NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
46.83 |
47.88 |
1.05 |
2.2% |
47.81 |
| High |
47.95 |
48.25 |
0.30 |
0.6% |
50.00 |
| Low |
45.92 |
44.87 |
-1.05 |
-2.3% |
45.83 |
| Close |
47.43 |
45.14 |
-2.29 |
-4.8% |
48.99 |
| Range |
2.03 |
3.38 |
1.35 |
66.5% |
4.17 |
| ATR |
1.84 |
1.95 |
0.11 |
6.0% |
0.00 |
| Volume |
607,663 |
710,893 |
103,230 |
17.0% |
2,428,863 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.23 |
54.06 |
47.00 |
|
| R3 |
52.85 |
50.68 |
46.07 |
|
| R2 |
49.47 |
49.47 |
45.76 |
|
| R1 |
47.30 |
47.30 |
45.45 |
46.70 |
| PP |
46.09 |
46.09 |
46.09 |
45.78 |
| S1 |
43.92 |
43.92 |
44.83 |
43.32 |
| S2 |
42.71 |
42.71 |
44.52 |
|
| S3 |
39.33 |
40.54 |
44.21 |
|
| S4 |
35.95 |
37.16 |
43.28 |
|
|
| 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 |
49.62 |
44.87 |
4.75 |
10.5% |
2.26 |
5.0% |
6% |
False |
True |
568,334 |
| 10 |
50.45 |
44.87 |
5.58 |
12.4% |
2.20 |
4.9% |
5% |
False |
True |
540,794 |
| 20 |
52.28 |
44.87 |
7.41 |
16.4% |
1.90 |
4.2% |
4% |
False |
True |
443,854 |
| 40 |
52.28 |
44.87 |
7.41 |
16.4% |
1.60 |
3.6% |
4% |
False |
True |
273,214 |
| 60 |
52.28 |
40.29 |
11.99 |
26.6% |
1.65 |
3.7% |
40% |
False |
False |
197,774 |
| 80 |
52.28 |
38.14 |
14.14 |
31.3% |
1.59 |
3.5% |
50% |
False |
False |
155,241 |
| 100 |
52.28 |
35.52 |
16.76 |
37.1% |
1.61 |
3.6% |
57% |
False |
False |
128,604 |
| 120 |
52.28 |
32.22 |
20.06 |
44.4% |
1.65 |
3.7% |
64% |
False |
False |
110,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.62 |
|
2.618 |
57.10 |
|
1.618 |
53.72 |
|
1.000 |
51.63 |
|
0.618 |
50.34 |
|
HIGH |
48.25 |
|
0.618 |
46.96 |
|
0.500 |
46.56 |
|
0.382 |
46.16 |
|
LOW |
44.87 |
|
0.618 |
42.78 |
|
1.000 |
41.49 |
|
1.618 |
39.40 |
|
2.618 |
36.02 |
|
4.250 |
30.51 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.56 |
47.11 |
| PP |
46.09 |
46.45 |
| S1 |
45.61 |
45.80 |
|