 |
60 |
53.62 |
45.13 |
8.49 |
18.7% |
1.52 |
3.3% |
2% |
False |
True |
64,299 |
80 |
53.62 |
39.70 |
13.92 |
30.7% |
1.53 |
3.4% |
40% |
False |
False |
62,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.11 |
2.618 |
49.94 |
1.618 |
48.61 |
1.000 |
47.79 |
0.618 |
47.28 |
HIGH |
46.46 |
0.618 |
45.95 |
0.500 |
45.80 |
0.382 |
45.64 |
LOW |
45.13 |
0.618 |
44.31 |
1.000 |
43.80 |
1.618 |
42.98 |
2.618 |
41.65 |
4.250 |
39.48 |
|
|
Fisher Pivots for day following 25-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
45.80 |
46.71 |
PP |
45.64 |
46.25 |
S1 |
45.49 |
45.79 |
|