NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 29-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
44.00 |
43.31 |
-0.69 |
-1.6% |
46.28 |
High |
44.29 |
43.89 |
-0.40 |
-0.9% |
46.46 |
Low |
43.21 |
42.72 |
-0.49 |
-1.1% |
42.72 |
Close |
43.31 |
43.84 |
0.53 |
1.2% |
43.84 |
Range |
1.08 |
1.17 |
0.09 |
8.3% |
3.74 |
ATR |
1.52 |
1.49 |
-0.02 |
-1.6% |
0.00 |
Volume |
63,317 |
60,114 |
-3,203 |
-5.1% |
321,486 |
|
Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.99 |
46.59 |
44.48 |
|
R3 |
45.82 |
45.42 |
44.16 |
|
R2 |
44.65 |
44.65 |
44.05 |
|
R1 |
44.25 |
44.25 |
43.95 |
44.45 |
PP |
43.48 |
43.48 |
43.48 |
43.59 |
S1 |
43.08 |
43.08 |
43.73 |
43.28 |
S2 |
42.31 |
42.31 |
43.63 |
|
S3 |
41.14 |
41.91 |
43.52 |
|
S4 |
39.97 |
40.74 |
43.20 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.56 |
53.44 |
45.90 |
|
R3 |
51.82 |
49.70 |
44.87 |
|
R2 |
48.08 |
48.08 |
44.53 |
|
R1 |
45.96 |
45.96 |
44.18 |
45.15 |
PP |
44.34 |
44.34 |
44.34 |
43.94 |
S1 |
42.22 |
42.22 |
43.50 |
41.41 |
S2 |
40.60 |
40.60 |
43.15 |
|
S3 |
36.86 |
38.48 |
42.81 |
|
S4 |
33.12 |
34.74 |
41.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.46 |
42.72 |
3.74 |
8.5% |
1.20 |
2.7% |
30% |
False |
True |
64,297 |
10 |
48.76 |
42.72 |
6.04 |
13.8% |
1.25 |
2.9% |
19% |
False |
True |
59,429 |
20 |
51.75 |
42.72 |
9.03 |
20.6% |
1.56 |
3.6% |
12% |
False |
True |
70,573 |
40 |
53.62 |
42.72 |
10.90 |
24.9% |
1.56 |
3.6% |
10% |
False |
True |
68,348 |
60 |
53.62 |
42.72 |
10.90 |
24.9% |
1.50 |
3.4% |
10% |
False |
True |
64,826 |
80 |
53.62 |
40.85 |
12.77 |
29.1% |
1.52 |
3.5% |
23% |
False |
False |
63,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.86 |
2.618 |
46.95 |
1.618 |
45.78 |
1.000 |
45.06 |
0.618 |
44.61 |
HIGH |
43.89 |
0.618 |
43.44 |
0.500 |
43.31 |
0.382 |
43.17 |
LOW |
42.72 |
0.618 |
42.00 |
1.000 |
41.55 |
1.618 |
40.83 |
2.618 |
39.66 |
4.250 |
37.75 |
|
|
Fisher Pivots for day following 29-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
43.66 |
44.04 |
PP |
43.48 |
43.97 |
S1 |
43.31 |
43.91 |
|