NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
48.38 |
49.11 |
0.73 |
1.5% |
47.81 |
| High |
49.30 |
49.35 |
0.05 |
0.1% |
50.00 |
| Low |
47.90 |
46.33 |
-1.57 |
-3.3% |
45.83 |
| Close |
48.99 |
46.60 |
-2.39 |
-4.9% |
48.99 |
| Range |
1.40 |
3.02 |
1.62 |
115.7% |
4.17 |
| ATR |
1.73 |
1.82 |
0.09 |
5.3% |
0.00 |
| Volume |
405,187 |
609,194 |
204,007 |
50.3% |
2,428,863 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.49 |
54.56 |
48.26 |
|
| R3 |
53.47 |
51.54 |
47.43 |
|
| R2 |
50.45 |
50.45 |
47.15 |
|
| R1 |
48.52 |
48.52 |
46.88 |
47.98 |
| PP |
47.43 |
47.43 |
47.43 |
47.15 |
| S1 |
45.50 |
45.50 |
46.32 |
44.96 |
| S2 |
44.41 |
44.41 |
46.05 |
|
| S3 |
41.39 |
42.48 |
45.77 |
|
| S4 |
38.37 |
39.46 |
44.94 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.78 |
59.06 |
51.28 |
|
| R3 |
56.61 |
54.89 |
50.14 |
|
| R2 |
52.44 |
52.44 |
49.75 |
|
| R1 |
50.72 |
50.72 |
49.37 |
51.58 |
| PP |
48.27 |
48.27 |
48.27 |
48.71 |
| S1 |
46.55 |
46.55 |
48.61 |
47.41 |
| S2 |
44.10 |
44.10 |
48.23 |
|
| S3 |
39.93 |
42.38 |
47.84 |
|
| S4 |
35.76 |
38.21 |
46.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.00 |
46.33 |
3.67 |
7.9% |
1.91 |
4.1% |
7% |
False |
True |
506,688 |
| 10 |
50.54 |
45.83 |
4.71 |
10.1% |
2.03 |
4.3% |
16% |
False |
False |
513,473 |
| 20 |
52.28 |
45.83 |
6.45 |
13.8% |
1.76 |
3.8% |
12% |
False |
False |
402,308 |
| 40 |
52.28 |
44.12 |
8.16 |
17.5% |
1.58 |
3.4% |
30% |
False |
False |
243,660 |
| 60 |
52.28 |
40.29 |
11.99 |
25.7% |
1.62 |
3.5% |
53% |
False |
False |
177,305 |
| 80 |
52.28 |
38.14 |
14.14 |
30.3% |
1.55 |
3.3% |
60% |
False |
False |
139,385 |
| 100 |
52.28 |
33.98 |
18.30 |
39.3% |
1.59 |
3.4% |
69% |
False |
False |
115,793 |
| 120 |
52.28 |
32.22 |
20.06 |
43.0% |
1.63 |
3.5% |
72% |
False |
False |
99,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.19 |
|
2.618 |
57.26 |
|
1.618 |
54.24 |
|
1.000 |
52.37 |
|
0.618 |
51.22 |
|
HIGH |
49.35 |
|
0.618 |
48.20 |
|
0.500 |
47.84 |
|
0.382 |
47.48 |
|
LOW |
46.33 |
|
0.618 |
44.46 |
|
1.000 |
43.31 |
|
1.618 |
41.44 |
|
2.618 |
38.42 |
|
4.250 |
33.50 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
47.84 |
47.98 |
| PP |
47.43 |
47.52 |
| S1 |
47.01 |
47.06 |
|