NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 26-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
46.28 |
45.32 |
-0.96 |
-2.1% |
48.72 |
High |
46.46 |
45.52 |
-0.94 |
-2.0% |
48.76 |
Low |
45.13 |
44.66 |
-0.47 |
-1.0% |
45.80 |
Close |
45.33 |
45.15 |
-0.18 |
-0.4% |
46.27 |
Range |
1.33 |
0.86 |
-0.47 |
-35.3% |
2.96 |
ATR |
1.60 |
1.55 |
-0.05 |
-3.3% |
0.00 |
Volume |
56,441 |
74,582 |
18,141 |
32.1% |
272,805 |
|
Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.69 |
47.28 |
45.62 |
|
R3 |
46.83 |
46.42 |
45.39 |
|
R2 |
45.97 |
45.97 |
45.31 |
|
R1 |
45.56 |
45.56 |
45.23 |
45.34 |
PP |
45.11 |
45.11 |
45.11 |
45.00 |
S1 |
44.70 |
44.70 |
45.07 |
44.48 |
S2 |
44.25 |
44.25 |
44.99 |
|
S3 |
43.39 |
43.84 |
44.91 |
|
S4 |
42.53 |
42.98 |
44.68 |
|
|
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 |
48.28 |
44.66 |
3.62 |
8.0% |
1.31 |
2.9% |
14% |
False |
True |
60,140 |
10 |
49.35 |
44.66 |
4.69 |
10.4% |
1.31 |
2.9% |
10% |
False |
True |
63,142 |
20 |
52.30 |
44.66 |
7.64 |
16.9% |
1.63 |
3.6% |
6% |
False |
True |
72,710 |
40 |
53.62 |
44.66 |
8.96 |
19.8% |
1.57 |
3.5% |
5% |
False |
True |
67,370 |
60 |
53.62 |
44.66 |
8.96 |
19.8% |
1.51 |
3.3% |
5% |
False |
True |
64,477 |
80 |
53.62 |
39.70 |
13.92 |
30.8% |
1.52 |
3.4% |
39% |
False |
False |
63,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.18 |
2.618 |
47.77 |
1.618 |
46.91 |
1.000 |
46.38 |
0.618 |
46.05 |
HIGH |
45.52 |
0.618 |
45.19 |
0.500 |
45.09 |
0.382 |
44.99 |
LOW |
44.66 |
0.618 |
44.13 |
1.000 |
43.80 |
1.618 |
43.27 |
2.618 |
42.41 |
4.250 |
41.01 |
|
|
Fisher Pivots for day following 26-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
45.13 |
45.85 |
PP |
45.11 |
45.61 |
S1 |
45.09 |
45.38 |
|