NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 28-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
44.83 |
44.00 |
-0.83 |
-1.9% |
48.72 |
High |
45.36 |
44.29 |
-1.07 |
-2.4% |
48.76 |
Low |
43.82 |
43.21 |
-0.61 |
-1.4% |
45.80 |
Close |
44.02 |
43.31 |
-0.71 |
-1.6% |
46.27 |
Range |
1.54 |
1.08 |
-0.46 |
-29.9% |
2.96 |
ATR |
1.55 |
1.52 |
-0.03 |
-2.2% |
0.00 |
Volume |
67,032 |
63,317 |
-3,715 |
-5.5% |
272,805 |
|
Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.84 |
46.16 |
43.90 |
|
R3 |
45.76 |
45.08 |
43.61 |
|
R2 |
44.68 |
44.68 |
43.51 |
|
R1 |
44.00 |
44.00 |
43.41 |
43.80 |
PP |
43.60 |
43.60 |
43.60 |
43.51 |
S1 |
42.92 |
42.92 |
43.21 |
42.72 |
S2 |
42.52 |
42.52 |
43.11 |
|
S3 |
41.44 |
41.84 |
43.01 |
|
S4 |
40.36 |
40.76 |
42.72 |
|
|
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 |
47.03 |
43.21 |
3.82 |
8.8% |
1.21 |
2.8% |
3% |
False |
True |
60,045 |
10 |
49.00 |
43.21 |
5.79 |
13.4% |
1.26 |
2.9% |
2% |
False |
True |
58,742 |
20 |
51.88 |
43.21 |
8.67 |
20.0% |
1.58 |
3.6% |
1% |
False |
True |
70,688 |
40 |
53.62 |
43.21 |
10.41 |
24.0% |
1.57 |
3.6% |
1% |
False |
True |
68,195 |
60 |
53.62 |
43.21 |
10.41 |
24.0% |
1.50 |
3.5% |
1% |
False |
True |
65,057 |
80 |
53.62 |
40.38 |
13.24 |
30.6% |
1.53 |
3.5% |
22% |
False |
False |
63,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.88 |
2.618 |
47.12 |
1.618 |
46.04 |
1.000 |
45.37 |
0.618 |
44.96 |
HIGH |
44.29 |
0.618 |
43.88 |
0.500 |
43.75 |
0.382 |
43.62 |
LOW |
43.21 |
0.618 |
42.54 |
1.000 |
42.13 |
1.618 |
41.46 |
2.618 |
40.38 |
4.250 |
38.62 |
|
|
Fisher Pivots for day following 28-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
43.75 |
44.37 |
PP |
43.60 |
44.01 |
S1 |
43.46 |
43.66 |
|