NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
45.19 |
45.07 |
-0.12 |
-0.3% |
49.11 |
| High |
45.97 |
45.77 |
-0.20 |
-0.4% |
49.35 |
| Low |
44.77 |
44.42 |
-0.35 |
-0.8% |
44.77 |
| Close |
45.41 |
44.76 |
-0.65 |
-1.4% |
45.41 |
| Range |
1.20 |
1.35 |
0.15 |
12.5% |
4.58 |
| ATR |
1.89 |
1.85 |
-0.04 |
-2.0% |
0.00 |
| Volume |
583,078 |
533,657 |
-49,421 |
-8.5% |
2,510,828 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.03 |
48.25 |
45.50 |
|
| R3 |
47.68 |
46.90 |
45.13 |
|
| R2 |
46.33 |
46.33 |
45.01 |
|
| R1 |
45.55 |
45.55 |
44.88 |
45.27 |
| PP |
44.98 |
44.98 |
44.98 |
44.84 |
| S1 |
44.20 |
44.20 |
44.64 |
43.92 |
| S2 |
43.63 |
43.63 |
44.51 |
|
| S3 |
42.28 |
42.85 |
44.39 |
|
| S4 |
40.93 |
41.50 |
44.02 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.25 |
57.41 |
47.93 |
|
| R3 |
55.67 |
52.83 |
46.67 |
|
| R2 |
51.09 |
51.09 |
46.25 |
|
| R1 |
48.25 |
48.25 |
45.83 |
47.38 |
| PP |
46.51 |
46.51 |
46.51 |
46.08 |
| S1 |
43.67 |
43.67 |
44.99 |
42.80 |
| S2 |
41.93 |
41.93 |
44.57 |
|
| S3 |
37.35 |
39.09 |
44.15 |
|
| S4 |
32.77 |
34.51 |
42.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.35 |
44.42 |
4.93 |
11.0% |
2.20 |
4.9% |
7% |
False |
True |
608,897 |
| 10 |
50.00 |
44.42 |
5.58 |
12.5% |
1.96 |
4.4% |
6% |
False |
True |
547,334 |
| 20 |
50.54 |
44.42 |
6.12 |
13.7% |
1.86 |
4.2% |
6% |
False |
True |
476,302 |
| 40 |
52.28 |
44.42 |
7.86 |
17.6% |
1.57 |
3.5% |
4% |
False |
True |
297,096 |
| 60 |
52.28 |
40.29 |
11.99 |
26.8% |
1.66 |
3.7% |
37% |
False |
False |
215,235 |
| 80 |
52.28 |
38.14 |
14.14 |
31.6% |
1.59 |
3.6% |
47% |
False |
False |
168,631 |
| 100 |
52.28 |
35.52 |
16.76 |
37.4% |
1.58 |
3.5% |
55% |
False |
False |
139,403 |
| 120 |
52.28 |
32.22 |
20.06 |
44.8% |
1.64 |
3.7% |
63% |
False |
False |
119,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.51 |
|
2.618 |
49.30 |
|
1.618 |
47.95 |
|
1.000 |
47.12 |
|
0.618 |
46.60 |
|
HIGH |
45.77 |
|
0.618 |
45.25 |
|
0.500 |
45.10 |
|
0.382 |
44.94 |
|
LOW |
44.42 |
|
0.618 |
43.59 |
|
1.000 |
43.07 |
|
1.618 |
42.24 |
|
2.618 |
40.89 |
|
4.250 |
38.68 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.10 |
46.34 |
| PP |
44.98 |
45.81 |
| S1 |
44.87 |
45.29 |
|