NYMEX Light Sweet Crude Oil Future January 2017
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 |
44.69 |
43.97 |
-0.72 |
-1.6% |
46.83 |
High |
44.90 |
44.56 |
-0.34 |
-0.8% |
47.07 |
Low |
43.87 |
43.35 |
-0.52 |
-1.2% |
43.35 |
Close |
43.96 |
44.51 |
0.55 |
1.3% |
44.51 |
Range |
1.03 |
1.21 |
0.18 |
17.5% |
3.72 |
ATR |
1.44 |
1.42 |
-0.02 |
-1.1% |
0.00 |
Volume |
13,176 |
14,857 |
1,681 |
12.8% |
78,602 |
|
Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.77 |
47.35 |
45.18 |
|
R3 |
46.56 |
46.14 |
44.84 |
|
R2 |
45.35 |
45.35 |
44.73 |
|
R1 |
44.93 |
44.93 |
44.62 |
45.14 |
PP |
44.14 |
44.14 |
44.14 |
44.25 |
S1 |
43.72 |
43.72 |
44.40 |
43.93 |
S2 |
42.93 |
42.93 |
44.29 |
|
S3 |
41.72 |
42.51 |
44.18 |
|
S4 |
40.51 |
41.30 |
43.84 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.14 |
54.04 |
46.56 |
|
R3 |
52.42 |
50.32 |
45.53 |
|
R2 |
48.70 |
48.70 |
45.19 |
|
R1 |
46.60 |
46.60 |
44.85 |
45.79 |
PP |
44.98 |
44.98 |
44.98 |
44.57 |
S1 |
42.88 |
42.88 |
44.17 |
42.07 |
S2 |
41.26 |
41.26 |
43.83 |
|
S3 |
37.54 |
39.16 |
43.49 |
|
S4 |
33.82 |
35.44 |
42.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.07 |
43.35 |
3.72 |
8.4% |
1.19 |
2.7% |
31% |
False |
True |
15,720 |
10 |
49.28 |
43.35 |
5.93 |
13.3% |
1.22 |
2.7% |
20% |
False |
True |
14,900 |
20 |
52.11 |
43.35 |
8.76 |
19.7% |
1.49 |
3.3% |
13% |
False |
True |
16,843 |
40 |
53.72 |
43.35 |
10.37 |
23.3% |
1.42 |
3.2% |
11% |
False |
True |
13,536 |
60 |
53.72 |
43.35 |
10.37 |
23.3% |
1.35 |
3.0% |
11% |
False |
True |
11,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.70 |
2.618 |
47.73 |
1.618 |
46.52 |
1.000 |
45.77 |
0.618 |
45.31 |
HIGH |
44.56 |
0.618 |
44.10 |
0.500 |
43.96 |
0.382 |
43.81 |
LOW |
43.35 |
0.618 |
42.60 |
1.000 |
42.14 |
1.618 |
41.39 |
2.618 |
40.18 |
4.250 |
38.21 |
|
|
Fisher Pivots for day following 29-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
44.33 |
44.66 |
PP |
44.14 |
44.61 |
S1 |
43.96 |
44.56 |
|